PortfoliosLab logoPortfoliosLab logo
CRK vs. ICVT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRK vs. ICVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Comstock Resources, Inc. (CRK) and iShares Convertible Bond ETF (ICVT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CRK achieves a -42.92% return, which is significantly lower than ICVT's 25.28% return. Both investments have delivered pretty close results over the past 10 years, with CRK having a 14.35% annualized return and ICVT not far behind at 13.99%.


CRK

1D
-1.64%
1M
-25.55%
YTD
-42.92%
6M
-50.58%
1Y
-44.46%
3Y*
11.71%
5Y*
18.59%
10Y*
14.35%

ICVT

1D
-0.97%
1M
7.16%
YTD
25.28%
6M
24.31%
1Y
42.20%
3Y*
21.04%
5Y*
7.79%
10Y*
13.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRK vs. ICVT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRK
Comstock Resources, Inc.
-42.92%27.22%105.88%-32.37%70.63%85.13%-46.90%81.68%-46.45%-14.11%
ICVT
iShares Convertible Bond ETF
25.28%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

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2015

0.22

The correlation between CRK and ICVT shifts across timeframes, from 0.03 (1 year) to 0.26 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CRK vs. ICVT — Risk / Return Rank

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

CRK
CRK Risk / Return Rank: 1212
Overall Rank
CRK Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
CRK Sortino Ratio Rank: 1212
Sortino Ratio Rank
CRK Omega Ratio Rank: 1313
Omega Ratio Rank
CRK Calmar Ratio Rank: 1111
Calmar Ratio Rank
CRK Martin Ratio Rank: 1313
Martin Ratio Rank

ICVT
ICVT Risk / Return Rank: 8787
Overall Rank
ICVT Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ICVT Sortino Ratio Rank: 8484
Sortino Ratio Rank
ICVT Omega Ratio Rank: 8484
Omega Ratio Rank
ICVT Calmar Ratio Rank: 9090
Calmar Ratio Rank
ICVT Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


CRKICVTDifference
Sharpe ratioReturn per unit of total volatility

-3.72

Sortino ratioReturn per unit of downside risk

-4.77

Omega ratioGain probability vs. loss probability

0.89

1.52

-0.64

Calmar ratioReturn relative to maximum drawdown

-0.78

5.62

-6.40

Martin ratioReturn relative to average drawdown

-1.24

20.48

-21.71

CRK vs. ICVT - Sharpe Ratio Comparison

The current CRK Sharpe Ratio is -0.77, which is lower than the ICVT Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of CRK and ICVT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


CRKICVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.77

2.95

-3.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.59

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.91

-0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.78

-0.80

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.


Loading charts...

Drawdown Indicators


CRKICVTDifference

Max Drawdown

Largest peak-to-trough decline

-99.32%

-33.25%

-66.07%

Max Drawdown (1Y)

Largest decline over 1 year

-57.12%

-7.55%

-49.57%

Max Drawdown (3Y)

Largest decline over 3 years

-57.12%

-11.22%

-45.90%

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 Drawdown

Current decline from peak

-96.60%

-0.97%

-95.63%

Average Drawdown

Average peak-to-trough decline

-62.61%

-9.50%

-53.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.02%

2.07%

+33.95%

Volatility

CRK vs. ICVT - Volatility Comparison

Comstock Resources, Inc. (CRK) has a higher volatility of 19.24% compared to iShares Convertible Bond ETF (ICVT) at 5.53%. 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.


Loading charts...

Volatility by Period


CRKICVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.24%

5.53%

+13.71%

Volatility (6M)

Calculated over the trailing 6-month period

42.55%

11.69%

+30.86%

Volatility (1Y)

Calculated over the trailing 1-year period

58.23%

14.36%

+43.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.19%

13.23%

+44.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.66%

15.50%

+53.16%

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%.


PositionTTM20252024202320222021202020192018201720162015
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 (19.24%) compared to ICVT (5.53%). In terms of maximum drawdown, CRK dropped -99.32% vs ICVT's -33.25%.

ICVT currently has the higher Sharpe Ratio (2.95 vs -0.77), 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.

Portfolio Optimizer

Find the right allocation for CRK and ICVT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer