PortfoliosLab logoPortfoliosLab logo
ANGLX vs. CION
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ANGLX vs. CION - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Angel Oak Multi-Strategy Income Fund (ANGLX) and CION Investment Corporation (CION). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ANGLX achieves a 1.94% return, which is significantly higher than CION's -32.19% return.


ANGLX

1D
0.00%
1M
-0.57%
6M
1.46%
YTD
1.94%
1Y
5.08%
3Y*
6.54%
5Y*
1.24%
10Y*
2.29%
ALL TIME*
4.10%

CION

1D
0.85%
1M
-5.27%
6M
-30.22%
YTD
-32.19%
1Y
-26.89%
3Y*
-5.24%
5Y*
10Y*
ALL TIME*
-1.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$2.67M$3.09M$3.71M

ANGLX vs. CION - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ANGLX
Angel Oak Multi-Strategy Income Fund
1.94%7.45%7.60%4.06%-14.00%0.44%
CION
CION Investment Corporation
-32.19%-2.26%14.82%35.42%-14.80%3.97%

Correlation

The correlation between ANGLX and CION is 0.21, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.21

Correlation (3Y)
Balances recent behavior with more history.

0.16

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2021

0.12

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ANGLX vs. CION — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ANGLX
ANGLX Risk / Return Rank: 9696
Overall Rank
ANGLX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ANGLX Sortino Ratio Rank: 9898
Sortino Ratio Rank
ANGLX Omega Ratio Rank: 9797
Omega Ratio Rank
ANGLX Calmar Ratio Rank: 9595
Calmar Ratio Rank
ANGLX Martin Ratio Rank: 9696
Martin Ratio Rank

CION
CION Risk / Return Rank: 1010
Overall Rank
CION Sharpe Ratio Rank: 66
Sharpe Ratio Rank
CION Sortino Ratio Rank: 99
Sortino Ratio Rank
CION Omega Ratio Rank: 1010
Omega Ratio Rank
CION Calmar Ratio Rank: 1515
Calmar Ratio Rank
CION Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ANGLX vs. CION - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Angel Oak Multi-Strategy Income Fund (ANGLX) and CION Investment Corporation (CION). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ANGLXCIONDifference
Sharpe ratioReturn per unit of total volatility

+3.57

Sortino ratioReturn per unit of downside risk

+6.25

Omega ratioGain probability vs. loss probability

1.67

0.85

+0.82

Calmar ratioReturn relative to maximum drawdown

4.05

-0.75

+4.80

Martin ratioReturn relative to average drawdown

16.47

-1.38

+17.85

ANGLX vs. CION - Sharpe Ratio Comparison

The current ANGLX Sharpe Ratio is 2.64, which is higher than the CION Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of ANGLX and CION, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ANGLX vs. CION - Drawdown Comparison

The maximum ANGLX drawdown since its inception was -16.40%, smaller than the maximum CION drawdown of -45.39%. Use the drawdown chart below to compare losses from any high point for ANGLX and CION.


Loading charts...

Drawdown Indicators


ANGLXCIONDifference

Max Drawdown

Largest peak-to-trough decline

-16.40%

-45.39%

+28.99%

Max Drawdown (1Y)

Largest decline over 1 year

-1.47%

-36.25%

+34.78%

Max Drawdown (3Y)

Largest decline over 3 years

-1.59%

-40.30%

+38.71%

Max Drawdown (5Y)

Largest decline over 5 years

-14.34%

Max Drawdown (10Y)

Largest decline over 10 years

-16.40%

Current Drawdown

Current decline from peak

-0.68%

-39.80%

+39.12%

Average Drawdown

Average peak-to-trough decline

-2.72%

-15.79%

+13.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

19.80%

-19.44%

Volatility

ANGLX vs. CION - Volatility Comparison

The current volatility for Angel Oak Multi-Strategy Income Fund (ANGLX) is 0.49%, while CION Investment Corporation (CION) has a volatility of 8.29%. This indicates that ANGLX experiences smaller price fluctuations and is considered to be less risky than CION based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ANGLXCIONDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.49%

8.29%

-7.80%

Volatility (6M)

Calculated over the trailing 6-month period

1.72%

24.62%

-22.90%

Volatility (1Y)

Calculated over the trailing 1-year period

2.26%

29.38%

-27.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.81%

29.80%

-26.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.29%

29.80%

-26.51%

Dividends

ANGLX vs. CION - Dividend Comparison

ANGLX's dividend yield for the trailing twelve months is around 4.74%, less than CION's 23.83% yield.


PositionTTM20252024202320222021202020192018201720162015
ANGLX
Angel Oak Multi-Strategy Income Fund
4.74%5.41%5.89%4.78%3.69%4.69%4.38%4.53%4.70%4.97%5.83%6.74%
CION
CION Investment Corporation
23.83%14.89%13.33%14.24%14.87%3.52%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ANGLX and CION have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CION has higher volatility (8.29%) compared to ANGLX (0.49%). In terms of maximum drawdown, ANGLX dropped -16.40% vs CION's -45.39%.

ANGLX currently has the higher Sharpe Ratio (2.64 vs -0.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ANGLX and CION

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer