CRWG vs CWVX: returns, Sharpe ratio and drawdown
Performance
CRWG-92.93%CWVX-92.57%
Summary
CRWG vs CWVX
Over the past year, CWVX returned -92.57% against -92.93% for CRWG. CWVX had the higher Sharpe ratio over the past year (-0.38 vs -0.40), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -94.28% for CWVX and -94.54% for CRWG. Dividends over the past year came to 41.57% of CRWG's price, against 11.33% for CWVX. Their daily returns had a correlation of 1.00 over the past year, which is very high.
Ranking
How CRWG and CWVX rank
CRWGCWVX
Current Drawdown
CRWG-93.16%CWVX-92.89%
Rolling Volatility
CRWG226.58%CWVX224.34%
METRICS
Correlation Matrix
Fees and dividends
What CRWG and CWVX cost and pay
CRWGCWVXExpense ratio0.77%1.30%Yield41.57%11.33%Paid, past year$2.00$0.46PaysYearlyYearlyGrowth a year——Return with dividends-92.93%1Y-92.57%1YReturn, price only-93.37%1Y-92.70%1Y
CRWG charges 0.77% a year and CWVX 1.30%.
Metrics
Risk Indicators
CRWGCWVX
Alpha
CRWG
-144.55%
CWVX
-140.13%
Beta
CRWG
6.73x
CWVX
6.71x
Sharpe
CRWG
-0.40
CWVX
-0.38
Sortino
CRWG
-0.59
CWVX
-0.56
Omega
CRWG
0.94
CWVX
0.94
Calmar
CRWG
-0.98
CWVX
-0.98
Martin
CRWG
-1.30
CWVX
-1.25
Comparisons