CAOVY vs. VONOY
CAOVY (China Overseas Land Investment) and VONOY (Vonovia SE ADR) are both stocks. Both are in the Real Estate sector — CAOVY in Real Estate - Development, VONOY in Real Estate - Services. Over the past 5 years, CAOVY returned 1.55%/yr vs -12.80%/yr for VONOY. At a 0.07 correlation, their price movements are largely independent.
Performance
CAOVY vs. VONOY - Performance Comparison
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Returns By Period
In the year-to-date period, CAOVY achieves a 32.88% return, which is significantly higher than VONOY's -14.86% return.
CAOVY
- 1D
- -1.20%
- 1M
- 0.82%
- YTD
- 32.88%
- 6M
- 15.46%
- 1Y
- 22.08%
- 3Y*
- 0.33%
- 5Y*
- 1.55%
- 10Y*
- 0.37%
VONOY
- 1D
- -3.03%
- 1M
- -9.42%
- YTD
- -14.86%
- 6M
- -17.62%
- 1Y
- -26.60%
- 3Y*
- 11.15%
- 5Y*
- -12.80%
- 10Y*
- —
CAOVY vs. VONOY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAOVY China Overseas Land Investment | 32.88% | 0.88% | -7.37% | -30.14% | 18.98% | 15.71% | -42.98% | 19.11% | 12.78% | -5.09% |
VONOY Vonovia SE ADR | -14.86% | -1.02% | -0.95% | 48.13% | -55.59% | -21.96% | 53.68% | 13.04% | -5.79% | 10.97% |
Correlation
The correlation between CAOVY and VONOY is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Oct 18, 2017 | 0.07 |
Fundamentals
CAOVY:
$21.58B
VONOY:
$19.53B
CAOVY:
$13.49
VONOY:
$2.05
CAOVY:
0.73
VONOY:
5.61
CAOVY:
0.07
VONOY:
3.28
CAOVY:
0.06
VONOY:
0.71
CAOVY:
$289.97B
VONOY:
$5.88B
CAOVY:
$61.49B
VONOY:
$3.29B
CAOVY:
$38.13B
VONOY:
$4.01B
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Return for Risk
CAOVY vs. VONOY — Risk / Return Rank
CAOVY
VONOY
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 ratioReturn per unit of total volatility | +1.38 | ||
| Sortino ratioReturn per unit of downside risk | +2.24 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.84 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.83 | -0.82 | +1.65 |
| Martin ratioReturn relative to average drawdown | 2.12 | -1.53 | +3.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CAOVY | VONOY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | -0.99 | +1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | -0.36 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | -0.10 | +0.18 |
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.
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Drawdown Indicators
| CAOVY | VONOY | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 (3Y)Largest decline over 3 years | -43.25% | -32.76% | -10.49% |
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 DrawdownCurrent decline from peak | -33.40% | -57.14% | +23.74% |
Average DrawdownAverage peak-to-trough decline | -22.00% | -38.02% | +16.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.43% | 17.45% | -7.02% |
Volatility
CAOVY vs. VONOY - Volatility Comparison
China Overseas Land Investment (CAOVY) has a higher volatility of 23.12% compared to Vonovia SE ADR (VONOY) at 7.52%. This indicates that CAOVY's price experiences larger fluctuations and is considered to be riskier than VONOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAOVY | VONOY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.12% | 7.52% | +15.60% |
Volatility (6M)Calculated over the trailing 6-month period | 42.83% | 22.60% | +20.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.54% | 26.97% | +30.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.39% | 35.34% | +16.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.69% | 36.33% | +9.36% |
Dividends
CAOVY vs. VONOY - Dividend Comparison
CAOVY's dividend yield for the trailing twelve months is around 3.56%, less than VONOY's 6.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAOVY China Overseas Land Investment | 3.56% | 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 | 6.27% | 4.63% | 3.21% | 5.90% | 7.87% | 10.87% | 2.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
CAOVY vs. VONOY - Financials Comparison
This section allows you to compare key financial metrics between China Overseas Land Investment and Vonovia SE ADR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
CAOVY vs. VONOY - Profitability Comparison
CAOVY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, China Overseas Land Investment reported a gross profit of 13.21B and revenue of 93.25B. Therefore, the gross margin over that period was 14.2%.
VONOY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Vonovia SE ADR reported a gross profit of 941.84M and revenue of 1.54B. Therefore, the gross margin over that period was 61.2%.
CAOVY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, China Overseas Land Investment reported an operating income of 9.27B and revenue of 93.25B, resulting in an operating margin of 9.9%.
VONOY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Vonovia SE ADR reported an operating income of 649.71M and revenue of 1.54B, resulting in an operating margin of 42.2%.
CAOVY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, China Overseas Land Investment reported a net income of 4.47B and revenue of 93.25B, resulting in a net margin of 4.8%.
VONOY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Vonovia SE ADR reported a net income of 213.96M and revenue of 1.54B, resulting in a net margin of 13.9%.
Frequently Asked Questions
CAOVY and VONOY have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CAOVY has higher volatility (23.12%) compared to VONOY (7.52%). In terms of maximum drawdown, CAOVY dropped -59.68% vs VONOY's -74.97%.
CAOVY currently has the higher Sharpe Ratio (0.39 vs -0.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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