CAAMX vs. OLN
Compare and contrast key facts about Invesco Select Risk: Moderately Conservative Investor Fund (CAAMX) and Olin Corporation (OLN).
CAAMX is managed by Invesco. It was launched on Apr 28, 2005.
Performance
CAAMX vs. OLN - Performance Comparison
Loading graphics...
CAAMX vs. OLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAAMX Invesco Select Risk: Moderately Conservative Investor Fund | -1.36% | 11.19% | 6.17% | 9.83% | -16.68% | 7.30% | 10.23% | 14.41% | -4.51% | 6.31% |
OLN Olin Corporation | 43.86% | -36.15% | -36.29% | 3.46% | -6.63% | 138.55% | 50.81% | -10.77% | -41.88% | 42.51% |
Returns By Period
In the year-to-date period, CAAMX achieves a -1.36% return, which is significantly lower than OLN's 43.86% return. Over the past 10 years, CAAMX has underperformed OLN with an annualized return of 4.37%, while OLN has yielded a comparatively higher 8.48% annualized return.
CAAMX
- 1D
- 0.00%
- 1M
- -4.68%
- YTD
- -1.36%
- 6M
- 0.53%
- 1Y
- 9.51%
- 3Y*
- 7.18%
- 5Y*
- 2.46%
- 10Y*
- 4.37%
OLN
- 1D
- 2.94%
- 1M
- 18.12%
- YTD
- 43.86%
- 6M
- 21.08%
- 1Y
- 27.06%
- 3Y*
- -16.82%
- 5Y*
- -3.47%
- 10Y*
- 8.48%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CAAMX vs. OLN — Risk / Return Rank
CAAMX
OLN
CAAMX vs. OLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Select Risk: Moderately Conservative Investor Fund (CAAMX) and Olin Corporation (OLN). 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.
| CAAMX | OLN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 0.43 | +0.81 |
Sortino ratioReturn per unit of downside risk | 1.77 | 1.06 | +0.71 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.13 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 0.81 | +0.78 |
Martin ratioReturn relative to average drawdown | 6.86 | 1.61 | +5.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CAAMX | OLN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 0.43 | +0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | -0.08 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.18 | +0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.15 | +0.44 |
Correlation
The correlation between CAAMX and OLN is 0.55, 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.
Dividends
CAAMX vs. OLN - Dividend Comparison
CAAMX's dividend yield for the trailing twelve months is around 3.04%, more than OLN's 2.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAAMX Invesco Select Risk: Moderately Conservative Investor Fund | 3.04% | 2.90% | 2.44% | 1.73% | 4.57% | 5.03% | 7.84% | 6.43% | 4.05% | 1.71% | 2.46% | 2.77% |
OLN Olin Corporation | 2.69% | 3.84% | 2.37% | 1.48% | 1.51% | 1.39% | 3.26% | 4.64% | 3.98% | 2.25% | 3.12% | 4.63% |
Drawdowns
CAAMX vs. OLN - Drawdown Comparison
The maximum CAAMX drawdown since its inception was -29.13%, smaller than the maximum OLN drawdown of -73.80%. Use the drawdown chart below to compare losses from any high point for CAAMX and OLN.
Loading graphics...
Drawdown Indicators
| CAAMX | OLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.13% | -73.80% | +44.67% |
Max Drawdown (1Y)Largest decline over 1 year | -5.64% | -31.45% | +25.81% |
Max Drawdown (5Y)Largest decline over 5 years | -22.18% | -71.87% | +49.69% |
Max Drawdown (10Y)Largest decline over 10 years | -22.18% | -73.80% | +51.62% |
Current DrawdownCurrent decline from peak | -4.68% | -51.76% | +47.08% |
Average DrawdownAverage peak-to-trough decline | -4.35% | -24.81% | +20.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.31% | 15.72% | -14.41% |
Volatility
CAAMX vs. OLN - Volatility Comparison
The current volatility for Invesco Select Risk: Moderately Conservative Investor Fund (CAAMX) is 2.62%, while Olin Corporation (OLN) has a volatility of 19.90%. This indicates that CAAMX experiences smaller price fluctuations and is considered to be less risky than OLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CAAMX | OLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 19.90% | -17.28% |
Volatility (6M)Calculated over the trailing 6-month period | 4.87% | 43.07% | -38.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.91% | 63.41% | -55.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.75% | 44.91% | -37.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.50% | 47.03% | -39.53% |