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COHR vs. PIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COHR vs. PIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Coherent, Inc. (COHR) and VanEck Commodity Strategy ETF (PIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COHR achieves a 126.16% return, which is significantly higher than PIT's 41.36% return.


COHR

1D
-2.22%
1M
26.54%
YTD
126.16%
6M
144.17%
1Y
418.55%
3Y*
120.42%
5Y*
43.23%
10Y*
35.29%

PIT

1D
0.58%
1M
-2.84%
YTD
41.36%
6M
42.58%
1Y
62.93%
3Y*
24.30%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COHR vs. PIT - Yearly Performance Comparison


2026 (YTD)2025202420232022
COHR
Coherent, Inc.
126.16%94.84%117.62%24.02%4.87%
PIT
VanEck Commodity Strategy ETF
41.36%21.63%6.77%-4.54%2.74%

Correlation

The correlation between COHR and PIT is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

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

0.08

Correlation (All Time)
Calculated using the full available price history since Dec 23, 2022

0.11

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Return for Risk

COHR vs. PIT — Risk / Return Rank

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

COHR
COHR Risk / Return Rank: 9797
Overall Rank
COHR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
COHR Sortino Ratio Rank: 9595
Sortino Ratio Rank
COHR Omega Ratio Rank: 9595
Omega Ratio Rank
COHR Calmar Ratio Rank: 9999
Calmar Ratio Rank
COHR Martin Ratio Rank: 9999
Martin Ratio Rank

PIT
PIT Risk / Return Rank: 8787
Overall Rank
PIT Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
PIT Sortino Ratio Rank: 7777
Sortino Ratio Rank
PIT Omega Ratio Rank: 8484
Omega Ratio Rank
PIT Calmar Ratio Rank: 9393
Calmar Ratio Rank
PIT Martin Ratio Rank: 9292
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.

COHR vs. PIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Coherent, Inc. (COHR) and VanEck Commodity Strategy ETF (PIT). 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.


COHRPITDifference
Sharpe ratioReturn per unit of total volatility

+2.94

Sortino ratioReturn per unit of downside risk

+0.75

Omega ratioGain probability vs. loss probability

1.60

1.52

+0.08

Calmar ratioReturn relative to maximum drawdown

15.91

6.83

+9.09

Martin ratioReturn relative to average drawdown

44.58

23.27

+21.31

COHR vs. PIT - Sharpe Ratio Comparison

The current COHR Sharpe Ratio is 5.91, which is higher than the PIT Sharpe Ratio of 2.97. The chart below compares the historical Sharpe Ratios of COHR and PIT, 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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Sharpe Ratios by Period


COHRPITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.91

2.97

+2.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

1.07

-0.74

Drawdowns

COHR vs. PIT - Drawdown Comparison

The maximum COHR drawdown since its inception was -80.89%, which is greater than PIT's maximum drawdown of -12.27%. Use the drawdown chart below to compare losses from any high point for COHR and PIT.


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Drawdown Indicators


COHRPITDifference

Max Drawdown

Largest peak-to-trough decline

-80.89%

-12.27%

-68.62%

Max Drawdown (1Y)

Largest decline over 1 year

-26.52%

-9.27%

-17.25%

Max Drawdown (3Y)

Largest decline over 3 years

-54.85%

-12.27%

-42.58%

Max Drawdown (5Y)

Largest decline over 5 years

-62.87%

Max Drawdown (10Y)

Largest decline over 10 years

-72.22%

Current Drawdown

Current decline from peak

-2.22%

-4.56%

+2.34%

Average Drawdown

Average peak-to-trough decline

-35.04%

-3.99%

-31.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.45%

2.71%

+6.74%

Volatility

COHR vs. PIT - Volatility Comparison

Coherent, Inc. (COHR) has a higher volatility of 26.48% compared to VanEck Commodity Strategy ETF (PIT) at 6.08%. This indicates that COHR's price experiences larger fluctuations and is considered to be riskier than PIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COHRPITDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.48%

6.08%

+20.40%

Volatility (6M)

Calculated over the trailing 6-month period

54.45%

19.02%

+35.43%

Volatility (1Y)

Calculated over the trailing 1-year period

71.56%

21.30%

+50.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.12%

17.47%

+43.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.28%

17.47%

+38.81%

Dividends

COHR vs. PIT - Dividend Comparison

COHR has not paid dividends to shareholders, while PIT's dividend yield for the trailing twelve months is around 6.31%.


PositionTTM202520242023
COHR
Coherent, Inc.
0.00%0.00%0.00%0.00%
PIT
VanEck Commodity Strategy ETF
6.31%8.92%3.59%6.44%

Frequently Asked Questions


COHR and PIT have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COHR has higher volatility (26.48%) compared to PIT (6.08%). In terms of maximum drawdown, COHR dropped -80.89% vs PIT's -12.27%.

COHR currently has the higher Sharpe Ratio (5.91 vs 2.97), 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.

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