OC vs SSD: returns, Sharpe ratio and drawdown

Over the past year, SSD returned +0.27% against -11.54% for OC. Over five years, SSD averaged +10.78% a year, compared with +3.87% for OC. SSD had the higher Sharpe ratio over the past year (-0.00 vs -0.20), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -20.51% for SSD and -30.01% for OC.