AXON vs BR: returns, Sharpe ratio and drawdown

Over the past year, BR returned -29.43% against -43.15% for AXON. Over five years, AXON averaged +18.64% a year, compared with -1.70% for BR. AXON had the higher Sharpe ratio over the past year (-0.65 vs -1.20), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -42.37% for BR and -54.45% for AXON.