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COMM vs. CCRV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between COMM and CCRV is 0.11, 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.


-0.50.00.51.00.1

Performance

COMM vs. CCRV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CommScope Holding Company, Inc. (COMM) and iShares Commodity Curve Carry Strategy ETF (CCRV). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%AugustSeptemberOctoberNovemberDecember2025
209.73%
1.57%
COMM
CCRV

Key characteristics

Sharpe Ratio

COMM:

1.24

CCRV:

0.64

Sortino Ratio

COMM:

2.03

CCRV:

0.99

Omega Ratio

COMM:

1.26

CCRV:

1.12

Calmar Ratio

COMM:

1.34

CCRV:

0.74

Martin Ratio

COMM:

3.79

CCRV:

1.88

Ulcer Index

COMM:

34.54%

CCRV:

4.67%

Daily Std Dev

COMM:

105.89%

CCRV:

13.67%

Max Drawdown

COMM:

-97.81%

CCRV:

-24.81%

Current Drawdown

COMM:

-86.50%

CCRV:

-3.37%

Returns By Period

In the year-to-date period, COMM achieves a 2.88% return, which is significantly higher than CCRV's 2.47% return.


COMM

YTD

2.88%

1M

-3.94%

6M

209.83%

1Y

125.21%

5Y*

-17.78%

10Y*

-12.51%

CCRV

YTD

2.47%

1M

3.93%

6M

1.57%

1Y

7.59%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

COMM vs. CCRV — Risk-Adjusted Performance Rank

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

COMM
The Risk-Adjusted Performance Rank of COMM is 8080
Overall Rank
The Sharpe Ratio Rank of COMM is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of COMM is 8181
Sortino Ratio Rank
The Omega Ratio Rank of COMM is 7979
Omega Ratio Rank
The Calmar Ratio Rank of COMM is 8484
Calmar Ratio Rank
The Martin Ratio Rank of COMM is 7676
Martin Ratio Rank

CCRV
The Risk-Adjusted Performance Rank of CCRV is 2525
Overall Rank
The Sharpe Ratio Rank of CCRV is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of CCRV is 2424
Sortino Ratio Rank
The Omega Ratio Rank of CCRV is 2222
Omega Ratio Rank
The Calmar Ratio Rank of CCRV is 3434
Calmar Ratio Rank
The Martin Ratio Rank of CCRV is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

COMM vs. CCRV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CommScope Holding Company, Inc. (COMM) and iShares Commodity Curve Carry Strategy ETF (CCRV). 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.


Sharpe ratio
The chart of Sharpe ratio for COMM, currently valued at 1.24, compared to the broader market-2.000.002.004.001.240.64
The chart of Sortino ratio for COMM, currently valued at 2.03, compared to the broader market-4.00-2.000.002.004.006.002.030.99
The chart of Omega ratio for COMM, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.12
The chart of Calmar ratio for COMM, currently valued at 1.36, compared to the broader market0.002.004.006.001.360.74
The chart of Martin ratio for COMM, currently valued at 3.79, compared to the broader market-10.000.0010.0020.0030.003.791.88
COMM
CCRV

The current COMM Sharpe Ratio is 1.24, which is higher than the CCRV Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of COMM and CCRV, 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 Ratio-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.24
0.64
COMM
CCRV

Dividends

COMM vs. CCRV - Dividend Comparison

COMM has not paid dividends to shareholders, while CCRV's dividend yield for the trailing twelve months is around 4.32%.


TTM2024202320222021202020192018
COMM
CommScope Holding Company, Inc.
0.00%0.00%0.00%0.00%0.00%2.09%2.54%1.49%
CCRV
iShares Commodity Curve Carry Strategy ETF
4.32%4.43%7.26%33.27%26.22%0.00%0.00%0.00%

Drawdowns

COMM vs. CCRV - Drawdown Comparison

The maximum COMM drawdown since its inception was -97.81%, which is greater than CCRV's maximum drawdown of -24.81%. Use the drawdown chart below to compare losses from any high point for COMM and CCRV. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-75.53%
-3.37%
COMM
CCRV

Volatility

COMM vs. CCRV - Volatility Comparison

CommScope Holding Company, Inc. (COMM) has a higher volatility of 18.25% compared to iShares Commodity Curve Carry Strategy ETF (CCRV) at 2.62%. This indicates that COMM's price experiences larger fluctuations and is considered to be riskier than CCRV 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%AugustSeptemberOctoberNovemberDecember2025
18.25%
2.62%
COMM
CCRV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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