CLF vs SPY: returns, Sharpe ratio and drawdown

Over the past year, SPY returned +13.70% against -25.09% for CLF. Over five years, SPY averaged +10.77% a year, compared with -12.93% for CLF. SPY had the higher Sharpe ratio over the past year (0.73 vs -0.17), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -51.67% for CLF.