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CLOEU vs. TIHGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CLOEUTIHGX
YTD Return5.47%34.64%
1Y Return-3.85%46.91%
3Y Return (Ann)3.28%8.07%
Sharpe Ratio-0.082.92
Sortino Ratio0.263.88
Omega Ratio1.091.52
Calmar Ratio-0.113.19
Martin Ratio-0.2919.33
Ulcer Index13.36%2.59%
Daily Std Dev50.91%17.06%
Max Drawdown-35.23%-57.20%
Current Drawdown-29.03%0.00%

Correlation

-0.50.00.51.00.0

The correlation between CLOEU and TIHGX 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

CLOEU vs. TIHGX - Performance Comparison

In the year-to-date period, CLOEU achieves a 5.47% return, which is significantly lower than TIHGX's 34.64% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-13.66%
18.47%
CLOEU
TIHGX

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Risk-Adjusted Performance

CLOEU vs. TIHGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Clover Leaf Capital Corp. (CLOEU) and The Investment House Growth Fund (TIHGX). 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.


CLOEU
Sharpe ratio
The chart of Sharpe ratio for CLOEU, currently valued at -0.08, compared to the broader market-4.00-2.000.002.004.00-0.08
Sortino ratio
The chart of Sortino ratio for CLOEU, currently valued at 0.26, compared to the broader market-4.00-2.000.002.004.006.000.26
Omega ratio
The chart of Omega ratio for CLOEU, currently valued at 1.09, compared to the broader market0.501.001.502.001.09
Calmar ratio
The chart of Calmar ratio for CLOEU, currently valued at -0.11, compared to the broader market0.002.004.006.00-0.11
Martin ratio
The chart of Martin ratio for CLOEU, currently valued at -0.29, compared to the broader market0.0010.0020.0030.00-0.29
TIHGX
Sharpe ratio
The chart of Sharpe ratio for TIHGX, currently valued at 2.92, compared to the broader market-4.00-2.000.002.004.002.92
Sortino ratio
The chart of Sortino ratio for TIHGX, currently valued at 3.88, compared to the broader market-4.00-2.000.002.004.006.003.88
Omega ratio
The chart of Omega ratio for TIHGX, currently valued at 1.52, compared to the broader market0.501.001.502.001.52
Calmar ratio
The chart of Calmar ratio for TIHGX, currently valued at 3.19, compared to the broader market0.002.004.006.003.19
Martin ratio
The chart of Martin ratio for TIHGX, currently valued at 19.33, compared to the broader market0.0010.0020.0030.0019.33

CLOEU vs. TIHGX - Sharpe Ratio Comparison

The current CLOEU Sharpe Ratio is -0.08, which is lower than the TIHGX Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of CLOEU and TIHGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.08
2.92
CLOEU
TIHGX

Dividends

CLOEU vs. TIHGX - Dividend Comparison

Neither CLOEU nor TIHGX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CLOEU vs. TIHGX - Drawdown Comparison

The maximum CLOEU drawdown since its inception was -35.23%, smaller than the maximum TIHGX drawdown of -57.20%. Use the drawdown chart below to compare losses from any high point for CLOEU and TIHGX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-29.03%
0
CLOEU
TIHGX

Volatility

CLOEU vs. TIHGX - Volatility Comparison

The current volatility for Clover Leaf Capital Corp. (CLOEU) is 0.00%, while The Investment House Growth Fund (TIHGX) has a volatility of 4.74%. This indicates that CLOEU experiences smaller price fluctuations and is considered to be less risky than TIHGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember0
4.74%
CLOEU
TIHGX