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CICOY vs. IYH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CICOY and IYH is 0.07, 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.


Performance

CICOY vs. IYH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in COSCO SHIPPING Holdings Co., Ltd. (CICOY) and iShares U.S. Healthcare ETF (IYH). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CICOY:

0.36

IYH:

-0.47

Sortino Ratio

CICOY:

1.03

IYH:

-0.50

Omega Ratio

CICOY:

1.14

IYH:

0.94

Calmar Ratio

CICOY:

0.72

IYH:

-0.41

Martin Ratio

CICOY:

1.33

IYH:

-0.98

Ulcer Index

CICOY:

19.43%

IYH:

6.83%

Daily Std Dev

CICOY:

47.29%

IYH:

15.21%

Max Drawdown

CICOY:

-64.61%

IYH:

-43.13%

Current Drawdown

CICOY:

-13.09%

IYH:

-15.81%

Returns By Period

In the year-to-date period, CICOY achieves a -0.93% return, which is significantly higher than IYH's -4.76% return.


CICOY

YTD

-0.93%

1M

19.82%

6M

4.72%

1Y

13.93%

5Y*

76.17%

10Y*

N/A

IYH

YTD

-4.76%

1M

-1.32%

6M

-12.18%

1Y

-7.09%

5Y*

6.23%

10Y*

7.45%

*Annualized

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Risk-Adjusted Performance

CICOY vs. IYH — Risk-Adjusted Performance Rank

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

CICOY
The Risk-Adjusted Performance Rank of CICOY is 6969
Overall Rank
The Sharpe Ratio Rank of CICOY is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of CICOY is 6666
Sortino Ratio Rank
The Omega Ratio Rank of CICOY is 6666
Omega Ratio Rank
The Calmar Ratio Rank of CICOY is 7979
Calmar Ratio Rank
The Martin Ratio Rank of CICOY is 6868
Martin Ratio Rank

IYH
The Risk-Adjusted Performance Rank of IYH is 55
Overall Rank
The Sharpe Ratio Rank of IYH is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of IYH is 66
Sortino Ratio Rank
The Omega Ratio Rank of IYH is 55
Omega Ratio Rank
The Calmar Ratio Rank of IYH is 33
Calmar Ratio Rank
The Martin Ratio Rank of IYH is 66
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CICOY vs. IYH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for COSCO SHIPPING Holdings Co., Ltd. (CICOY) and iShares U.S. Healthcare ETF (IYH). 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.


The current CICOY Sharpe Ratio is 0.36, which is higher than the IYH Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of CICOY and IYH, 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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Dividends

CICOY vs. IYH - Dividend Comparison

CICOY's dividend yield for the trailing twelve months is around 6.57%, more than IYH's 1.30% yield.


TTM20242023202220212020201920182017201620152014
CICOY
COSCO SHIPPING Holdings Co., Ltd.
6.57%6.51%26.95%40.07%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IYH
iShares U.S. Healthcare ETF
1.30%1.25%1.18%1.10%0.94%1.16%1.14%1.95%1.10%1.29%2.02%1.05%

Drawdowns

CICOY vs. IYH - Drawdown Comparison

The maximum CICOY drawdown since its inception was -64.61%, which is greater than IYH's maximum drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for CICOY and IYH. For additional features, visit the drawdowns tool.


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Volatility

CICOY vs. IYH - Volatility Comparison

COSCO SHIPPING Holdings Co., Ltd. (CICOY) has a higher volatility of 10.65% compared to iShares U.S. Healthcare ETF (IYH) at 7.00%. This indicates that CICOY's price experiences larger fluctuations and is considered to be riskier than IYH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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