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BOXX vs. CSHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BOXXCSHI
YTD Return4.47%4.95%
1Y Return5.28%5.67%
Sharpe Ratio13.845.73
Sortino Ratio47.409.68
Omega Ratio10.502.95
Calmar Ratio139.7114.25
Martin Ratio727.95139.76
Ulcer Index0.01%0.04%
Daily Std Dev0.38%1.00%
Max Drawdown-0.12%-0.40%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.0-0.1

The correlation between BOXX and CSHI is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

BOXX vs. CSHI - Performance Comparison

In the year-to-date period, BOXX achieves a 4.47% return, which is significantly lower than CSHI's 4.95% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-0.50%0.00%0.50%1.00%1.50%2.00%2.50%3.00%JuneJulyAugustSeptemberOctoberNovember
2.54%
2.91%
BOXX
CSHI

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BOXX vs. CSHI - Expense Ratio Comparison

BOXX has a 0.20% expense ratio, which is lower than CSHI's 0.38% expense ratio.


CSHI
Neos Enhanced Income Cash Alternative ETF
Expense ratio chart for CSHI: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%
Expense ratio chart for BOXX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

BOXX vs. CSHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect 1-3 Month Box ETF (BOXX) and Neos Enhanced Income Cash Alternative ETF (CSHI). 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.


BOXX
Sharpe ratio
The chart of Sharpe ratio for BOXX, currently valued at 13.84, compared to the broader market-2.000.002.004.006.0013.84
Sortino ratio
The chart of Sortino ratio for BOXX, currently valued at 47.40, compared to the broader market0.005.0010.0047.40
Omega ratio
The chart of Omega ratio for BOXX, currently valued at 10.50, compared to the broader market1.001.502.002.503.0010.50
Calmar ratio
The chart of Calmar ratio for BOXX, currently valued at 139.71, compared to the broader market0.005.0010.0015.00139.71
Martin ratio
The chart of Martin ratio for BOXX, currently valued at 727.95, compared to the broader market0.0020.0040.0060.0080.00100.00120.00727.95
CSHI
Sharpe ratio
The chart of Sharpe ratio for CSHI, currently valued at 5.73, compared to the broader market-2.000.002.004.006.005.73
Sortino ratio
The chart of Sortino ratio for CSHI, currently valued at 9.68, compared to the broader market0.005.0010.009.68
Omega ratio
The chart of Omega ratio for CSHI, currently valued at 2.95, compared to the broader market1.001.502.002.503.002.95
Calmar ratio
The chart of Calmar ratio for CSHI, currently valued at 14.25, compared to the broader market0.005.0010.0015.0014.25
Martin ratio
The chart of Martin ratio for CSHI, currently valued at 139.76, compared to the broader market0.0020.0040.0060.0080.00100.00120.00139.76

BOXX vs. CSHI - Sharpe Ratio Comparison

The current BOXX Sharpe Ratio is 13.84, which is higher than the CSHI Sharpe Ratio of 5.73. The chart below compares the historical Sharpe Ratios of BOXX and CSHI, 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 Ratio6.008.0010.0012.0014.00JuneJulyAugustSeptemberOctoberNovember
13.84
5.73
BOXX
CSHI

Dividends

BOXX vs. CSHI - Dividend Comparison

BOXX's dividend yield for the trailing twelve months is around 0.27%, less than CSHI's 5.80% yield.


TTM20232022
BOXX
Alpha Architect 1-3 Month Box ETF
0.27%0.00%0.00%
CSHI
Neos Enhanced Income Cash Alternative ETF
5.80%6.15%1.52%

Drawdowns

BOXX vs. CSHI - Drawdown Comparison

The maximum BOXX drawdown since its inception was -0.12%, smaller than the maximum CSHI drawdown of -0.40%. Use the drawdown chart below to compare losses from any high point for BOXX and CSHI. For additional features, visit the drawdowns tool.


-0.40%-0.30%-0.20%-0.10%0.00%JuneJulyAugustSeptemberOctoberNovember00
BOXX
CSHI

Volatility

BOXX vs. CSHI - Volatility Comparison

The current volatility for Alpha Architect 1-3 Month Box ETF (BOXX) is 0.09%, while Neos Enhanced Income Cash Alternative ETF (CSHI) has a volatility of 0.13%. This indicates that BOXX experiences smaller price fluctuations and is considered to be less risky than CSHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.20%0.40%0.60%0.80%JuneJulyAugustSeptemberOctoberNovember
0.09%
0.13%
BOXX
CSHI