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CRH vs. PAVE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CRH and PAVE is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

CRH vs. PAVE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CRH plc (CRH) and Global X US Infrastructure Development ETF (PAVE). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%December2025FebruaryMarchAprilMay
234.80%
186.15%
CRH
PAVE

Key characteristics

Sharpe Ratio

CRH:

0.58

PAVE:

0.11

Sortino Ratio

CRH:

0.99

PAVE:

0.44

Omega Ratio

CRH:

1.12

PAVE:

1.06

Calmar Ratio

CRH:

0.69

PAVE:

0.17

Martin Ratio

CRH:

2.00

PAVE:

0.48

Ulcer Index

CRH:

9.35%

PAVE:

9.41%

Daily Std Dev

CRH:

34.19%

PAVE:

24.69%

Max Drawdown

CRH:

-65.60%

PAVE:

-44.08%

Current Drawdown

CRH:

-14.07%

PAVE:

-12.30%

Returns By Period

In the year-to-date period, CRH achieves a 2.64% return, which is significantly higher than PAVE's -0.62% return.


CRH

YTD

2.64%

1M

6.25%

6M

-5.34%

1Y

19.64%

5Y*

29.48%

10Y*

15.63%

PAVE

YTD

-0.62%

1M

8.66%

6M

-10.63%

1Y

2.73%

5Y*

24.85%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

CRH vs. PAVE — Risk-Adjusted Performance Rank

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

CRH
The Risk-Adjusted Performance Rank of CRH is 7171
Overall Rank
The Sharpe Ratio Rank of CRH is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of CRH is 6666
Sortino Ratio Rank
The Omega Ratio Rank of CRH is 6363
Omega Ratio Rank
The Calmar Ratio Rank of CRH is 7878
Calmar Ratio Rank
The Martin Ratio Rank of CRH is 7474
Martin Ratio Rank

PAVE
The Risk-Adjusted Performance Rank of PAVE is 3030
Overall Rank
The Sharpe Ratio Rank of PAVE is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of PAVE is 3434
Sortino Ratio Rank
The Omega Ratio Rank of PAVE is 3232
Omega Ratio Rank
The Calmar Ratio Rank of PAVE is 3333
Calmar Ratio Rank
The Martin Ratio Rank of PAVE is 2929
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.

CRH vs. PAVE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CRH plc (CRH) and Global X US Infrastructure Development ETF (PAVE). 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.


The current CRH Sharpe Ratio is 0.58, which is higher than the PAVE Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of CRH and PAVE, 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.58
0.11
CRH
PAVE

Dividends

CRH vs. PAVE - Dividend Comparison

CRH's dividend yield for the trailing twelve months is around 1.50%, more than PAVE's 0.55% yield.


TTM20242023202220212020201920182017201620152014
CRH
CRH plc
1.50%1.51%3.41%3.07%2.20%2.17%2.02%3.15%1.99%2.02%2.40%3.54%
PAVE
Global X US Infrastructure Development ETF
0.55%0.54%0.68%0.84%0.48%0.44%0.67%0.78%0.30%0.00%0.00%0.00%

Drawdowns

CRH vs. PAVE - Drawdown Comparison

The maximum CRH drawdown since its inception was -65.60%, which is greater than PAVE's maximum drawdown of -44.08%. Use the drawdown chart below to compare losses from any high point for CRH and PAVE. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-14.07%
-12.30%
CRH
PAVE

Volatility

CRH vs. PAVE - Volatility Comparison

CRH plc (CRH) has a higher volatility of 11.80% compared to Global X US Infrastructure Development ETF (PAVE) at 7.27%. This indicates that CRH's price experiences larger fluctuations and is considered to be riskier than PAVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
11.80%
7.27%
CRH
PAVE