CBC vs USB: Returns, Risk & Full Comparison | Redstone

CBC vs USB: Returns, Risk & Full Comparison | Redstone

Performance

CBC+45.49%USB+24.69%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
CBC	+0.51%	+40.13%	—	—	—	—
USB	+2.33%	+8.90%	+24.69%	-0.55%	-16.21%	0.92

Current Drawdown

CBC-0.27%USB-10.23%

Rolling Volatility

CBC+0.95%USB+1.18%

METRICS

Correlation Matrix

	CBC	USB
CBC	1.00	0.50
USB	0.50	1.00

Metrics

Risk Indicators

CBCUSB

Alpha

—

14.27%

Beta

—

0.65x

Sharpe

—

0.92

Sortino

—

1.31

Omega

—

1.16

Calmar

—

1.52

Martin

—

2.81

Comparisons

More CBC comparisons

More USB comparisons