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CCASX vs. COP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CCASX and COP is 0.44, 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.


-0.50.00.51.00.4

Performance

CCASX vs. COP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Conestoga Small Cap (CCASX) and ConocoPhillips Company (COP). The values are adjusted to include any dividend payments, if applicable.

400.00%450.00%500.00%550.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
438.06%
477.28%
CCASX
COP

Key characteristics

Sharpe Ratio

CCASX:

0.67

COP:

-0.72

Sortino Ratio

CCASX:

1.07

COP:

-0.93

Omega Ratio

CCASX:

1.13

COP:

0.89

Calmar Ratio

CCASX:

0.44

COP:

-0.59

Martin Ratio

CCASX:

3.42

COP:

-1.17

Ulcer Index

CCASX:

3.80%

COP:

13.81%

Daily Std Dev

CCASX:

19.33%

COP:

22.54%

Max Drawdown

CCASX:

-49.30%

COP:

-70.66%

Current Drawdown

CCASX:

-16.94%

COP:

-27.28%

Returns By Period

In the year-to-date period, CCASX achieves a 10.49% return, which is significantly higher than COP's -15.75% return. Over the past 10 years, CCASX has outperformed COP with an annualized return of 9.05%, while COP has yielded a comparatively lower 6.33% annualized return.


CCASX

YTD

10.49%

1M

-1.73%

6M

13.32%

1Y

11.52%

5Y*

5.63%

10Y*

9.05%

COP

YTD

-15.75%

1M

-16.14%

6M

-13.35%

1Y

-16.30%

5Y*

12.44%

10Y*

6.33%

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Risk-Adjusted Performance

CCASX vs. COP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Conestoga Small Cap (CCASX) and ConocoPhillips Company (COP). 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 CCASX, currently valued at 0.67, compared to the broader market-1.000.001.002.003.004.000.67-0.72
The chart of Sortino ratio for CCASX, currently valued at 1.07, compared to the broader market-2.000.002.004.006.008.0010.001.07-0.93
The chart of Omega ratio for CCASX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.003.501.130.89
The chart of Calmar ratio for CCASX, currently valued at 0.44, compared to the broader market0.002.004.006.008.0010.0012.0014.000.44-0.59
The chart of Martin ratio for CCASX, currently valued at 3.42, compared to the broader market0.0020.0040.0060.003.42-1.17
CCASX
COP

The current CCASX Sharpe Ratio is 0.67, which is higher than the COP Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of CCASX and COP, 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 Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.67
-0.72
CCASX
COP

Dividends

CCASX vs. COP - Dividend Comparison

CCASX has not paid dividends to shareholders, while COP's dividend yield for the trailing twelve months is around 3.28%.


TTM20232022202120202019201820172016201520142013
CCASX
Conestoga Small Cap
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.88%0.00%0.00%
COP
ConocoPhillips Company
3.28%3.37%4.20%2.70%4.23%2.05%1.86%1.93%1.99%6.30%4.11%3.82%

Drawdowns

CCASX vs. COP - Drawdown Comparison

The maximum CCASX drawdown since its inception was -49.30%, smaller than the maximum COP drawdown of -70.66%. Use the drawdown chart below to compare losses from any high point for CCASX and COP. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-16.94%
-27.28%
CCASX
COP

Volatility

CCASX vs. COP - Volatility Comparison

The current volatility for Conestoga Small Cap (CCASX) is 5.56%, while ConocoPhillips Company (COP) has a volatility of 6.52%. This indicates that CCASX experiences smaller price fluctuations and is considered to be less risky than COP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.56%
6.52%
CCASX
COP
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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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