CM vs. TLT

In the year-to-date period, CM achieves a 8.43% return, which is significantly higher than TLT's -1.11% return. Over the past 10 years, CM has outperformed TLT with an annualized return of 13.04%, while TLT has yielded a comparatively lower -0.67% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Canadian Imperial Bank of Commerce (CM) and iShares 20+ Year Treasury Bond ETF (TLT). 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.

The current CM Sharpe Ratio is 2.23, which is higher than the TLT Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of CM and TLT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CM's dividend yield for the trailing twelve months is around 3.98%, less than TLT's 4.44% yield.

The maximum CM drawdown since its inception was -70.55%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for CM and TLT.

The current volatility for Canadian Imperial Bank of Commerce (CM) is 3.23%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 3.72%. This indicates that CM experiences smaller price fluctuations and is considered to be less risky than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.