CLDAX vs. ETH-USD
Compare and contrast key facts about Calvert Core Bond Fund (CLDAX) and Ethereum (ETH-USD).
CLDAX is managed by Calvert Research and Management. It was launched on Dec 30, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CLDAX or ETH-USD.
Key characteristics
CLDAX | ETH-USD | |
---|---|---|
YTD Return | 1.86% | 16.48% |
1Y Return | 10.06% | 46.29% |
3Y Return (Ann) | -2.30% | -14.74% |
5Y Return (Ann) | 0.98% | 70.59% |
Sharpe Ratio | 1.77 | -0.23 |
Sortino Ratio | 2.60 | 0.11 |
Omega Ratio | 1.32 | 1.01 |
Calmar Ratio | 0.62 | 0.00 |
Martin Ratio | 6.59 | -0.56 |
Ulcer Index | 1.58% | 26.43% |
Daily Std Dev | 5.88% | 51.49% |
Max Drawdown | -18.88% | -93.96% |
Current Drawdown | -8.54% | -44.78% |
Correlation
The correlation between CLDAX and ETH-USD is 0.02, 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
CLDAX vs. ETH-USD - Performance Comparison
In the year-to-date period, CLDAX achieves a 1.86% return, which is significantly lower than ETH-USD's 16.48% 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
CLDAX vs. ETH-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Core Bond Fund (CLDAX) and Ethereum (ETH-USD). 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.
Drawdowns
CLDAX vs. ETH-USD - Drawdown Comparison
The maximum CLDAX drawdown since its inception was -18.88%, smaller than the maximum ETH-USD drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for CLDAX and ETH-USD. For additional features, visit the drawdowns tool.
Volatility
CLDAX vs. ETH-USD - Volatility Comparison
The current volatility for Calvert Core Bond Fund (CLDAX) is 1.37%, while Ethereum (ETH-USD) has a volatility of 14.30%. This indicates that CLDAX experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.