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BCD vs. CACG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BCD and CACG is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

BCD vs. CACG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) and ClearBridge All Cap Growth ESG ETF (CACG). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
65.03%
143.37%
BCD
CACG

Key characteristics

Returns By Period


BCD

YTD

3.53%

1M

-1.22%

6M

-3.74%

1Y

2.23%

5Y*

9.63%

10Y*

N/A

CACG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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BCD vs. CACG - Expense Ratio Comparison

BCD has a 0.29% expense ratio, which is lower than CACG's 0.53% expense ratio.


CACG
ClearBridge All Cap Growth ESG ETF
Expense ratio chart for CACG: current value at 0.53% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.53%
Expense ratio chart for BCD: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

BCD vs. CACG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) and ClearBridge All Cap Growth ESG ETF (CACG). 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.


Sharpe ratio
The chart of Sharpe ratio for BCD, currently valued at 0.27, compared to the broader market0.002.004.000.271.30
The chart of Sortino ratio for BCD, currently valued at 0.45, compared to the broader market-2.000.002.004.006.008.0010.000.451.99
The chart of Omega ratio for BCD, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.35
The chart of Calmar ratio for BCD, currently valued at 0.13, compared to the broader market0.005.0010.0015.000.131.87
The chart of Martin ratio for BCD, currently valued at 0.60, compared to the broader market0.0020.0040.0060.0080.00100.000.608.40
BCD
CACG


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.27
1.30
BCD
CACG

Dividends

BCD vs. CACG - Dividend Comparison

Neither BCD nor CACG has paid dividends to shareholders.


TTM2023202220212020201920182017
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
0.00%4.51%5.21%8.30%1.29%1.56%1.59%0.07%
CACG
ClearBridge All Cap Growth ESG ETF
0.34%0.34%0.34%2.92%0.47%0.64%0.68%0.24%

Drawdowns

BCD vs. CACG - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.59%
0
BCD
CACG

Volatility

BCD vs. CACG - Volatility Comparison

abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) has a higher volatility of 2.68% compared to ClearBridge All Cap Growth ESG ETF (CACG) at 0.00%. This indicates that BCD's price experiences larger fluctuations and is considered to be riskier than CACG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
2.68%
0
BCD
CACG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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