CSH2.L vs. VALE
Compare and contrast key facts about Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L) and Vale S.A. (VALE).
CSH2.L is an actively managed fund by Amundi. It was launched on Mar 2, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSH2.L or VALE.
Key characteristics
| CSH2.L | VALE | |
|---|---|---|
| YTD Return | 4.85% | -30.17% |
| 1Y Return | 5.55% | -21.78% |
| 3Y Return (Ann) | 3.72% | 1.64% |
| 5Y Return (Ann) | 2.32% | 8.19% |
| Sharpe Ratio | 6.07 | -0.72 |
| Sortino Ratio | 9.64 | -0.96 |
| Omega Ratio | 3.54 | 0.89 |
| Calmar Ratio | 19.14 | -0.45 |
| Martin Ratio | 129.35 | -0.92 |
| Ulcer Index | 0.04% | 21.66% |
| Daily Std Dev | 0.91% | 27.66% |
| Max Drawdown | -0.37% | -93.21% |
| Current Drawdown | 0.00% | -42.66% |
Correlation
The correlation between CSH2.L and VALE 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.
Performance
CSH2.L vs. VALE - Performance Comparison
In the year-to-date period, CSH2.L achieves a 4.85% return, which is significantly higher than VALE's -30.17% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CSH2.L vs. VALE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L) and Vale S.A. (VALE). 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.
Dividends
CSH2.L vs. VALE - Dividend Comparison
CSH2.L has not paid dividends to shareholders, while VALE's dividend yield for the trailing twelve months is around 13.61%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSH2.L Lyxor Smart Overnight Return UCITS ETF C-GBP | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VALE Vale S.A. | 13.61% | 7.75% | 8.61% | 19.70% | 2.73% | 2.63% | 4.16% | 3.39% | 0.64% | 8.84% | 6.69% | 5.73% |
Drawdowns
CSH2.L vs. VALE - Drawdown Comparison
The maximum CSH2.L drawdown since its inception was -0.37%, smaller than the maximum VALE drawdown of -93.21%. Use the drawdown chart below to compare losses from any high point for CSH2.L and VALE. For additional features, visit the drawdowns tool.
Volatility
CSH2.L vs. VALE - Volatility Comparison
The current volatility for Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L) is 2.30%, while Vale S.A. (VALE) has a volatility of 10.21%. This indicates that CSH2.L experiences smaller price fluctuations and is considered to be less risky than VALE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.