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CLM vs. AMSC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CLM vs. AMSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cornerstone Strategic Value Fund (CLM) and American Superconductor Corporation (AMSC). The values are adjusted to include any dividend payments, if applicable.

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CLM vs. AMSC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CLM
Cornerstone Strategic Value Fund
-8.82%18.61%41.49%17.50%-36.72%41.42%29.43%23.60%-11.94%22.11%
AMSC
American Superconductor Corporation
17.62%16.85%121.10%202.72%-66.18%-53.54%198.34%-29.60%207.16%-50.75%

Returns By Period

In the year-to-date period, CLM achieves a -8.82% return, which is significantly lower than AMSC's 17.62% return. Over the past 10 years, CLM has underperformed AMSC with an annualized return of 12.91%, while AMSC has yielded a comparatively higher 15.42% annualized return.


CLM

1D
4.45%
1M
-5.13%
YTD
-8.82%
6M
-3.77%
1Y
19.68%
3Y*
17.53%
5Y*
6.38%
10Y*
12.91%

AMSC

1D
5.09%
1M
3.90%
YTD
17.62%
6M
-43.00%
1Y
86.60%
3Y*
90.32%
5Y*
11.90%
10Y*
15.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CLM vs. AMSC — Risk / Return Rank

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

CLM
CLM Risk / Return Rank: 5757
Overall Rank
CLM Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
CLM Sortino Ratio Rank: 5959
Sortino Ratio Rank
CLM Omega Ratio Rank: 5959
Omega Ratio Rank
CLM Calmar Ratio Rank: 6060
Calmar Ratio Rank
CLM Martin Ratio Rank: 5353
Martin Ratio Rank

AMSC
AMSC Risk / Return Rank: 7272
Overall Rank
AMSC Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
AMSC Sortino Ratio Rank: 7373
Sortino Ratio Rank
AMSC Omega Ratio Rank: 7676
Omega Ratio Rank
AMSC Calmar Ratio Rank: 7070
Calmar Ratio Rank
AMSC Martin Ratio Rank: 6464
Martin Ratio Rank
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.

CLM vs. AMSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cornerstone Strategic Value Fund (CLM) and American Superconductor Corporation (AMSC). 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.


CLMAMSCDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.05

-0.05

Sortino ratio

Return per unit of downside risk

1.52

1.69

-0.16

Omega ratio

Gain probability vs. loss probability

1.23

1.25

-0.03

Calmar ratio

Return relative to maximum drawdown

1.39

1.31

+0.08

Martin ratio

Return relative to average drawdown

5.19

2.40

+2.79

CLM vs. AMSC - Sharpe Ratio Comparison

The current CLM Sharpe Ratio is 1.00, which is comparable to the AMSC Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of CLM and AMSC, 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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Sharpe Ratios by Period


CLMAMSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.05

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.14

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.20

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

-0.05

+0.30

Correlation

The correlation between CLM and AMSC is 0.22, 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.


Dividends

CLM vs. AMSC - Dividend Comparison

CLM's dividend yield for the trailing twelve months is around 20.11%, while AMSC has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
CLM
Cornerstone Strategic Value Fund
20.11%17.48%15.17%20.50%29.44%13.45%18.96%21.98%25.38%18.04%22.44%28.20%
AMSC
American Superconductor Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CLM vs. AMSC - Drawdown Comparison

The maximum CLM drawdown since its inception was -77.02%, smaller than the maximum AMSC drawdown of -99.57%. Use the drawdown chart below to compare losses from any high point for CLM and AMSC.


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Drawdown Indicators


CLMAMSCDifference

Max Drawdown

Largest peak-to-trough decline

-77.02%

-99.57%

+22.55%

Max Drawdown (1Y)

Largest decline over 1 year

-14.61%

-61.08%

+46.47%

Max Drawdown (5Y)

Largest decline over 5 years

-43.45%

-82.94%

+39.49%

Max Drawdown (10Y)

Largest decline over 10 years

-44.98%

-89.06%

+44.08%

Current Drawdown

Current decline from peak

-10.43%

-95.11%

+84.68%

Average Drawdown

Average peak-to-trough decline

-24.95%

-75.66%

+50.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.92%

33.43%

-29.51%

Volatility

CLM vs. AMSC - Volatility Comparison

The current volatility for Cornerstone Strategic Value Fund (CLM) is 7.22%, while American Superconductor Corporation (AMSC) has a volatility of 22.49%. This indicates that CLM experiences smaller price fluctuations and is considered to be less risky than AMSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLMAMSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.22%

22.49%

-15.27%

Volatility (6M)

Calculated over the trailing 6-month period

13.06%

69.27%

-56.21%

Volatility (1Y)

Calculated over the trailing 1-year period

19.78%

83.04%

-63.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.68%

88.39%

-63.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.95%

78.69%

-53.74%