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CICHF vs. VZ
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

CICHF vs. VZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in China Construction Bank Corporation (CICHF) and undefined (VZ). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%OctoberNovemberDecember2025FebruaryMarch
1,669.55%
196.68%
CICHF
VZ

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Risk-Adjusted Performance

CICHF vs. undefined - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for China Construction Bank Corporation (CICHF) and undefined (undefined). 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 CICHF, currently valued at 1.04, compared to the broader market-3.00-2.00-1.000.001.002.003.001.041.08
The chart of Sortino ratio for CICHF, currently valued at 1.67, compared to the broader market-4.00-2.000.002.004.001.671.52
The chart of Omega ratio for CICHF, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.21
The chart of Calmar ratio for CICHF, currently valued at 4.32, compared to the broader market0.001.002.003.004.005.004.320.93
The chart of Martin ratio for CICHF, currently valued at 9.73, compared to the broader market-5.000.005.0010.0015.0020.0025.009.733.97
CICHF
VZ


Rolling 12-month Sharpe Ratio0.000.501.001.502.00OctoberNovemberDecember2025FebruaryMarch
1.04
1.08
CICHF
VZ

Drawdowns

CICHF vs. VZ - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch0
-4.10%
CICHF
VZ

Volatility

CICHF vs. VZ - Volatility Comparison

China Construction Bank Corporation (CICHF) has a higher volatility of 9.29% compared to undefined (VZ) at 6.45%. This indicates that CICHF's price experiences larger fluctuations and is considered to be riskier than VZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%OctoberNovemberDecember2025FebruaryMarch
9.29%
6.45%
CICHF
VZ
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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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