CISO vs. CIBR
Compare and contrast key facts about Cerberus Cyber Sentinel Corporation (CISO) and First Trust NASDAQ Cybersecurity ETF (CIBR).
CIBR is a passively managed fund by First Trust that tracks the performance of the Nasdaq CTA Cybersecurity Index. It was launched on Jul 7, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CISO or CIBR.
Key characteristics
| CISO | CIBR | |
|---|---|---|
| YTD Return | -40.95% | 18.58% |
| 1Y Return | -44.96% | 40.14% |
| 3Y Return (Ann) | -79.52% | 4.91% |
| Sharpe Ratio | -0.34 | 2.13 |
| Sortino Ratio | 0.27 | 2.75 |
| Omega Ratio | 1.03 | 1.36 |
| Calmar Ratio | -0.45 | 2.23 |
| Martin Ratio | -0.77 | 8.25 |
| Ulcer Index | 58.63% | 4.80% |
| Daily Std Dev | 133.60% | 18.62% |
| Max Drawdown | -99.95% | -33.89% |
| Current Drawdown | -99.88% | -0.11% |
Correlation
The correlation between CISO and CIBR is 0.16, 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. CIBR - Performance Comparison
In the year-to-date period, CISO achieves a -40.95% return, which is significantly lower than CIBR's 18.58% 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. CIBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cerberus Cyber Sentinel Corporation (CISO) and First Trust NASDAQ Cybersecurity ETF (CIBR). 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. CIBR - Dividend Comparison
CISO has not paid dividends to shareholders, while CIBR's dividend yield for the trailing twelve months is around 0.42%.
| 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% |
CIBR First Trust NASDAQ Cybersecurity ETF | 0.42% | 0.42% | 0.30% | 0.59% | 1.10% | 0.23% | 0.22% | 0.10% | 0.77% | 0.58% |
Drawdowns
CISO vs. CIBR - Drawdown Comparison
The maximum CISO drawdown since its inception was -99.95%, which is greater than CIBR's maximum drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for CISO and CIBR. For additional features, visit the drawdowns tool.
Volatility
CISO vs. CIBR - Volatility Comparison
Cerberus Cyber Sentinel Corporation (CISO) has a higher volatility of 23.51% compared to First Trust NASDAQ Cybersecurity ETF (CIBR) at 5.23%. This indicates that CISO's price experiences larger fluctuations and is considered to be riskier than CIBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.