PortfoliosLab logoPortfoliosLab logo
CBON vs. VIRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBON vs. VIRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors ChinaAMC China Bond ETF (CBON) and Virtu Financial, Inc. (VIRT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CBON achieves a 5.29% return, which is significantly lower than VIRT's 81.20% return. Over the past 10 years, CBON has underperformed VIRT with an annualized return of 3.01%, while VIRT has yielded a comparatively higher 18.05% annualized return.


CBON

1D
-0.25%
1M
0.35%
6M
4.74%
YTD
5.29%
1Y
8.54%
3Y*
4.82%
5Y*
2.11%
10Y*
3.01%
ALL TIME*
2.44%

VIRT

1D
0.12%
1M
-2.15%
6M
62.47%
YTD
81.20%
1Y
38.30%
3Y*
52.81%
5Y*
23.17%
10Y*
18.05%
ALL TIME*
13.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$207.99K$136.05K$172.83K
$75.83M$74.91M$74.80M

CBON vs. VIRT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CBON
VanEck Vectors ChinaAMC China Bond ETF
5.29%5.46%1.85%2.92%-7.99%5.93%12.01%2.67%1.88%6.96%
VIRT
Virtu Financial, Inc.
81.20%-4.24%83.03%4.61%-26.51%18.58%64.42%-34.86%45.96%21.52%

Correlation

The correlation between CBON and VIRT is 0.11, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.11

Correlation (3Y)
Balances recent behavior with more history.

0.04

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.08

Correlation (10Y)
Provides a long-term view across more market conditions.

0.03

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2015

0.03

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

CBON vs. VIRT — Risk / Return Rank

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

CBON
CBON Risk / Return Rank: 9494
Overall Rank
CBON Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
CBON Sortino Ratio Rank: 9494
Sortino Ratio Rank
CBON Omega Ratio Rank: 9393
Omega Ratio Rank
CBON Calmar Ratio Rank: 9696
Calmar Ratio Rank
CBON Martin Ratio Rank: 9696
Martin Ratio Rank

VIRT
VIRT Risk / Return Rank: 7676
Overall Rank
VIRT Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VIRT Sortino Ratio Rank: 7777
Sortino Ratio Rank
VIRT Omega Ratio Rank: 7676
Omega Ratio Rank
VIRT Calmar Ratio Rank: 7474
Calmar Ratio Rank
VIRT Martin Ratio Rank: 7171
Martin Ratio Rank
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.

CBON vs. VIRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors ChinaAMC China Bond ETF (CBON) and Virtu Financial, Inc. (VIRT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CBONVIRTDifference
Sharpe ratioReturn per unit of total volatility

+1.17

Sortino ratioReturn per unit of downside risk

+1.89

Omega ratioGain probability vs. loss probability

1.47

1.22

+0.25

Calmar ratioReturn relative to maximum drawdown

6.42

1.46

+4.96

Martin ratioReturn relative to average drawdown

24.44

2.68

+21.76

CBON vs. VIRT - Sharpe Ratio Comparison

The current CBON Sharpe Ratio is 2.41, which is higher than the VIRT Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of CBON and VIRT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CBON vs. VIRT - Drawdown Comparison

The maximum CBON drawdown since its inception was -14.13%, smaller than the maximum VIRT drawdown of -56.17%. Use the drawdown chart below to compare losses from any high point for CBON and VIRT.


Loading charts...

Drawdown Indicators


CBONVIRTDifference

Max Drawdown

Largest peak-to-trough decline

-14.13%

-56.17%

+42.04%

Max Drawdown (1Y)

Largest decline over 1 year

-1.34%

-27.30%

+25.96%

Max Drawdown (3Y)

Largest decline over 3 years

-4.56%

-27.83%

+23.27%

Max Drawdown (5Y)

Largest decline over 5 years

-14.13%

-54.52%

+40.39%

Max Drawdown (10Y)

Largest decline over 10 years

-14.13%

-56.17%

+42.04%

Current Drawdown

Current decline from peak

-0.33%

-10.60%

+10.27%

Average Drawdown

Average peak-to-trough decline

-3.95%

-25.46%

+21.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

14.83%

-14.48%

Volatility

CBON vs. VIRT - Volatility Comparison

The current volatility for VanEck Vectors ChinaAMC China Bond ETF (CBON) is 1.06%, while Virtu Financial, Inc. (VIRT) has a volatility of 14.15%. This indicates that CBON experiences smaller price fluctuations and is considered to be less risky than VIRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CBONVIRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

14.15%

-13.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

27.24%

-24.52%

Volatility (1Y)

Calculated over the trailing 1-year period

3.57%

32.11%

-28.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.90%

32.78%

-27.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.55%

36.06%

-30.51%

Dividends

CBON vs. VIRT - Dividend Comparison

CBON's dividend yield for the trailing twelve months is around 1.51%, less than VIRT's 1.61% yield.


PositionTTM20252024202320222021202020192018201720162015
CBON
VanEck Vectors ChinaAMC China Bond ETF
1.51%1.66%2.15%3.01%2.70%3.05%2.87%3.87%3.39%3.33%3.25%2.78%
VIRT
Virtu Financial, Inc.
1.61%2.88%2.69%4.74%4.70%3.33%3.81%6.00%3.73%5.25%6.02%2.12%

Frequently Asked Questions


CBON and VIRT have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VIRT has higher volatility (14.15%) compared to CBON (1.06%). In terms of maximum drawdown, CBON dropped -14.13% vs VIRT's -56.17%.

CBON currently has the higher Sharpe Ratio (2.41 vs 1.24), 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.

Portfolio Optimizer

Find the right allocation for CBON and VIRT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer