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CBU vs. DRIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CBU vs. DRIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Community Bank System, Inc. (CBU) and Global X Autonomous & Electric Vehicles ETF (DRIV). The values are adjusted to include any dividend payments, if applicable.

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CBU vs. DRIV - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CBU
Community Bank System, Inc.
2.95%-3.84%22.61%-14.17%-13.16%22.28%-9.59%24.69%10.23%
DRIV
Global X Autonomous & Electric Vehicles ETF
3.17%30.42%-5.04%26.14%-34.13%27.80%62.76%28.54%-21.49%

Returns By Period

In the year-to-date period, CBU achieves a 2.95% return, which is significantly lower than DRIV's 3.17% return.


CBU

1D
1.72%
1M
-2.34%
YTD
2.95%
6M
1.63%
1Y
6.50%
3Y*
7.40%
5Y*
-2.37%
10Y*
7.30%

DRIV

1D
4.83%
1M
-6.54%
YTD
3.17%
6M
8.45%
1Y
46.14%
3Y*
10.34%
5Y*
3.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CBU vs. DRIV — Risk / Return Rank

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

CBU
CBU Risk / Return Rank: 4848
Overall Rank
CBU Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
CBU Sortino Ratio Rank: 4343
Sortino Ratio Rank
CBU Omega Ratio Rank: 4242
Omega Ratio Rank
CBU Calmar Ratio Rank: 5252
Calmar Ratio Rank
CBU Martin Ratio Rank: 5252
Martin Ratio Rank

DRIV
DRIV Risk / Return Rank: 8585
Overall Rank
DRIV Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DRIV Sortino Ratio Rank: 8787
Sortino Ratio Rank
DRIV Omega Ratio Rank: 8080
Omega Ratio Rank
DRIV Calmar Ratio Rank: 8888
Calmar Ratio Rank
DRIV Martin Ratio Rank: 8787
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.

CBU vs. DRIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Community Bank System, Inc. (CBU) and Global X Autonomous & Electric Vehicles ETF (DRIV). 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.


CBUDRIVDifference

Sharpe ratio

Return per unit of total volatility

0.24

1.64

-1.40

Sortino ratio

Return per unit of downside risk

0.54

2.29

-1.76

Omega ratio

Gain probability vs. loss probability

1.07

1.30

-0.23

Calmar ratio

Return relative to maximum drawdown

0.42

2.70

-2.28

Martin ratio

Return relative to average drawdown

0.99

10.20

-9.21

CBU vs. DRIV - Sharpe Ratio Comparison

The current CBU Sharpe Ratio is 0.24, which is lower than the DRIV Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of CBU and DRIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CBUDRIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

1.64

-1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

0.14

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.39

-0.06

Correlation

The correlation between CBU and DRIV is 0.45, 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.


Dividends

CBU vs. DRIV - Dividend Comparison

CBU's dividend yield for the trailing twelve months is around 3.19%, more than DRIV's 1.04% yield.


TTM20252024202320222021202020192018201720162015
CBU
Community Bank System, Inc.
3.19%3.24%2.95%3.42%2.76%2.28%2.66%2.23%2.47%2.46%2.04%3.05%
DRIV
Global X Autonomous & Electric Vehicles ETF
1.04%1.07%2.07%1.62%1.24%0.32%0.29%1.23%2.79%0.00%0.00%0.00%

Drawdowns

CBU vs. DRIV - Drawdown Comparison

The maximum CBU drawdown since its inception was -61.07%, which is greater than DRIV's maximum drawdown of -41.93%. Use the drawdown chart below to compare losses from any high point for CBU and DRIV.


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Drawdown Indicators


CBUDRIVDifference

Max Drawdown

Largest peak-to-trough decline

-61.07%

-41.93%

-19.14%

Max Drawdown (1Y)

Largest decline over 1 year

-16.03%

-16.43%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-50.47%

-41.93%

-8.54%

Max Drawdown (10Y)

Largest decline over 10 years

-51.04%

Current Drawdown

Current decline from peak

-16.85%

-9.25%

-7.60%

Average Drawdown

Average peak-to-trough decline

-14.58%

-15.43%

+0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.77%

4.34%

+2.43%

Volatility

CBU vs. DRIV - Volatility Comparison

The current volatility for Community Bank System, Inc. (CBU) is 5.38%, while Global X Autonomous & Electric Vehicles ETF (DRIV) has a volatility of 10.61%. This indicates that CBU experiences smaller price fluctuations and is considered to be less risky than DRIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBUDRIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

10.61%

-5.23%

Volatility (6M)

Calculated over the trailing 6-month period

17.21%

19.22%

-2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

27.28%

28.35%

-1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.60%

26.73%

+2.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.08%

27.35%

+2.73%