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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CAAMX or OLN.
Performance
CAAMX vs. OLN - Performance Comparison
Returns By Period
In the year-to-date period, CAAMX achieves a 6.80% return, which is significantly higher than OLN's -23.08% return. Over the past 10 years, CAAMX has underperformed OLN with an annualized return of 3.41%, while OLN has yielded a comparatively higher 7.87% annualized return.
CAAMX
6.80%
-0.00%
3.95%
12.14%
3.34%
3.41%
OLN
-23.08%
-10.34%
-24.30%
-11.31%
22.37%
7.87%
Key characteristics
| CAAMX | OLN | |
|---|---|---|
| Sharpe Ratio | 1.93 | -0.39 |
| Sortino Ratio | 2.77 | -0.36 |
| Omega Ratio | 1.35 | 0.96 |
| Calmar Ratio | 0.87 | -0.31 |
| Martin Ratio | 10.67 | -0.68 |
| Ulcer Index | 1.13% | 17.27% |
| Daily Std Dev | 6.22% | 30.49% |
| Max Drawdown | -29.29% | -73.80% |
| Current Drawdown | -3.38% | -36.59% |
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Correlation
The correlation between CAAMX and OLN is 0.56, 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.
Risk-Adjusted Performance
CAAMX vs. OLN - Risk-Adjusted Performance 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.
Dividends
CAAMX vs. OLN - Dividend Comparison
CAAMX's dividend yield for the trailing twelve months is around 2.27%, more than OLN's 1.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAAMX Invesco Select Risk: Moderately Conservative Investor Fund | 2.27% | 1.73% | 2.02% | 1.91% | 2.28% | 3.06% | 2.61% | 2.91% | 2.01% | 2.78% | 2.57% | 1.94% |
OLN Olin Corporation | 1.96% | 1.48% | 1.51% | 1.39% | 3.26% | 4.64% | 3.98% | 2.25% | 3.12% | 4.63% | 3.51% | 2.77% |
Drawdowns
CAAMX vs. OLN - Drawdown Comparison
The maximum CAAMX drawdown since its inception was -29.29%, 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. For additional features, visit the drawdowns tool.
Volatility
CAAMX vs. OLN - Volatility Comparison
The current volatility for Invesco Select Risk: Moderately Conservative Investor Fund (CAAMX) is 1.76%, while Olin Corporation (OLN) has a volatility of 11.25%. 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.