CISO vs. CGJIX

Last updated Jun 24, 2026

CISO (Cerberus Cyber Sentinel Corporation) is a stock, while CGJIX (Calvert US Large-Cap Growth Responsible Index Fund) is Large Cap Growth Equities fund managed by Calvert Research and Management. Over the past 5 years, CISO returned -68.94%/yr vs 12.87%/yr for CGJIX. At a 0.14 correlation, their price movements are largely independent.

Performance

CISO vs. CGJIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cerberus Cyber Sentinel Corporation (CISO) and Calvert US Large-Cap Growth Responsible Index Fund (CGJIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CISO achieves a -39.11% return, which is significantly lower than CGJIX's 9.65% return.

CISO

• 1D: 13.50%
• 1M: -5.09%
• YTD: -39.11%
• 6M: -33.52%
• 1Y: -77.33%
• 3Y*: -53.10%
• 5Y*: -68.94%
• 10Y*: —

CGJIX

• 1D: -0.37%
• 1M: 0.47%
• YTD: 9.65%
• 6M: 8.62%
• 1Y: 25.06%
• 3Y*: 21.34%
• 5Y*: 12.87%
• 10Y*: 18.01%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CISO vs. CGJIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
CISO Cerberus Cyber Sentinel Corporation	-39.11%	-86.16%	127.69%	-96.02%	-86.92%	851.22%	2.50%
CGJIX Calvert US Large-Cap Growth Responsible Index Fund	9.65%	14.56%	27.74%	36.66%	-26.84%	26.13%	26.94%

Correlation

The correlation between CISO and CGJIX is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.21
Correlation (3Y) Calculated over the trailing 3-year period	0.10
Correlation (5Y) Calculated over the trailing 5-year period	0.16
Correlation (All Time) Calculated using the full available price history since Jun 26, 2020	0.14

The correlation between CISO and CGJIX shifts across timeframes, from 0.10 (3 years) to 0.21 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

CISO vs. CGJIX — Risk / Return Rank

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

CISO

CISO Risk / Return Rank: 8
CISO Sharpe Ratio Rank: 9
CISO Sortino Ratio Rank: 6
CISO Omega Ratio Rank: 8
CISO Calmar Ratio Rank: 5
CISO Martin Ratio Rank: 10

CGJIX

CGJIX Risk / Return Rank: 45
CGJIX Sharpe Ratio Rank: 47
CGJIX Sortino Ratio Rank: 43
CGJIX Omega Ratio Rank: 43
CGJIX Calmar Ratio Rank: 42
CGJIX Martin Ratio Rank: 50

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.

CISO vs. CGJIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cerberus Cyber Sentinel Corporation (CISO) and Calvert US Large-Cap Growth Responsible Index Fund (CGJIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CISO	CGJIX	Difference
Sharpe ratio: Return per unit of total volatility	-0.80	1.86	-2.66
Sortino ratio: Return per unit of downside risk	-1.53	2.53	-4.06
Omega ratio: Gain probability vs. loss probability	0.84	1.33	-0.49
Calmar ratio: Return relative to maximum drawdown	-0.94	2.36	-3.30
Martin ratio: Return relative to average drawdown	-1.35	9.77	-11.12

CISO vs. CGJIX - Sharpe Ratio Comparison

The current CISO Sharpe Ratio is -0.80, which is lower than the CGJIX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of CISO and CGJIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CISO vs. CGJIX - Drawdown Comparison

The maximum CISO drawdown since its inception was -99.97%, which is greater than CGJIX's maximum drawdown of -31.18%. Use the drawdown chart below to compare losses from any high point for CISO and CGJIX.

Drawdown Indicators

	CISO	CGJIX	Difference
Max Drawdown Largest peak-to-trough decline	-99.97%	-31.18%	-68.79%
Max Drawdown (1Y) Largest decline over 1 year	-82.37%	-11.15%	-71.22%
Max Drawdown (3Y) Largest decline over 3 years	-92.89%	-21.90%	-70.99%
Max Drawdown (5Y) Largest decline over 5 years	-99.97%	-31.18%	-68.79%
Max Drawdown (10Y) Largest decline over 10 years	—	-31.18%	—
Current Drawdown Current decline from peak	-99.96%	-2.40%	-97.56%
Average Drawdown Average peak-to-trough decline	-76.57%	-5.44%	-71.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	57.20%	2.69%	+54.51%

Volatility

CISO vs. CGJIX - Volatility Comparison

Cerberus Cyber Sentinel Corporation (CISO) has a higher volatility of 39.52% compared to Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) at 5.34%. This indicates that CISO's price experiences larger fluctuations and is considered to be riskier than CGJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CISO	CGJIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	39.52%	5.34%	+34.18%
Volatility (6M) Calculated over the trailing 6-month period	67.10%	11.31%	+55.79%
Volatility (1Y) Calculated over the trailing 1-year period	96.62%	14.19%	+82.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	145.95%	19.89%	+126.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	143.75%	20.09%	+123.66%

Dividends

CISO vs. CGJIX - Dividend Comparison

CISO has not paid dividends to shareholders, while CGJIX's dividend yield for the trailing twelve months is around 2.78%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
CGJIX Calvert US Large-Cap Growth Responsible Index Fund	2.78%	3.05%	2.04%	0.53%	0.51%	1.85%	1.76%	1.64%	5.72%	2.19%	1.13%
CISO Cerberus Cyber Sentinel Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CISO and CGJIX in my portfolio?

CISO and CGJIX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CISO or CGJIX?

CISO has higher volatility (39.52%) compared to CGJIX (5.34%). In terms of maximum drawdown, CISO dropped -99.97% vs CGJIX's -31.18%.

Which has better risk-adjusted returns?

CGJIX currently has the higher Sharpe Ratio (1.86 vs -0.80), 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.