CRK vs. ICVT
Compare and contrast key facts about Comstock Resources, Inc. (CRK) and iShares Convertible Bond ETF (ICVT).
ICVT is a passively managed fund by iShares that tracks the performance of the Barclays U.S. Convertible Cash Pay Bond > $250MM Index. It was launched on Jun 2, 2015.
Performance
CRK vs. ICVT - Performance Comparison
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CRK vs. ICVT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRK Comstock Resources, Inc. | -9.06% | 27.22% | 105.88% | -32.37% | 70.63% | 85.13% | -46.90% | 81.68% | -46.45% | -14.11% |
ICVT iShares Convertible Bond ETF | 3.58% | 18.10% | 10.61% | 15.35% | -20.66% | -0.66% | 61.01% | 21.76% | -0.27% | 16.38% |
Returns By Period
In the year-to-date period, CRK achieves a -9.06% return, which is significantly lower than ICVT's 3.58% return. Over the past 10 years, CRK has outperformed ICVT with an annualized return of 19.62%, while ICVT has yielded a comparatively lower 12.24% annualized return.
CRK
- 1D
- -3.66%
- 1M
- 7.50%
- YTD
- -9.06%
- 6M
- 6.30%
- 1Y
- 3.64%
- 3Y*
- 26.54%
- 5Y*
- 31.48%
- 10Y*
- 19.62%
ICVT
- 1D
- 2.66%
- 1M
- -2.73%
- YTD
- 3.58%
- 6M
- 2.56%
- 1Y
- 23.90%
- 3Y*
- 14.18%
- 5Y*
- 3.55%
- 10Y*
- 12.24%
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Return for Risk
CRK vs. ICVT — Risk / Return Rank
CRK
ICVT
CRK vs. ICVT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Comstock Resources, Inc. (CRK) and iShares Convertible Bond ETF (ICVT). 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.
| CRK | ICVT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.06 | 1.71 | -1.65 |
Sortino ratioReturn per unit of downside risk | 0.50 | 2.33 | -1.83 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.32 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 0.12 | 3.10 | -2.98 |
Martin ratioReturn relative to average drawdown | 0.21 | 10.57 | -10.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CRK | ICVT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.06 | 1.71 | -1.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.27 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.79 | -0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.67 | -0.68 |
Correlation
The correlation between CRK and ICVT is 0.22, 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.
Dividends
CRK vs. ICVT - Dividend Comparison
CRK has not paid dividends to shareholders, while ICVT's dividend yield for the trailing twelve months is around 1.62%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRK Comstock Resources, Inc. | 0.00% | 0.00% | 0.00% | 5.65% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ICVT iShares Convertible Bond ETF | 1.62% | 1.73% | 2.19% | 1.85% | 1.93% | 7.70% | 3.98% | 1.86% | 4.82% | 2.56% | 3.06% | 1.57% |
Drawdowns
CRK vs. ICVT - Drawdown Comparison
The maximum CRK drawdown since its inception was -99.32%, which is greater than ICVT's maximum drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for CRK and ICVT.
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Drawdown Indicators
| CRK | ICVT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.32% | -33.25% | -66.07% |
Max Drawdown (1Y)Largest decline over 1 year | -51.11% | -7.55% | -43.56% |
Max Drawdown (5Y)Largest decline over 5 years | -64.25% | -29.95% | -34.30% |
Max Drawdown (10Y)Largest decline over 10 years | -68.63% | -33.25% | -35.38% |
Current DrawdownCurrent decline from peak | -94.58% | -3.67% | -90.91% |
Average DrawdownAverage peak-to-trough decline | -62.45% | -9.64% | -52.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.10% | 2.21% | +27.89% |
Volatility
CRK vs. ICVT - Volatility Comparison
Comstock Resources, Inc. (CRK) has a higher volatility of 14.70% compared to iShares Convertible Bond ETF (ICVT) at 6.74%. This indicates that CRK's price experiences larger fluctuations and is considered to be riskier than ICVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRK | ICVT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.70% | 6.74% | +7.96% |
Volatility (6M)Calculated over the trailing 6-month period | 42.59% | 11.65% | +30.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.01% | 14.02% | +45.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 57.79% | 13.20% | +44.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.32% | 15.54% | +53.78% |