CRS vs. WTMF
CRS (Carpenter Technology Corporation) is a stock, while WTMF (WisdomTree Managed Futures Strategy Fund) is Hedge Fund fund tracking the WisdomTree Managed Futures Index. Over the past 10 years, CRS returned 32.64%/yr vs 3.31%/yr for WTMF. At a 0.10 correlation, their price movements are largely independent.
Performance
CRS vs. WTMF - Performance Comparison
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Returns By Period
In the year-to-date period, CRS achieves a 80.23% return, which is significantly higher than WTMF's 7.55% return. Over the past 10 years, CRS has outperformed WTMF with an annualized return of 32.64%, while WTMF has yielded a comparatively lower 3.31% annualized return.
CRS
- 1D
- -2.03%
- 1M
- 0.95%
- 6M
- 75.77%
- YTD
- 80.23%
- 1Y
- 104.47%
- 3Y*
- 116.71%
- 5Y*
- 73.63%
- 10Y*
- 32.64%
WTMF
- 1D
- -0.39%
- 1M
- -0.10%
- 6M
- 4.79%
- YTD
- 7.55%
- 1Y
- 17.66%
- 3Y*
- 9.51%
- 5Y*
- 6.15%
- 10Y*
- 3.31%
CRS vs. WTMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRS Carpenter Technology Corporation | 80.23% | 86.23% | 141.72% | 94.48% | 29.50% | 2.66% | -39.44% | 42.12% | -29.16% | 43.40% |
WTMF WisdomTree Managed Futures Strategy Fund | 7.55% | 12.17% | 3.20% | 16.72% | -6.52% | 9.48% | 0.48% | -2.75% | 0.24% | -3.40% |
Correlation
The correlation between CRS and WTMF is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2011 | 0.10 |
The correlation between CRS and WTMF shifts across timeframes, from 0.10 (all time) to 0.30 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
CRS vs. WTMF — Risk / Return Rank
CRS
WTMF
CRS vs. WTMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carpenter Technology Corporation (CRS) and WisdomTree Managed Futures Strategy Fund (WTMF). 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.
| CRS | WTMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 5.51 | 4.40 | +1.11 |
| Martin ratioReturn relative to average drawdown | 12.89 | 17.37 | -4.48 |
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Drawdowns
CRS vs. WTMF - Drawdown Comparison
The maximum CRS drawdown since its inception was -84.68%, which is greater than WTMF's maximum drawdown of -30.79%. Use the drawdown chart below to compare losses from any high point for CRS and WTMF.
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Drawdown Indicators
| CRS | WTMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.68% | -30.79% | -53.89% |
Max Drawdown (1Y)Largest decline over 1 year | -19.08% | -4.04% | -15.04% |
Max Drawdown (3Y)Largest decline over 3 years | -28.74% | -9.93% | -18.81% |
Max Drawdown (5Y)Largest decline over 5 years | -41.86% | -13.21% | -28.65% |
Max Drawdown (10Y)Largest decline over 10 years | -74.70% | -14.83% | -59.87% |
Current DrawdownCurrent decline from peak | -8.46% | -1.37% | -7.09% |
Average DrawdownAverage peak-to-trough decline | -27.18% | -17.59% | -9.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.13% | 1.02% | +7.11% |
Volatility
CRS vs. WTMF - Volatility Comparison
Carpenter Technology Corporation (CRS) has a higher volatility of 11.85% compared to WisdomTree Managed Futures Strategy Fund (WTMF) at 2.68%. This indicates that CRS's price experiences larger fluctuations and is considered to be riskier than WTMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRS | WTMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.85% | 2.68% | +9.17% |
Volatility (6M)Calculated over the trailing 6-month period | 33.06% | 7.24% | +25.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.90% | 9.10% | +39.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.51% | 9.49% | +37.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.75% | 8.11% | +40.64% |
Dividends
CRS vs. WTMF - Dividend Comparison
CRS's dividend yield for the trailing twelve months is around 0.14%, less than WTMF's 2.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRS Carpenter Technology Corporation | 0.14% | 0.25% | 0.47% | 1.13% | 2.17% | 2.74% | 2.75% | 1.61% | 2.13% | 1.41% | 1.99% | 2.38% |
WTMF WisdomTree Managed Futures Strategy Fund | 2.83% | 3.04% | 3.57% | 4.74% | 5.29% | 14.71% | 0.47% | 1.63% | 3.59% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CRS and WTMF have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRS has higher volatility (11.85%) compared to WTMF (2.68%). In terms of maximum drawdown, CRS dropped -84.68% vs WTMF's -30.79%.
CRS currently has the higher Sharpe Ratio (2.15 vs 1.95), 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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