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CPB vs. PICK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CPB vs. PICK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Campbell Soup Company (CPB) and iShares MSCI Global Metals & Mining Producers ETF (PICK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CPB achieves a -14.62% return, which is significantly lower than PICK's 11.29% return. Over the past 10 years, CPB has underperformed PICK with an annualized return of -7.01%, while PICK has yielded a comparatively higher 14.33% annualized return.


CPB

1D
3.47%
1M
5.80%
6M
-12.86%
YTD
-14.62%
1Y
-22.20%
3Y*
-16.75%
5Y*
-9.53%
10Y*
-7.01%

PICK

1D
-2.73%
1M
-13.63%
6M
0.12%
YTD
11.29%
1Y
49.28%
3Y*
13.90%
5Y*
9.56%
10Y*
14.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CPB vs. PICK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CPB
Campbell Soup Company
-14.62%-30.47%0.09%-21.45%34.84%-7.19%0.72%55.19%-29.12%-18.30%
PICK
iShares MSCI Global Metals & Mining Producers ETF
11.29%51.89%-16.37%9.69%2.54%22.61%27.46%16.47%-18.65%38.42%

Correlation

The correlation between CPB and PICK is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.10

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

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2012

0.10

The correlation between CPB and PICK shifts across timeframes, from -0.10 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CPB vs. PICK — Risk / Return Rank

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

CPB
CPB Risk / Return Rank: 1818
Overall Rank
CPB Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
CPB Sortino Ratio Rank: 1515
Sortino Ratio Rank
CPB Omega Ratio Rank: 1616
Omega Ratio Rank
CPB Calmar Ratio Rank: 2323
Calmar Ratio Rank
CPB Martin Ratio Rank: 2323
Martin Ratio Rank

PICK
PICK Risk / Return Rank: 5858
Overall Rank
PICK Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
PICK Sortino Ratio Rank: 5353
Sortino Ratio Rank
PICK Omega Ratio Rank: 5858
Omega Ratio Rank
PICK Calmar Ratio Rank: 6363
Calmar Ratio Rank
PICK Martin Ratio Rank: 5555
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.

CPB vs. PICK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Campbell Soup Company (CPB) and iShares MSCI Global Metals & Mining Producers ETF (PICK). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CPBPICKDifference
Sharpe ratioReturn per unit of total volatility

-2.35

Sortino ratioReturn per unit of downside risk

-3.01

Omega ratioGain probability vs. loss probability

0.90

1.29

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.58

2.53

-3.11

Martin ratioReturn relative to average drawdown

-0.98

7.54

-8.52

CPB vs. PICK - Sharpe Ratio Comparison

The current CPB Sharpe Ratio is -0.71, which is lower than the PICK Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of CPB and PICK, 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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Drawdowns

CPB vs. PICK - Drawdown Comparison

The maximum CPB drawdown since its inception was -64.65%, smaller than the maximum PICK drawdown of -68.87%. Use the drawdown chart below to compare losses from any high point for CPB and PICK.


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Drawdown Indicators


CPBPICKDifference

Max Drawdown

Largest peak-to-trough decline

-64.65%

-68.87%

+4.22%

Max Drawdown (1Y)

Largest decline over 1 year

-38.53%

-19.54%

-18.99%

Max Drawdown (3Y)

Largest decline over 3 years

-58.07%

-32.52%

-25.55%

Max Drawdown (5Y)

Largest decline over 5 years

-60.04%

-36.37%

-23.67%

Max Drawdown (10Y)

Largest decline over 10 years

-60.04%

-52.72%

-7.32%

Current Drawdown

Current decline from peak

-53.98%

-17.11%

-36.87%

Average Drawdown

Average peak-to-trough decline

-22.26%

-24.02%

+1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.73%

6.55%

+16.18%

Volatility

CPB vs. PICK - Volatility Comparison

Campbell Soup Company (CPB) has a higher volatility of 13.02% compared to iShares MSCI Global Metals & Mining Producers ETF (PICK) at 8.43%. This indicates that CPB's price experiences larger fluctuations and is considered to be riskier than PICK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CPBPICKDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.02%

8.43%

+4.59%

Volatility (6M)

Calculated over the trailing 6-month period

24.32%

26.74%

-2.42%

Volatility (1Y)

Calculated over the trailing 1-year period

31.32%

30.28%

+1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.67%

28.19%

-3.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.79%

28.28%

-2.49%

Dividends

CPB vs. PICK - Dividend Comparison

CPB's dividend yield for the trailing twelve months is around 6.89%, more than PICK's 2.33% yield.


PositionTTM20252024202320222021202020192018201720162015
CPB
Campbell Soup Company
6.89%5.60%3.53%3.42%2.61%3.41%2.90%2.83%4.24%2.91%2.13%2.37%
PICK
iShares MSCI Global Metals & Mining Producers ETF
2.33%2.88%3.26%4.19%6.93%5.89%2.27%5.51%4.77%2.41%1.15%15.77%

Frequently Asked Questions


CPB and PICK have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CPB has higher volatility (13.02%) compared to PICK (8.43%). In terms of maximum drawdown, CPB dropped -64.65% vs PICK's -68.87%.

PICK currently has the higher Sharpe Ratio (1.64 vs -0.71), 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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