PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CRF vs. BOE.AX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CRF and BOE.AX is 0.10, 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

CRF vs. BOE.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cornerstone Total Return Fund, Inc. (CRF) and Boss Energy Limited (BOE.AX). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%AugustSeptemberOctoberNovemberDecember2025
20.89%
-37.40%
CRF
BOE.AX

Key characteristics

Sharpe Ratio

CRF:

2.30

BOE.AX:

-0.93

Sortino Ratio

CRF:

2.48

BOE.AX:

-1.39

Omega Ratio

CRF:

1.53

BOE.AX:

0.84

Calmar Ratio

CRF:

1.79

BOE.AX:

-0.80

Martin Ratio

CRF:

13.52

BOE.AX:

-1.27

Ulcer Index

CRF:

3.31%

BOE.AX:

39.67%

Daily Std Dev

CRF:

19.48%

BOE.AX:

53.75%

Max Drawdown

CRF:

-78.18%

BOE.AX:

-99.00%

Current Drawdown

CRF:

-7.93%

BOE.AX:

-55.32%

Returns By Period

In the year-to-date period, CRF achieves a 1.15% return, which is significantly lower than BOE.AX's 12.35% return. Over the past 10 years, CRF has underperformed BOE.AX with an annualized return of 13.04%, while BOE.AX has yielded a comparatively higher 39.63% annualized return.


CRF

YTD

1.15%

1M

0.04%

6M

20.89%

1Y

44.82%

5Y*

15.95%

10Y*

13.04%

BOE.AX

YTD

12.35%

1M

4.60%

6M

-31.92%

1Y

-50.54%

5Y*

49.72%

10Y*

39.63%

*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

CRF vs. BOE.AX — Risk-Adjusted Performance Rank

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

CRF
The Risk-Adjusted Performance Rank of CRF is 9191
Overall Rank
The Sharpe Ratio Rank of CRF is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of CRF is 8989
Sortino Ratio Rank
The Omega Ratio Rank of CRF is 9494
Omega Ratio Rank
The Calmar Ratio Rank of CRF is 8686
Calmar Ratio Rank
The Martin Ratio Rank of CRF is 9494
Martin Ratio Rank

BOE.AX
The Risk-Adjusted Performance Rank of BOE.AX is 88
Overall Rank
The Sharpe Ratio Rank of BOE.AX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of BOE.AX is 77
Sortino Ratio Rank
The Omega Ratio Rank of BOE.AX is 99
Omega Ratio Rank
The Calmar Ratio Rank of BOE.AX is 55
Calmar Ratio Rank
The Martin Ratio Rank of BOE.AX is 1515
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.

CRF vs. BOE.AX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cornerstone Total Return Fund, Inc. (CRF) and Boss Energy Limited (BOE.AX). 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 CRF, currently valued at 2.21, compared to the broader market-1.000.001.002.003.004.002.21-0.97
The chart of Sortino ratio for CRF, currently valued at 2.40, compared to the broader market0.002.004.006.008.0010.002.40-1.51
The chart of Omega ratio for CRF, currently valued at 1.52, compared to the broader market1.002.003.001.520.83
The chart of Calmar ratio for CRF, currently valued at 1.82, compared to the broader market0.005.0010.0015.001.82-0.82
The chart of Martin ratio for CRF, currently valued at 12.80, compared to the broader market0.0020.0040.0060.0012.80-1.34
CRF
BOE.AX

The current CRF Sharpe Ratio is 2.30, which is higher than the BOE.AX Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of CRF and BOE.AX, 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
2.21
-0.97
CRF
BOE.AX

Dividends

CRF vs. BOE.AX - Dividend Comparison

CRF's dividend yield for the trailing twelve months is around 14.34%, while BOE.AX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
CRF
Cornerstone Total Return Fund, Inc.
14.34%14.36%19.89%29.32%14.43%20.08%23.03%26.33%19.05%23.54%26.82%22.80%
BOE.AX
Boss Energy Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CRF vs. BOE.AX - Drawdown Comparison

The maximum CRF drawdown since its inception was -78.18%, smaller than the maximum BOE.AX drawdown of -99.00%. Use the drawdown chart below to compare losses from any high point for CRF and BOE.AX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.93%
-57.53%
CRF
BOE.AX

Volatility

CRF vs. BOE.AX - Volatility Comparison

The current volatility for Cornerstone Total Return Fund, Inc. (CRF) is 6.75%, while Boss Energy Limited (BOE.AX) has a volatility of 15.64%. This indicates that CRF experiences smaller price fluctuations and is considered to be less risky than BOE.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
6.75%
15.64%
CRF
BOE.AX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab