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CGDV vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

CGDV vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Dividend Value ETF (CGDV) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
11.65%
45.01%
CGDV
BTC-USD

Returns By Period

In the year-to-date period, CGDV achieves a 23.21% return, which is significantly lower than BTC-USD's 133.06% return.


CGDV

YTD

23.21%

1M

-1.12%

6M

11.65%

1Y

31.80%

5Y (annualized)

N/A

10Y (annualized)

N/A

BTC-USD

YTD

133.06%

1M

46.23%

6M

45.01%

1Y

163.15%

5Y (annualized)

67.83%

10Y (annualized)

74.47%

Key characteristics


CGDVBTC-USD
Sharpe Ratio2.821.09
Sortino Ratio3.911.80
Omega Ratio1.511.18
Calmar Ratio6.200.94
Martin Ratio23.245.10
Ulcer Index1.39%11.65%
Daily Std Dev11.41%44.23%
Max Drawdown-21.82%-93.07%
Current Drawdown-2.05%0.00%

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Correlation

-0.50.00.51.00.3

The correlation between CGDV and BTC-USD is 0.28, 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.

Risk-Adjusted Performance

CGDV vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Dividend Value ETF (CGDV) and Bitcoin (BTC-USD). 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 CGDV, currently valued at 2.05, compared to the broader market0.002.004.002.051.09
The chart of Sortino ratio for CGDV, currently valued at 2.88, compared to the broader market-2.000.002.004.006.008.0010.0012.002.881.80
The chart of Omega ratio for CGDV, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.001.371.18
The chart of Calmar ratio for CGDV, currently valued at 1.36, compared to the broader market0.005.0010.0015.001.360.94
The chart of Martin ratio for CGDV, currently valued at 15.17, compared to the broader market0.0020.0040.0060.0080.00100.0015.175.10
CGDV
BTC-USD

The current CGDV Sharpe Ratio is 2.82, which is higher than the BTC-USD Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of CGDV and BTC-USD, 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 Ratio1.002.003.004.005.006.00JuneJulyAugustSeptemberOctoberNovember
2.05
1.09
CGDV
BTC-USD

Drawdowns

CGDV vs. BTC-USD - Drawdown Comparison

The maximum CGDV drawdown since its inception was -21.82%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for CGDV and BTC-USD. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.05%
0
CGDV
BTC-USD

Volatility

CGDV vs. BTC-USD - Volatility Comparison

The current volatility for Capital Group Dividend Value ETF (CGDV) is 3.48%, while Bitcoin (BTC-USD) has a volatility of 16.79%. This indicates that CGDV experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
3.48%
16.79%
CGDV
BTC-USD