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AVAH vs. CNEQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVAH vs. CNEQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aveanna Healthcare Holdings Inc. (AVAH) and Alger Concentrated Equity ETF (CNEQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AVAH achieves a -17.01% return, which is significantly lower than CNEQ's 19.72% return.


AVAH

1D
4.79%
1M
2.26%
YTD
-17.01%
6M
-23.82%
1Y
22.60%
3Y*
72.98%
5Y*
-10.89%
10Y*

CNEQ

1D
-0.91%
1M
11.24%
YTD
19.72%
6M
19.16%
1Y
49.78%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVAH vs. CNEQ - Yearly Performance Comparison


2026 (YTD)20252024
AVAH
Aveanna Healthcare Holdings Inc.
-17.01%78.77%75.77%
CNEQ
Alger Concentrated Equity ETF
19.72%33.61%28.84%

Correlation

The correlation between AVAH and CNEQ is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2024

0.31

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Return for Risk

AVAH vs. CNEQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVAH
AVAH Risk / Return Rank: 5454
Overall Rank
AVAH Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
AVAH Sortino Ratio Rank: 5959
Sortino Ratio Rank
AVAH Omega Ratio Rank: 5656
Omega Ratio Rank
AVAH Calmar Ratio Rank: 5454
Calmar Ratio Rank
AVAH Martin Ratio Rank: 5252
Martin Ratio Rank

CNEQ
CNEQ Risk / Return Rank: 5757
Overall Rank
CNEQ Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
CNEQ Sortino Ratio Rank: 6060
Sortino Ratio Rank
CNEQ Omega Ratio Rank: 6060
Omega Ratio Rank
CNEQ Calmar Ratio Rank: 5252
Calmar Ratio Rank
CNEQ Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AVAH vs. CNEQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aveanna Healthcare Holdings Inc. (AVAH) and Alger Concentrated Equity ETF (CNEQ). 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.


AVAHCNEQDifference
Sharpe ratioReturn per unit of total volatility

-1.89

Sortino ratioReturn per unit of downside risk

-1.61

Omega ratioGain probability vs. loss probability

1.15

1.37

-0.23

Calmar ratioReturn relative to maximum drawdown

0.58

2.59

-2.02

Martin ratioReturn relative to average drawdown

1.04

8.16

-7.12

AVAH vs. CNEQ - Sharpe Ratio Comparison

The current AVAH Sharpe Ratio is 0.33, which is lower than the CNEQ Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of AVAH and CNEQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AVAHCNEQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

2.22

-1.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.14

1.51

-1.64

Drawdowns

AVAH vs. CNEQ - Drawdown Comparison

The maximum AVAH drawdown since its inception was -94.76%, which is greater than CNEQ's maximum drawdown of -27.58%. Use the drawdown chart below to compare losses from any high point for AVAH and CNEQ.


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Drawdown Indicators


AVAHCNEQDifference

Max Drawdown

Largest peak-to-trough decline

-94.76%

-27.58%

-67.18%

Max Drawdown (1Y)

Largest decline over 1 year

-39.44%

-19.30%

-20.14%

Max Drawdown (3Y)

Largest decline over 3 years

-41.40%

Max Drawdown (5Y)

Largest decline over 5 years

-94.76%

Current Drawdown

Current decline from peak

-47.40%

-0.91%

-46.49%

Average Drawdown

Average peak-to-trough decline

-63.71%

-4.89%

-58.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.83%

6.12%

+15.71%

Volatility

AVAH vs. CNEQ - Volatility Comparison

Aveanna Healthcare Holdings Inc. (AVAH) has a higher volatility of 16.90% compared to Alger Concentrated Equity ETF (CNEQ) at 6.55%. This indicates that AVAH's price experiences larger fluctuations and is considered to be riskier than CNEQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVAHCNEQDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.90%

6.55%

+10.35%

Volatility (6M)

Calculated over the trailing 6-month period

32.12%

17.19%

+14.93%

Volatility (1Y)

Calculated over the trailing 1-year period

68.21%

22.51%

+45.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.19%

26.62%

+51.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

77.64%

26.62%

+51.02%

Dividends

AVAH vs. CNEQ - Dividend Comparison

AVAH has not paid dividends to shareholders, while CNEQ's dividend yield for the trailing twelve months is around 0.44%.


PositionTTM20252024
AVAH
Aveanna Healthcare Holdings Inc.
0.00%0.00%0.00%
CNEQ
Alger Concentrated Equity ETF
0.44%0.52%0.16%

Frequently Asked Questions


AVAH and CNEQ have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVAH has higher volatility (16.90%) compared to CNEQ (6.55%). In terms of maximum drawdown, AVAH dropped -94.76% vs CNEQ's -27.58%.

CNEQ currently has the higher Sharpe Ratio (2.22 vs 0.33), 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.

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