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CBAT vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between CBAT and ^SP500TR is 0.24, 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.


-0.50.00.51.00.2

Performance

CBAT vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CBAK Energy Technology, Inc. (CBAT) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
-68.80%
689.99%
CBAT
^SP500TR

Key characteristics

Sharpe Ratio

CBAT:

-0.27

^SP500TR:

2.23

Sortino Ratio

CBAT:

0.09

^SP500TR:

2.97

Omega Ratio

CBAT:

1.01

^SP500TR:

1.42

Calmar Ratio

CBAT:

-0.20

^SP500TR:

3.31

Martin Ratio

CBAT:

-0.60

^SP500TR:

14.64

Ulcer Index

CBAT:

33.06%

^SP500TR:

1.91%

Daily Std Dev

CBAT:

73.30%

^SP500TR:

12.52%

Max Drawdown

CBAT:

-99.49%

^SP500TR:

-55.25%

Current Drawdown

CBAT:

-98.75%

^SP500TR:

-2.57%

Returns By Period

In the year-to-date period, CBAT achieves a -25.71% return, which is significantly lower than ^SP500TR's 26.03% return. Over the past 10 years, CBAT has underperformed ^SP500TR with an annualized return of -8.91%, while ^SP500TR has yielded a comparatively higher 13.10% annualized return.


CBAT

YTD

-25.71%

1M

-8.43%

6M

-44.29%

1Y

-23.53%

5Y*

-6.48%

10Y*

-8.91%

^SP500TR

YTD

26.03%

1M

0.36%

6M

9.25%

1Y

26.67%

5Y*

14.81%

10Y*

13.10%

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Risk-Adjusted Performance

CBAT vs. ^SP500TR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CBAK Energy Technology, Inc. (CBAT) and S&P 500 Total Return (^SP500TR). 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.


Sharpe ratio
The chart of Sharpe ratio for CBAT, currently valued at -0.27, compared to the broader market-4.00-2.000.002.00-0.272.23
The chart of Sortino ratio for CBAT, currently valued at 0.09, compared to the broader market-4.00-2.000.002.004.000.092.97
The chart of Omega ratio for CBAT, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.42
The chart of Calmar ratio for CBAT, currently valued at -0.20, compared to the broader market0.002.004.006.00-0.203.31
The chart of Martin ratio for CBAT, currently valued at -0.60, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.6014.64
CBAT
^SP500TR

The current CBAT Sharpe Ratio is -0.27, which is lower than the ^SP500TR Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of CBAT and ^SP500TR, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.27
2.23
CBAT
^SP500TR

Drawdowns

CBAT vs. ^SP500TR - Drawdown Comparison

The maximum CBAT drawdown since its inception was -99.49%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for CBAT and ^SP500TR. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-98.75%
-2.57%
CBAT
^SP500TR

Volatility

CBAT vs. ^SP500TR - Volatility Comparison

CBAK Energy Technology, Inc. (CBAT) has a higher volatility of 14.23% compared to S&P 500 Total Return (^SP500TR) at 3.79%. This indicates that CBAT's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
14.23%
3.79%
CBAT
^SP500TR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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