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CLSM vs. AAAA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLSM vs. AAAA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETC Cabana Target Leading Sector Moderate ETF (CLSM) and Amplius Aggressive Asset Allocation ETF (AAAA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CLSM achieves a 13.76% return, which is significantly higher than AAAA's 10.46% return.


CLSM

1D
-0.06%
1M
-2.10%
6M
10.80%
YTD
13.76%
1Y
23.29%
3Y*
10.82%
5Y*
2.98%
10Y*
ALL TIME*
2.85%

AAAA

1D
0.49%
1M
-0.51%
6M
8.52%
YTD
10.46%
1Y
21.67%
3Y*
5Y*
10Y*
ALL TIME*
20.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$412.45K$297.74K$187.39K
$170.87K$557.41K$324.92K

CLSM vs. AAAA - Yearly Performance Comparison


Correlation

The correlation between CLSM and AAAA is 0.91, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.91

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2025

0.91

The correlation between CLSM and AAAA has been stable across timeframes, ranging from 0.91 to 0.91 - a consistent structural relationship.

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Return for Risk

CLSM vs. AAAA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CLSM
CLSM Risk / Return Rank: 6767
Overall Rank
CLSM Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
CLSM Sortino Ratio Rank: 6262
Sortino Ratio Rank
CLSM Omega Ratio Rank: 6363
Omega Ratio Rank
CLSM Calmar Ratio Rank: 7474
Calmar Ratio Rank
CLSM Martin Ratio Rank: 6868
Martin Ratio Rank

AAAA
AAAA Risk / Return Rank: 7474
Overall Rank
AAAA Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
AAAA Sortino Ratio Rank: 7373
Sortino Ratio Rank
AAAA Omega Ratio Rank: 7272
Omega Ratio Rank
AAAA Calmar Ratio Rank: 7272
Calmar Ratio Rank
AAAA Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CLSM vs. AAAA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETC Cabana Target Leading Sector Moderate ETF (CLSM) and Amplius Aggressive Asset Allocation ETF (AAAA). 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.


CLSMAAAADifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.27

1.30

-0.03

Calmar ratioReturn relative to maximum drawdown

2.61

2.54

+0.07

Martin ratioReturn relative to average drawdown

8.32

10.55

-2.23

CLSM vs. AAAA - Sharpe Ratio Comparison

The current CLSM Sharpe Ratio is 1.52, which is comparable to the AAAA Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of CLSM and AAAA, 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

CLSM vs. AAAA - Drawdown Comparison

The maximum CLSM drawdown since its inception was -27.77%, which is greater than AAAA's maximum drawdown of -7.83%. Use the drawdown chart below to compare losses from any high point for CLSM and AAAA.


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Drawdown Indicators


CLSMAAAADifference

Max Drawdown

Largest peak-to-trough decline

-27.77%

-7.83%

-19.94%

Max Drawdown (1Y)

Largest decline over 1 year

-8.50%

-7.83%

-0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-14.60%

Max Drawdown (5Y)

Largest decline over 5 years

-27.77%

Current Drawdown

Current decline from peak

-5.91%

-2.26%

-3.65%

Average Drawdown

Average peak-to-trough decline

-16.09%

-1.14%

-14.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

1.89%

+0.77%

Volatility

CLSM vs. AAAA - Volatility Comparison

ETC Cabana Target Leading Sector Moderate ETF (CLSM) has a higher volatility of 4.38% compared to Amplius Aggressive Asset Allocation ETF (AAAA) at 3.32%. This indicates that CLSM's price experiences larger fluctuations and is considered to be riskier than AAAA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLSMAAAADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

3.32%

+1.06%

Volatility (6M)

Calculated over the trailing 6-month period

12.63%

9.84%

+2.79%

Volatility (1Y)

Calculated over the trailing 1-year period

14.63%

11.98%

+2.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.75%

11.76%

+0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.75%

11.76%

+0.99%

CLSM vs. AAAA - Expense Ratio Comparison

CLSM has a 0.82% expense ratio, which is higher than AAAA's 0.49% expense ratio.


Dividends

CLSM vs. AAAA - Dividend Comparison

CLSM's dividend yield for the trailing twelve months is around 0.79%, less than AAAA's 1.30% yield.


PositionTTM20252024202320222021
AAAA
Amplius Aggressive Asset Allocation ETF
1.30%0.79%0.00%0.00%0.00%0.00%
CLSM
ETC Cabana Target Leading Sector Moderate ETF
0.79%0.90%2.13%2.58%3.17%0.59%

Frequently Asked Questions


With a correlation of 0.91, CLSM and AAAA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

CLSM has higher volatility (4.38%) compared to AAAA (3.32%). In terms of maximum drawdown, CLSM dropped -27.77% vs AAAA's -7.83%.

On 1-year performance, CLSM leads with 23.29% vs 21.67% for AAAA. On fees, AAAA is cheaper at 0.49% per year. On volatility, AAAA has been the lower-risk option at 3.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CLSM has performed better with a 23.29% return vs 21.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AAAA is cheaper with a 0.49% expense ratio, compared with 0.82% for CLSM.

AAAA has the higher dividend yield at 1.30%, compared with 0.79% for CLSM.

CLSM is categorized as Tactical Allocation, while AAAA is Diversified Portfolio. They also come from different issuers: Cabana and Amplius. Their fees differ too: 0.82% for CLSM and 0.49% for AAAA.

AAAA currently has the higher Sharpe Ratio (1.66 vs 1.52), 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

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