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

Correlation

The correlation between CCASX and VLUE is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

CCASX vs. VLUE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Conestoga Small Cap (CCASX) and iShares Edge MSCI USA Value Factor ETF (VLUE). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.24%
3.30%
CCASX
VLUE

Key characteristics

Sharpe Ratio

CCASX:

0.67

VLUE:

0.74

Sortino Ratio

CCASX:

1.07

VLUE:

1.11

Omega Ratio

CCASX:

1.13

VLUE:

1.14

Calmar Ratio

CCASX:

0.44

VLUE:

1.05

Martin Ratio

CCASX:

3.42

VLUE:

2.87

Ulcer Index

CCASX:

3.80%

VLUE:

3.43%

Daily Std Dev

CCASX:

19.33%

VLUE:

13.24%

Max Drawdown

CCASX:

-49.30%

VLUE:

-39.47%

Current Drawdown

CCASX:

-16.94%

VLUE:

-7.84%

Returns By Period

In the year-to-date period, CCASX achieves a 10.49% return, which is significantly higher than VLUE's 7.24% return. Over the past 10 years, CCASX has outperformed VLUE with an annualized return of 9.05%, while VLUE has yielded a comparatively lower 7.53% annualized return.


CCASX

YTD

10.49%

1M

-1.73%

6M

13.32%

1Y

11.52%

5Y*

5.63%

10Y*

9.05%

VLUE

YTD

7.24%

1M

-5.79%

6M

3.92%

1Y

8.03%

5Y*

6.21%

10Y*

7.53%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CCASX vs. VLUE - Expense Ratio Comparison

CCASX has a 1.10% expense ratio, which is higher than VLUE's 0.15% expense ratio.


CCASX
Conestoga Small Cap
Expense ratio chart for CCASX: current value at 1.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.10%
Expense ratio chart for VLUE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

CCASX vs. VLUE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Conestoga Small Cap (CCASX) and iShares Edge MSCI USA Value Factor ETF (VLUE). 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-1.000.001.002.003.004.000.670.74
The chart of Sortino ratio for CCASX, currently valued at 1.07, compared to the broader market-2.000.002.004.006.008.0010.001.071.11
The chart of Omega ratio for CCASX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.003.501.131.14
The chart of Calmar ratio for CCASX, currently valued at 0.44, compared to the broader market0.002.004.006.008.0010.0012.0014.000.441.05
The chart of Martin ratio for CCASX, currently valued at 3.42, compared to the broader market0.0020.0040.0060.003.422.87
CCASX
VLUE

The current CCASX Sharpe Ratio is 0.67, which is comparable to the VLUE Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of CCASX and VLUE, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.67
0.74
CCASX
VLUE

Dividends

CCASX vs. VLUE - Dividend Comparison

CCASX has not paid dividends to shareholders, while VLUE's dividend yield for the trailing twelve months is around 2.73%.


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%
VLUE
iShares Edge MSCI USA Value Factor ETF
2.73%2.66%3.19%2.22%2.42%2.60%2.70%2.14%2.07%2.39%1.64%1.33%

Drawdowns

CCASX vs. VLUE - Drawdown Comparison

The maximum CCASX drawdown since its inception was -49.30%, which is greater than VLUE's maximum drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for CCASX and VLUE. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.94%
-7.84%
CCASX
VLUE

Volatility

CCASX vs. VLUE - Volatility Comparison

Conestoga Small Cap (CCASX) has a higher volatility of 5.56% compared to iShares Edge MSCI USA Value Factor ETF (VLUE) at 4.32%. This indicates that CCASX's price experiences larger fluctuations and is considered to be riskier than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.56%
4.32%
CCASX
VLUE
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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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