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

Correlation

The correlation between CRH and PAVE is 0.67, 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.


-0.50.00.51.00.7

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.

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
26.87%
9.76%
CRH
PAVE

Key characteristics

Sharpe Ratio

CRH:

1.53

PAVE:

1.16

Sortino Ratio

CRH:

2.20

PAVE:

1.73

Omega Ratio

CRH:

1.26

PAVE:

1.21

Calmar Ratio

CRH:

2.43

PAVE:

1.94

Martin Ratio

CRH:

6.89

PAVE:

5.84

Ulcer Index

CRH:

6.00%

PAVE:

3.76%

Daily Std Dev

CRH:

26.94%

PAVE:

18.96%

Max Drawdown

CRH:

-65.58%

PAVE:

-44.08%

Current Drawdown

CRH:

-9.41%

PAVE:

-10.60%

Returns By Period

In the year-to-date period, CRH achieves a 37.10% return, which is significantly higher than PAVE's 19.47% return.


CRH

YTD

37.10%

1M

-6.55%

6M

24.08%

1Y

38.84%

5Y*

22.10%

10Y*

17.53%

PAVE

YTD

19.47%

1M

-6.72%

6M

10.02%

1Y

20.50%

5Y*

18.86%

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

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.


Sharpe ratio
The chart of Sharpe ratio for CRH, currently valued at 1.53, compared to the broader market-4.00-2.000.002.001.531.16
The chart of Sortino ratio for CRH, currently valued at 2.20, compared to the broader market-4.00-2.000.002.004.002.201.73
The chart of Omega ratio for CRH, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.21
The chart of Calmar ratio for CRH, currently valued at 2.43, compared to the broader market0.002.004.006.002.431.94
The chart of Martin ratio for CRH, currently valued at 6.89, compared to the broader market-5.000.005.0010.0015.0020.0025.006.895.84
CRH
PAVE

The current CRH Sharpe Ratio is 1.53, which is higher than the PAVE Sharpe Ratio of 1.16. 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.53
1.16
CRH
PAVE

Dividends

CRH vs. PAVE - Dividend Comparison

CRH's dividend yield for the trailing twelve months is around 1.12%, more than PAVE's 0.57% yield.


TTM20232022202120202019201820172016201520142013
CRH
CRH plc
1.12%3.41%3.07%2.20%2.17%2.02%3.15%1.99%2.02%2.40%3.54%3.22%
PAVE
Global X US Infrastructure Development ETF
0.57%0.68%0.84%0.48%0.44%0.67%0.78%0.30%0.00%0.00%0.00%0.00%

Drawdowns

CRH vs. PAVE - Drawdown Comparison

The maximum CRH drawdown since its inception was -65.58%, 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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.41%
-10.60%
CRH
PAVE

Volatility

CRH vs. PAVE - Volatility Comparison

CRH plc (CRH) and Global X US Infrastructure Development ETF (PAVE) have volatilities of 5.46% and 5.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
5.46%
5.32%
CRH
PAVE
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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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