AVEMX vs. COP
Compare and contrast key facts about Ave Maria Value Fund (AVEMX) and ConocoPhillips Company (COP).
AVEMX is managed by Ave Maria Mutual Funds. It was launched on May 1, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVEMX or COP.
Key characteristics
| AVEMX | COP | |
|---|---|---|
| YTD Return | 28.72% | -0.52% |
| 1Y Return | 29.56% | 3.10% |
| 3Y Return (Ann) | 7.53% | 20.21% |
| 5Y Return (Ann) | 9.50% | 18.36% |
| 10Y Return (Ann) | 3.91% | 8.02% |
| Sharpe Ratio | 1.81 | 0.02 |
| Sortino Ratio | 2.52 | 0.19 |
| Omega Ratio | 1.33 | 1.02 |
| Calmar Ratio | 2.84 | 0.02 |
| Martin Ratio | 7.78 | 0.03 |
| Ulcer Index | 3.60% | 12.29% |
| Daily Std Dev | 15.50% | 22.13% |
| Max Drawdown | -60.09% | -70.66% |
| Current Drawdown | -2.69% | -14.13% |
Correlation
The correlation between AVEMX and COP is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
AVEMX vs. COP - Performance Comparison
In the year-to-date period, AVEMX achieves a 28.72% return, which is significantly higher than COP's -0.52% return. Over the past 10 years, AVEMX has underperformed COP with an annualized return of 3.91%, while COP has yielded a comparatively higher 8.02% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AVEMX vs. COP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ave Maria Value Fund (AVEMX) and ConocoPhillips Company (COP). 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.
Dividends
AVEMX vs. COP - Dividend Comparison
AVEMX's dividend yield for the trailing twelve months is around 0.64%, less than COP's 2.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVEMX Ave Maria Value Fund | 0.64% | 0.82% | 1.15% | 0.27% | 0.47% | 0.04% | 0.00% | 0.00% | 0.00% | 0.07% | 0.00% | 0.00% |
COP ConocoPhillips Company | 2.78% | 3.37% | 4.20% | 2.70% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% | 4.11% | 3.82% |
Drawdowns
AVEMX vs. COP - Drawdown Comparison
The maximum AVEMX drawdown since its inception was -60.09%, smaller than the maximum COP drawdown of -70.66%. Use the drawdown chart below to compare losses from any high point for AVEMX and COP. For additional features, visit the drawdowns tool.
Volatility
AVEMX vs. COP - Volatility Comparison
The current volatility for Ave Maria Value Fund (AVEMX) is 5.07%, while ConocoPhillips Company (COP) has a volatility of 8.22%. This indicates that AVEMX experiences smaller price fluctuations and is considered to be less risky than COP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.