COMM vs. CCRV
Compare and contrast key facts about CommScope Holding Company, Inc. (COMM) and iShares Commodity Curve Carry Strategy ETF (CCRV).
CCRV is a passively managed fund by iShares that tracks the performance of the CCRV-US - ICE BofA Commodity Enhanced Carry Index. It was launched on Sep 1, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COMM or CCRV.
Performance
COMM vs. CCRV - Performance Comparison
Returns By Period
In the year-to-date period, COMM achieves a 46.10% return, which is significantly higher than CCRV's 5.51% return.
COMM
46.10%
-31.90%
207.46%
116.84%
-21.19%
-14.84%
CCRV
5.51%
0.40%
-4.94%
3.08%
N/A
N/A
Key characteristics
| COMM | CCRV | |
|---|---|---|
| Sharpe Ratio | 1.33 | 0.30 |
| Sortino Ratio | 2.12 | 0.52 |
| Omega Ratio | 1.27 | 1.06 |
| Calmar Ratio | 1.47 | 0.36 |
| Martin Ratio | 3.74 | 0.99 |
| Ulcer Index | 38.47% | 4.33% |
| Daily Std Dev | 107.53% | 14.33% |
| Max Drawdown | -97.81% | -24.81% |
| Current Drawdown | -89.63% | -5.90% |
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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.
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.
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 6.88%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
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 | 6.88% | 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.
Volatility
COMM vs. CCRV - Volatility Comparison
CommScope Holding Company, Inc. (COMM) has a higher volatility of 34.18% compared to iShares Commodity Curve Carry Strategy ETF (CCRV) at 4.86%. 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.