CNH vs OSK: returns, Sharpe ratio and drawdown

Over the past year, CNH returned +10.37% against -5.79% for OSK. Over five years, OSK averaged +3.51% a year, compared with -4.89% for CNH. CNH had the higher Sharpe ratio over the past year (0.34 vs -0.06), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -24.75% for CNH and -33.06% for OSK.