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AVEMX vs. COP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AVEMX and COP is 0.52, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

AVEMX vs. COP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ave Maria Value Fund (AVEMX) and ConocoPhillips Company (COP). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
173.00%
664.52%
AVEMX
COP

Key characteristics

Sharpe Ratio

AVEMX:

0.44

COP:

-0.86

Sortino Ratio

AVEMX:

0.74

COP:

-1.09

Omega Ratio

AVEMX:

1.11

COP:

0.85

Calmar Ratio

AVEMX:

0.41

COP:

-0.75

Martin Ratio

AVEMX:

1.04

COP:

-1.50

Ulcer Index

AVEMX:

10.14%

COP:

18.33%

Daily Std Dev

AVEMX:

24.07%

COP:

32.03%

Max Drawdown

AVEMX:

-60.09%

COP:

-70.66%

Current Drawdown

AVEMX:

-17.47%

COP:

-29.56%

Returns By Period

In the year-to-date period, AVEMX achieves a 3.27% return, which is significantly higher than COP's -6.76% return. Over the past 10 years, AVEMX has underperformed COP with an annualized return of 3.41%, while COP has yielded a comparatively higher 6.32% annualized return.


AVEMX

YTD

3.27%

1M

-2.55%

6M

-4.89%

1Y

10.99%

5Y*

13.39%

10Y*

3.41%

COP

YTD

-6.76%

1M

-10.80%

6M

-10.95%

1Y

-27.79%

5Y*

24.30%

10Y*

6.32%

*Annualized

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Risk-Adjusted Performance

AVEMX vs. COP — Risk-Adjusted Performance Rank

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

AVEMX
The Risk-Adjusted Performance Rank of AVEMX is 5252
Overall Rank
The Sharpe Ratio Rank of AVEMX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of AVEMX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of AVEMX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of AVEMX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of AVEMX is 4343
Martin Ratio Rank

COP
The Risk-Adjusted Performance Rank of COP is 99
Overall Rank
The Sharpe Ratio Rank of COP is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of COP is 1111
Sortino Ratio Rank
The Omega Ratio Rank of COP is 1111
Omega Ratio Rank
The Calmar Ratio Rank of COP is 77
Calmar Ratio Rank
The Martin Ratio Rank of COP is 88
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for AVEMX, currently valued at 0.44, compared to the broader market-1.000.001.002.003.00
AVEMX: 0.44
COP: -0.86
The chart of Sortino ratio for AVEMX, currently valued at 0.74, compared to the broader market-2.000.002.004.006.008.00
AVEMX: 0.74
COP: -1.09
The chart of Omega ratio for AVEMX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.00
AVEMX: 1.11
COP: 0.85
The chart of Calmar ratio for AVEMX, currently valued at 0.41, compared to the broader market0.002.004.006.008.0010.00
AVEMX: 0.41
COP: -0.75
The chart of Martin ratio for AVEMX, currently valued at 1.04, compared to the broader market0.0010.0020.0030.0040.0050.00
AVEMX: 1.04
COP: -1.50

The current AVEMX Sharpe Ratio is 0.44, which is higher than the COP Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of AVEMX and COP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
0.44
-0.86
AVEMX
COP

Dividends

AVEMX vs. COP - Dividend Comparison

AVEMX's dividend yield for the trailing twelve months is around 0.31%, less than COP's 2.97% yield.


TTM20242023202220212020201920182017201620152014
AVEMX
Ave Maria Value Fund
0.31%0.32%0.82%1.15%0.27%0.47%0.04%0.00%0.00%0.00%0.07%0.00%
COP
ConocoPhillips Company
2.97%2.54%3.37%4.20%2.70%4.23%2.05%1.86%1.93%1.99%6.30%4.11%

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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.47%
-29.56%
AVEMX
COP

Volatility

AVEMX vs. COP - Volatility Comparison

The current volatility for Ave Maria Value Fund (AVEMX) is 13.99%, while ConocoPhillips Company (COP) has a volatility of 21.90%. 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
13.99%
21.90%
AVEMX
COP