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CLPR vs. CGDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLPR vs. CGDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Clipper Realty Inc. (CLPR) and Capital Group Dividend Value ETF (CGDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CLPR achieves a -15.22% return, which is significantly lower than CGDV's 12.24% return.


CLPR

1D
-0.33%
1M
7.99%
YTD
-15.22%
6M
-3.33%
1Y
-10.96%
3Y*
-11.01%
5Y*
-10.33%
10Y*

CGDV

1D
-0.29%
1M
1.81%
YTD
12.24%
6M
11.91%
1Y
29.46%
3Y*
24.61%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLPR vs. CGDV - Yearly Performance Comparison


2026 (YTD)2025202420232022
CLPR
Clipper Realty Inc.
-15.22%-8.03%-7.85%-9.54%-28.60%
CGDV
Capital Group Dividend Value ETF
12.24%25.50%20.10%28.81%-0.44%

Correlation

The correlation between CLPR and CGDV is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2022

0.30

The correlation between CLPR and CGDV shifts across timeframes, from 0.18 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CLPR vs. CGDV — Risk / Return Rank

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

CLPR
CLPR Risk / Return Rank: 3131
Overall Rank
CLPR Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
CLPR Sortino Ratio Rank: 3030
Sortino Ratio Rank
CLPR Omega Ratio Rank: 3030
Omega Ratio Rank
CLPR Calmar Ratio Rank: 3131
Calmar Ratio Rank
CLPR Martin Ratio Rank: 3131
Martin Ratio Rank

CGDV
CGDV Risk / Return Rank: 7575
Overall Rank
CGDV Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
CGDV Sortino Ratio Rank: 7878
Sortino Ratio Rank
CGDV Omega Ratio Rank: 7979
Omega Ratio Rank
CGDV Calmar Ratio Rank: 6363
Calmar Ratio Rank
CGDV Martin Ratio Rank: 7676
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.

CLPR vs. CGDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Clipper Realty Inc. (CLPR) and Capital Group Dividend Value ETF (CGDV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CLPRCGDVDifference
Sharpe ratioReturn per unit of total volatility

-2.67

Sortino ratioReturn per unit of downside risk

-3.36

Omega ratioGain probability vs. loss probability

0.99

1.45

-0.46

Calmar ratioReturn relative to maximum drawdown

-0.35

3.03

-3.39

Martin ratioReturn relative to average drawdown

-0.59

14.15

-14.75

CLPR vs. CGDV - Sharpe Ratio Comparison

The current CLPR Sharpe Ratio is -0.25, which is lower than the CGDV Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of CLPR and CGDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CLPR vs. CGDV - Drawdown Comparison

The maximum CLPR drawdown since its inception was -67.54%, which is greater than CGDV's maximum drawdown of -21.82%. Use the drawdown chart below to compare losses from any high point for CLPR and CGDV.


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Drawdown Indicators


CLPRCGDVDifference

Max Drawdown

Largest peak-to-trough decline

-67.54%

-21.82%

-45.72%

Max Drawdown (1Y)

Largest decline over 1 year

-31.33%

-9.75%

-21.58%

Max Drawdown (3Y)

Largest decline over 3 years

-50.66%

-14.28%

-36.38%

Max Drawdown (5Y)

Largest decline over 5 years

-60.72%

Current Drawdown

Current decline from peak

-64.94%

-0.75%

-64.19%

Average Drawdown

Average peak-to-trough decline

-39.59%

-3.59%

-36.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.49%

2.09%

+16.40%

Volatility

CLPR vs. CGDV - Volatility Comparison

Clipper Realty Inc. (CLPR) has a higher volatility of 18.07% compared to Capital Group Dividend Value ETF (CGDV) at 4.50%. This indicates that CLPR's price experiences larger fluctuations and is considered to be riskier than CGDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLPRCGDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.07%

4.50%

+13.57%

Volatility (6M)

Calculated over the trailing 6-month period

33.06%

9.88%

+23.18%

Volatility (1Y)

Calculated over the trailing 1-year period

44.96%

12.25%

+32.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.55%

15.57%

+31.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.73%

15.57%

+31.16%

Dividends

CLPR vs. CGDV - Dividend Comparison

CLPR's dividend yield for the trailing twelve months is around 12.50%, more than CGDV's 1.16% yield.


PositionTTM202520242023202220212020201920182017
CGDV
Capital Group Dividend Value ETF
1.16%1.29%1.60%1.65%1.36%0.00%0.00%0.00%0.00%0.00%
CLPR
Clipper Realty Inc.
12.50%9.95%8.30%7.04%5.94%3.82%5.39%2.69%2.91%3.70%

Frequently Asked Questions


CLPR and CGDV have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CLPR has higher volatility (18.07%) compared to CGDV (4.50%). In terms of maximum drawdown, CLPR dropped -67.54% vs CGDV's -21.82%.

CGDV currently has the higher Sharpe Ratio (2.42 vs -0.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CLPR and CGDV

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