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

Correlation

The correlation between COMM and CCRV is 0.12, 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%400.00%JulyAugustSeptemberOctoberNovemberDecember
339.19%
-4.27%
COMM
CCRV

Key characteristics

Sharpe Ratio

COMM:

1.22

CCRV:

0.21

Sortino Ratio

COMM:

2.03

CCRV:

0.39

Omega Ratio

COMM:

1.26

CCRV:

1.04

Calmar Ratio

COMM:

1.33

CCRV:

0.24

Martin Ratio

COMM:

3.31

CCRV:

0.63

Ulcer Index

COMM:

39.20%

CCRV:

4.51%

Daily Std Dev

COMM:

106.21%

CCRV:

13.74%

Max Drawdown

COMM:

-97.81%

CCRV:

-24.81%

Current Drawdown

COMM:

-85.95%

CCRV:

-7.02%

Returns By Period

In the year-to-date period, COMM achieves a 97.87% return, which is significantly higher than CCRV's 4.26% return.


COMM

YTD

97.87%

1M

28.57%

6M

339.37%

1Y

105.90%

5Y*

-15.97%

10Y*

-12.68%

CCRV

YTD

4.26%

1M

-1.17%

6M

-4.27%

1Y

2.88%

5Y*

N/A

10Y*

N/A

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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 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 1.22, compared to the broader market-4.00-2.000.002.001.220.21
The chart of Sortino ratio for COMM, currently valued at 2.03, compared to the broader market-4.00-2.000.002.004.002.030.39
The chart of Omega ratio for COMM, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.04
The chart of Calmar ratio for COMM, currently valued at 1.35, compared to the broader market0.002.004.006.001.350.24
The chart of Martin ratio for COMM, currently valued at 3.31, compared to the broader market-5.000.005.0010.0015.0020.0025.003.310.63
COMM
CCRV

The current COMM Sharpe Ratio is 1.22, which is higher than the CCRV Sharpe Ratio of 0.21. 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.22
0.21
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 4.49%.


TTM202320222021202020192018
COMM
CommScope Holding Company, Inc.
0.00%0.00%0.00%0.00%2.09%2.54%1.49%
CCRV
iShares Commodity Curve Carry Strategy ETF
4.49%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%JulyAugustSeptemberOctoberNovemberDecember
-74.52%
-7.02%
COMM
CCRV

Volatility

COMM vs. CCRV - Volatility Comparison

CommScope Holding Company, Inc. (COMM) has a higher volatility of 22.07% compared to iShares Commodity Curve Carry Strategy ETF (CCRV) at 2.34%. 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%JulyAugustSeptemberOctoberNovemberDecember
22.07%
2.34%
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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