CRK vs. ICVT
CRK (Comstock Resources, Inc.) is a stock, while ICVT (iShares Convertible Bond ETF) is Preferred Stock/Convertible Bonds fund tracking the Bloomberg U.S. Convertible Cash Pay Bond > $250MM Index. Over the past 10 years, CRK returned 13.46%/yr vs 14.18%/yr for ICVT. At a 0.22 correlation, their price movements are largely independent.
Performance
CRK vs. ICVT - Performance Comparison
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Returns By Period
In the year-to-date period, CRK achieves a -41.93% return, which is significantly lower than ICVT's 24.42% return. Over the past 10 years, CRK has underperformed ICVT with an annualized return of 13.46%, while ICVT has yielded a comparatively higher 14.18% annualized return.
CRK
- 1D
- 0.07%
- 1M
- -3.44%
- YTD
- -41.93%
- 6M
- -41.63%
- 1Y
- -54.70%
- 3Y*
- 9.89%
- 5Y*
- 16.31%
- 10Y*
- 13.46%
ICVT
- 1D
- -1.95%
- 1M
- 3.04%
- YTD
- 24.42%
- 6M
- 22.70%
- 1Y
- 40.17%
- 3Y*
- 20.04%
- 5Y*
- 6.76%
- 10Y*
- 14.18%
CRK vs. ICVT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRK Comstock Resources, Inc. | -41.93% | 27.22% | 105.88% | -32.37% | 70.63% | 85.13% | -46.90% | 81.68% | -46.45% | -14.11% |
ICVT iShares Convertible Bond ETF | 24.42% | 18.10% | 10.61% | 15.35% | -20.66% | -0.66% | 61.01% | 21.76% | -0.27% | 16.38% |
Correlation
The correlation between CRK and ICVT is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2015 | 0.22 |
The correlation between CRK and ICVT shifts across timeframes, from 0.03 (1 year) to 0.25 (5 years), reflecting how their relationship changes across market environments.
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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.
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.
| CRK | ICVT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.53 | ||
| Sortino ratioReturn per unit of downside risk | -4.68 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.46 | -0.62 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | 5.35 | -6.31 |
| Martin ratioReturn relative to average drawdown | -1.52 | 18.22 | -19.74 |
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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 | -57.15% | -7.55% | -49.60% |
Max Drawdown (3Y)Largest decline over 3 years | -58.78% | -11.22% | -47.56% |
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 | -96.54% | -1.95% | -94.59% |
Average DrawdownAverage peak-to-trough decline | -62.65% | -9.46% | -53.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.34% | 2.21% | +34.13% |
Volatility
CRK vs. ICVT - Volatility Comparison
Comstock Resources, Inc. (CRK) has a higher volatility of 13.63% compared to iShares Convertible Bond ETF (ICVT) at 7.08%. 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 | 13.63% | 7.08% | +6.55% |
Volatility (6M)Calculated over the trailing 6-month period | 40.97% | 13.10% | +27.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.48% | 15.68% | +41.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.19% | 13.51% | +44.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 68.11% | 15.61% | +52.50% |
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 1.30%.
| Position | 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 | 1.30% | 1.73% | 2.19% | 1.85% | 1.93% | 7.70% | 3.98% | 1.86% | 4.82% | 2.56% | 3.06% | 1.57% |
Frequently Asked Questions
CRK and ICVT have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRK has higher volatility (13.63%) compared to ICVT (7.08%). In terms of maximum drawdown, CRK dropped -99.32% vs ICVT's -33.25%.
ICVT currently has the higher Sharpe Ratio (2.57 vs -0.95), 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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