CAOVY vs. VONOY

Last updated Apr 2, 2026

Compare and contrast key facts about China Overseas Land Investment (CAOVY) and Vonovia SE ADR (VONOY).

Performance

CAOVY vs. VONOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in China Overseas Land Investment (CAOVY) and Vonovia SE ADR (VONOY). The values are adjusted to include any dividend payments, if applicable.

CAOVY vs. VONOY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CAOVY China Overseas Land Investment	2.63%	0.88%	-7.37%	-30.14%	18.98%	15.71%	-42.98%	19.11%	12.78%	-5.09%
VONOY Vonovia SE ADR	-10.41%	-1.02%	-0.95%	48.13%	-55.59%	-21.96%	53.68%	13.04%	-5.79%	10.97%

Fundamentals

Total Revenue (TTM) CAOVY : $387.06B VONOY : $5.71B
Gross Profit (TTM) CAOVY : $73.79B VONOY : $2.37B
EBITDA (TTM) CAOVY : $62.01B VONOY : $3.91B

Returns By Period

In the year-to-date period, CAOVY achieves a 2.63% return, which is significantly higher than VONOY's -10.41% return.

CAOVY

• 1D: 1.53%
• 1M: -14.63%
• YTD: 2.63%
• 6M: -18.92%
• 1Y: -12.05%
• 3Y*: -9.90%
• 5Y*: -5.11%
• 10Y*: -2.84%

VONOY

• 1D: 2.27%
• 1M: -20.75%
• YTD: -10.41%
• 6M: -18.07%
• 1Y: -1.35%
• 3Y*: 17.43%
• 5Y*: -12.21%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CAOVY vs. VONOY — Risk / Return Rank

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

CAOVY

CAOVY Risk / Return Rank: 25
CAOVY Sharpe Ratio Rank: 29
CAOVY Sortino Ratio Rank: 29
CAOVY Omega Ratio Rank: 29
CAOVY Calmar Ratio Rank: 26
CAOVY Martin Ratio Rank: 14

VONOY

VONOY Risk / Return Rank: 36
VONOY Sharpe Ratio Rank: 37
VONOY Sortino Ratio Rank: 32
VONOY Omega Ratio Rank: 32
VONOY Calmar Ratio Rank: 39
VONOY Martin Ratio Rank: 39

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CAOVY vs. VONOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for China Overseas Land Investment (CAOVY) and Vonovia SE ADR (VONOY). 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.

	CAOVY	VONOY	Difference
Sharpe ratio Return per unit of total volatility	-0.23	-0.05	-0.18
Sortino ratio Return per unit of downside risk	0.03	0.14	-0.12
Omega ratio Gain probability vs. loss probability	1.00	1.02	-0.01
Calmar ratio Return relative to maximum drawdown	-0.45	-0.03	-0.42
Martin ratio Return relative to average drawdown	-1.30	-0.06	-1.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CAOVY vs. VONOY - Sharpe Ratio Comparison

The current CAOVY Sharpe Ratio is -0.23, which is lower than the VONOY Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of CAOVY and VONOY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CAOVY	VONOY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.23	-0.05	-0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.10	-0.35	+0.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.06	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.04	-0.09	+0.12

Correlation

The correlation between CAOVY and VONOY is 0.07, 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.

Dividends

CAOVY vs. VONOY - Dividend Comparison

CAOVY's dividend yield for the trailing twelve months is around 4.61%, less than VONOY's 5.17% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CAOVY China Overseas Land Investment	4.61%	4.73%	6.28%	5.47%	5.64%	6.12%	5.70%	2.64%	2.73%	3.18%	5.44%	2.04%
VONOY Vonovia SE ADR	5.17%	4.63%	3.21%	5.90%	7.87%	10.87%	2.17%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

CAOVY vs. VONOY - Drawdown Comparison

The maximum CAOVY drawdown since its inception was -59.68%, smaller than the maximum VONOY drawdown of -74.97%. Use the drawdown chart below to compare losses from any high point for CAOVY and VONOY.

Drawdown Indicators

	CAOVY	VONOY	Difference
Max Drawdown Largest peak-to-trough decline	-59.68%	-74.97%	+15.29%
Max Drawdown (1Y) Largest decline over 1 year	-26.80%	-32.60%	+5.80%
Max Drawdown (5Y) Largest decline over 5 years	-57.94%	-73.23%	+15.29%
Max Drawdown (10Y) Largest decline over 10 years	-59.68%	—	—
Current Drawdown Current decline from peak	-48.56%	-54.90%	+6.34%
Average Drawdown Average peak-to-trough decline	-21.80%	-37.58%	+15.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.29%	13.69%	-4.40%

Volatility

CAOVY vs. VONOY - Volatility Comparison

The current volatility for China Overseas Land Investment (CAOVY) is 13.08%, while Vonovia SE ADR (VONOY) has a volatility of 14.16%. This indicates that CAOVY experiences smaller price fluctuations and is considered to be less risky than VONOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CAOVY	VONOY	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.08%	14.16%	-1.08%
Volatility (6M) Calculated over the trailing 6-month period	38.04%	20.75%	+17.29%
Volatility (1Y) Calculated over the trailing 1-year period	52.67%	29.68%	+22.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	52.08%	35.23%	+16.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.68%	36.53%	+8.15%

Financials