CISO vs. CGJIX
Compare and contrast key facts about Cerberus Cyber Sentinel Corporation (CISO) and Calvert US Large-Cap Growth Responsible Index Fund (CGJIX).
CGJIX is managed by Calvert Research and Management. It was launched on Jun 19, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CISO or CGJIX.
Key characteristics
| CISO | CGJIX | |
|---|---|---|
| YTD Return | -46.17% | 10.77% |
| 1Y Return | -83.43% | 32.46% |
| 3Y Return (Ann) | -78.18% | 9.99% |
| Sharpe Ratio | -0.65 | 2.37 |
| Daily Std Dev | 125.37% | 13.89% |
| Max Drawdown | -99.89% | -31.18% |
| Current Drawdown | -99.89% | 0.00% |
Correlation
The correlation between CISO and CGJIX is 0.15, 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
CISO vs. CGJIX - Performance Comparison
In the year-to-date period, CISO achieves a -46.17% return, which is significantly lower than CGJIX's 10.77% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CISO vs. CGJIX - Risk-Adjusted Performance 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.
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 0.48%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
CGJIX Calvert US Large-Cap Growth Responsible Index Fund | 0.48% | 0.53% | 0.51% | 1.85% | 1.76% | 1.64% | 5.72% | 2.19% | 1.13% | 0.30% |
Drawdowns
CISO vs. CGJIX - Drawdown Comparison
The maximum CISO drawdown since its inception was -99.89%, 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. For additional features, visit the drawdowns tool.
Volatility
CISO vs. CGJIX - Volatility Comparison
Cerberus Cyber Sentinel Corporation (CISO) has a higher volatility of 21.12% compared to Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) at 4.19%. 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.