CB vs EG: returns, Sharpe ratio and drawdown

Over the past year, CB returned +20.91% against +6.06% for EG. Over five years, CB averaged +13.69% a year, compared with +1.75% for EG. CB had the higher Sharpe ratio over the past year (0.84 vs 0.18), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -10.52% for CB and -14.53% for EG.