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CDC vs. IAG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CDC vs. IAG - 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 IAMGOLD Corporation (IAG). The values are adjusted to include any dividend payments, if applicable.

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CDC vs. IAG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CDC
VictoryShares US EQ Income Enhanced Volatility Wtd ETF
9.03%8.96%14.48%-4.99%-7.86%33.05%12.88%19.64%-5.97%15.77%
IAG
IAMGOLD Corporation
14.13%219.57%103.95%-1.94%-17.57%-14.71%-1.61%1.36%-36.88%51.43%

Returns By Period

In the year-to-date period, CDC achieves a 9.03% return, which is significantly lower than IAG's 14.13% return. Over the past 10 years, CDC has underperformed IAG with an annualized return of 10.00%, while IAG has yielded a comparatively higher 23.61% annualized return.


CDC

1D
0.77%
1M
-2.88%
YTD
9.03%
6M
8.89%
1Y
12.52%
3Y*
9.63%
5Y*
6.27%
10Y*
10.00%

IAG

1D
7.54%
1M
-23.40%
YTD
14.13%
6M
45.55%
1Y
201.12%
3Y*
90.79%
5Y*
43.07%
10Y*
23.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CDC vs. IAG — Risk / Return Rank

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

CDC
CDC Risk / Return Rank: 5151
Overall Rank
CDC Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CDC Sortino Ratio Rank: 5050
Sortino Ratio Rank
CDC Omega Ratio Rank: 5050
Omega Ratio Rank
CDC Calmar Ratio Rank: 4949
Calmar Ratio Rank
CDC Martin Ratio Rank: 5252
Martin Ratio Rank

IAG
IAG Risk / Return Rank: 9595
Overall Rank
IAG Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IAG Sortino Ratio Rank: 9393
Sortino Ratio Rank
IAG Omega Ratio Rank: 9292
Omega Ratio Rank
IAG Calmar Ratio Rank: 9595
Calmar Ratio Rank
IAG Martin Ratio Rank: 9696
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. IAG - 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 IAMGOLD Corporation (IAG). 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.


CDCIAGDifference

Sharpe ratio

Return per unit of total volatility

0.93

3.23

-2.30

Sortino ratio

Return per unit of downside risk

1.33

3.12

-1.80

Omega ratio

Gain probability vs. loss probability

1.19

1.43

-0.24

Calmar ratio

Return relative to maximum drawdown

1.23

5.76

-4.53

Martin ratio

Return relative to average drawdown

4.90

17.44

-12.55

CDC vs. IAG - Sharpe Ratio Comparison

The current CDC Sharpe Ratio is 0.93, which is lower than the IAG Sharpe Ratio of 3.23. The chart below compares the historical Sharpe Ratios of CDC and IAG, 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


CDCIAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

3.23

-2.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.72

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.40

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.12

+0.63

Correlation

The correlation between CDC and IAG is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CDC vs. IAG - Dividend Comparison

CDC's dividend yield for the trailing twelve months is around 3.19%, while IAG has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
CDC
VictoryShares US EQ Income Enhanced Volatility Wtd ETF
3.19%3.36%3.32%4.24%3.48%2.65%2.48%3.04%3.37%2.81%2.99%3.17%
IAG
IAMGOLD Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CDC vs. IAG - Drawdown Comparison

The maximum CDC drawdown since its inception was -21.37%, smaller than the maximum IAG drawdown of -95.55%. Use the drawdown chart below to compare losses from any high point for CDC and IAG.


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Drawdown Indicators


CDCIAGDifference

Max Drawdown

Largest peak-to-trough decline

-21.37%

-95.55%

+74.18%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

-34.60%

+23.33%

Max Drawdown (5Y)

Largest decline over 5 years

-21.37%

-74.52%

+53.15%

Max Drawdown (10Y)

Largest decline over 10 years

-21.37%

-86.46%

+65.09%

Current Drawdown

Current decline from peak

-3.07%

-23.40%

+20.33%

Average Drawdown

Average peak-to-trough decline

-5.14%

-56.44%

+51.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

11.42%

-8.58%

Volatility

CDC vs. IAG - Volatility Comparison

The current volatility for VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC) is 2.97%, while IAMGOLD Corporation (IAG) has a volatility of 20.42%. This indicates that CDC experiences smaller price fluctuations and is considered to be less risky than IAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CDCIAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

20.42%

-17.45%

Volatility (6M)

Calculated over the trailing 6-month period

7.03%

48.69%

-41.66%

Volatility (1Y)

Calculated over the trailing 1-year period

13.63%

62.70%

-49.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.56%

59.89%

-47.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.22%

59.14%

-45.92%