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CDC vs. AVGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CDC vs. AVGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC) and Defiance Daily Target 2X Long AVGO ETF (AVGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CDC achieves a 10.57% return, which is significantly lower than AVGX's 69.89% return.


CDC

1D
-0.57%
1M
-0.39%
YTD
10.57%
6M
10.29%
1Y
18.16%
3Y*
11.97%
5Y*
5.08%
10Y*
10.03%

AVGX

1D
-0.83%
1M
29.49%
YTD
69.89%
6M
35.83%
1Y
156.34%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CDC vs. AVGX - Yearly Performance Comparison


Correlation

The correlation between CDC and AVGX is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.08

Correlation (All Time)
Calculated using the full available price history since Aug 23, 2024

0.03

The correlation between CDC and AVGX shifts across timeframes, from -0.08 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CDC vs. AVGX — Risk / Return Rank

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

CDC
CDC Risk / Return Rank: 5858
Overall Rank
CDC Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
CDC Sortino Ratio Rank: 5858
Sortino Ratio Rank
CDC Omega Ratio Rank: 5050
Omega Ratio Rank
CDC Calmar Ratio Rank: 6565
Calmar Ratio Rank
CDC Martin Ratio Rank: 6363
Martin Ratio Rank

AVGX
AVGX Risk / Return Rank: 5050
Overall Rank
AVGX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
AVGX Sortino Ratio Rank: 5050
Sortino Ratio Rank
AVGX Omega Ratio Rank: 4848
Omega Ratio Rank
AVGX Calmar Ratio Rank: 5959
Calmar Ratio Rank
AVGX Martin Ratio Rank: 4040
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.

CDC vs. AVGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC) and Defiance Daily Target 2X Long AVGO ETF (AVGX). 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.


CDCAVGXDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.33

Omega ratioGain probability vs. loss probability

1.32

1.31

+0.01

Calmar ratioReturn relative to maximum drawdown

3.22

2.91

+0.31

Martin ratioReturn relative to average drawdown

11.37

6.49

+4.88

CDC vs. AVGX - Sharpe Ratio Comparison

The current CDC Sharpe Ratio is 1.87, which is comparable to the AVGX Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of CDC and AVGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CDCAVGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

1.83

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

1.21

-0.47

Drawdowns

CDC vs. AVGX - Drawdown Comparison

The maximum CDC drawdown since its inception was -21.37%, smaller than the maximum AVGX drawdown of -70.97%. Use the drawdown chart below to compare losses from any high point for CDC and AVGX.


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Drawdown Indicators


CDCAVGXDifference

Max Drawdown

Largest peak-to-trough decline

-21.37%

-70.97%

+49.60%

Max Drawdown (1Y)

Largest decline over 1 year

-5.67%

-54.09%

+48.42%

Max Drawdown (3Y)

Largest decline over 3 years

-12.70%

Max Drawdown (5Y)

Largest decline over 5 years

-21.37%

Max Drawdown (10Y)

Largest decline over 10 years

-21.37%

Current Drawdown

Current decline from peak

-2.20%

-0.83%

-1.37%

Average Drawdown

Average peak-to-trough decline

-5.09%

-22.71%

+17.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

24.20%

-22.60%

Volatility

CDC vs. AVGX - Volatility Comparison

The current volatility for VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC) is 2.66%, while Defiance Daily Target 2X Long AVGO ETF (AVGX) has a volatility of 23.50%. This indicates that CDC experiences smaller price fluctuations and is considered to be less risky than AVGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CDCAVGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

23.50%

-20.84%

Volatility (6M)

Calculated over the trailing 6-month period

6.84%

61.90%

-55.06%

Volatility (1Y)

Calculated over the trailing 1-year period

9.77%

85.97%

-76.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.54%

104.65%

-92.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.21%

104.65%

-91.44%

CDC vs. AVGX - Expense Ratio Comparison

CDC has a 0.37% expense ratio, which is lower than AVGX's 1.29% expense ratio.


Dividends

CDC vs. AVGX - Dividend Comparison

CDC's dividend yield for the trailing twelve months is around 3.18%, more than AVGX's 0.97% yield.


PositionTTM20252024202320222021202020192018201720162015
AVGX
Defiance Daily Target 2X Long AVGO ETF
0.97%1.65%0.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CDC
VictoryShares US EQ Income Enhanced Volatility Wtd ETF
3.18%3.36%3.32%4.24%3.48%2.65%2.48%3.04%3.37%2.81%2.99%3.17%

Frequently Asked Questions


CDC and AVGX have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVGX has higher volatility (23.50%) compared to CDC (2.66%). In terms of maximum drawdown, CDC dropped -21.37% vs AVGX's -70.97%.

On 1-year performance, AVGX leads with 156.34% vs 18.16% for CDC. On fees, CDC is cheaper at 0.37% per year. On volatility, CDC has been the lower-risk option at 2.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, AVGX has performed better with a 156.34% return vs 18.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CDC is cheaper with a 0.37% expense ratio, compared with 1.29% for AVGX.

CDC has the higher dividend yield at 3.18%, compared with 0.97% for AVGX.

CDC is categorized as Large Cap Value Equities, while AVGX is Leveraged Equities. They also come from different issuers: Crestview and Defiance. Their fees differ too: 0.37% for CDC and 1.29% for AVGX.

CDC currently has the higher Sharpe Ratio (1.87 vs 1.83), 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.

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