CRS vs. ILF
CRS (Carpenter Technology Corporation) is a stock, while ILF (iShares Latin American 40 ETF) is Latin America Equities fund tracking the S&P Latin America 40 Index. Over the past 10 years, CRS returned 33.25%/yr vs 8.33%/yr for ILF. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
CRS vs. ILF - Performance Comparison
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Returns By Period
In the year-to-date period, CRS achieves a 54.86% return, which is significantly higher than ILF's 11.66% return. Over the past 10 years, CRS has outperformed ILF with an annualized return of 33.25%, while ILF has yielded a comparatively lower 8.33% annualized return.
CRS
- 1D
- -0.04%
- 1M
- 13.90%
- YTD
- 54.86%
- 6M
- 57.05%
- 1Y
- 98.28%
- 3Y*
- 116.45%
- 5Y*
- 63.90%
- 10Y*
- 33.25%
ILF
- 1D
- -2.72%
- 1M
- -4.92%
- YTD
- 11.66%
- 6M
- 10.51%
- 1Y
- 39.82%
- 3Y*
- 15.62%
- 5Y*
- 8.53%
- 10Y*
- 8.33%
CRS vs. ILF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRS Carpenter Technology Corporation | 54.86% | 86.23% | 141.72% | 94.48% | 29.50% | 2.66% | -39.44% | 42.12% | -29.16% | 43.40% |
ILF iShares Latin American 40 ETF | 11.66% | 52.65% | -23.11% | 33.14% | 9.81% | -13.59% | -11.71% | 13.77% | -6.85% | 26.33% |
Correlation
The correlation between CRS and ILF is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2001 | 0.51 |
The correlation between CRS and ILF shifts across timeframes, from 0.33 (3 years) to 0.51 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CRS vs. ILF — Risk / Return Rank
CRS
ILF
CRS vs. ILF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carpenter Technology Corporation (CRS) and iShares Latin American 40 ETF (ILF). 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.
| CRS | ILF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.31 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 5.18 | 3.16 | +2.02 |
| Martin ratioReturn relative to average drawdown | 12.19 | 9.70 | +2.49 |
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
| CRS | ILF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.08 | 1.84 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.38 | 0.37 | +1.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.29 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.30 | +0.04 |
Drawdowns
CRS vs. ILF - Drawdown Comparison
The maximum CRS drawdown since its inception was -84.68%, which is greater than ILF's maximum drawdown of -67.48%. Use the drawdown chart below to compare losses from any high point for CRS and ILF.
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Drawdown Indicators
| CRS | ILF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.68% | -67.48% | -17.20% |
Max Drawdown (1Y)Largest decline over 1 year | -19.08% | -12.67% | -6.41% |
Max Drawdown (3Y)Largest decline over 3 years | -28.74% | -23.97% | -4.77% |
Max Drawdown (5Y)Largest decline over 5 years | -44.04% | -29.71% | -14.33% |
Max Drawdown (10Y)Largest decline over 10 years | -74.70% | -57.79% | -16.91% |
Current DrawdownCurrent decline from peak | -0.04% | -10.76% | +10.72% |
Average DrawdownAverage peak-to-trough decline | -27.26% | -23.94% | -3.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.09% | 4.12% | +3.97% |
Volatility
CRS vs. ILF - Volatility Comparison
Carpenter Technology Corporation (CRS) has a higher volatility of 12.34% compared to iShares Latin American 40 ETF (ILF) at 6.49%. This indicates that CRS's price experiences larger fluctuations and is considered to be riskier than ILF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRS | ILF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.34% | 6.49% | +5.85% |
Volatility (6M)Calculated over the trailing 6-month period | 33.06% | 18.52% | +14.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.57% | 21.76% | +25.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.60% | 23.18% | +23.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.82% | 28.44% | +20.38% |
Dividends
CRS vs. ILF - Dividend Comparison
CRS's dividend yield for the trailing twelve months is around 0.16%, less than ILF's 3.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRS Carpenter Technology Corporation | 0.16% | 0.25% | 0.47% | 1.13% | 2.17% | 2.74% | 2.75% | 1.61% | 2.13% | 1.41% | 1.99% | 2.38% |
ILF iShares Latin American 40 ETF | 3.93% | 4.39% | 7.44% | 4.61% | 12.72% | 8.47% | 1.88% | 3.09% | 3.12% | 1.80% | 1.59% | 3.25% |
Frequently Asked Questions
CRS and ILF have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRS has higher volatility (12.34%) compared to ILF (6.49%). In terms of maximum drawdown, CRS dropped -84.68% vs ILF's -67.48%.
CRS currently has the higher Sharpe Ratio (2.08 vs 1.84), 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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