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CSH2.L vs. VIST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSH2.L vs. VIST - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Smart Overnight Return UCITS ETF GBP Hedged Acc (CSH2.L) and Vista Oil & Gas, S.A.B. de C.V. (VIST). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CSH2.L is traded in GBp, while VIST is traded in USD. To make them comparable, the VIST values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CSH2.L achieves a 2.01% return, which is significantly lower than VIST's 34.33% return.


CSH2.L

1D
0.01%
1M
0.32%
YTD
2.01%
6M
2.08%
1Y
4.39%
3Y*
4.97%
5Y*
3.71%
10Y*
2.10%

VIST

1D
-0.95%
1M
-12.02%
YTD
34.33%
6M
36.80%
1Y
37.92%
3Y*
36.69%
5Y*
74.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSH2.L vs. VIST - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CSH2.L
Amundi Smart Overnight Return UCITS ETF GBP Hedged Acc
2.01%4.67%5.61%4.72%1.54%0.13%0.30%0.36%
VIST
Vista Oil & Gas, S.A.B. de C.V.
34.33%-16.48%86.56%79.02%228.74%110.17%-68.35%-11.24%

Correlation

The correlation between CSH2.L and VIST is 0.01, 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

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.00

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2019

0.00

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Return for Risk

CSH2.L vs. VIST — Risk / Return Rank

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

CSH2.L
CSH2.L Risk / Return Rank: 9999
Overall Rank
CSH2.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CSH2.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
CSH2.L Omega Ratio Rank: 9999
Omega Ratio Rank
CSH2.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
CSH2.L Martin Ratio Rank: 9999
Martin Ratio Rank

VIST
VIST Risk / Return Rank: 6464
Overall Rank
VIST Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VIST Sortino Ratio Rank: 6464
Sortino Ratio Rank
VIST Omega Ratio Rank: 6161
Omega Ratio Rank
VIST Calmar Ratio Rank: 6666
Calmar Ratio Rank
VIST Martin Ratio Rank: 6666
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.

CSH2.L vs. VIST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Smart Overnight Return UCITS ETF GBP Hedged Acc (CSH2.L) and Vista Oil & Gas, S.A.B. de C.V. (VIST). 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.


CSH2.LVISTDifference
Sharpe ratioReturn per unit of total volatility

+7.57

Sortino ratioReturn per unit of downside risk

+14.19

Omega ratioGain probability vs. loss probability

4.73

1.17

+3.56

Calmar ratioReturn relative to maximum drawdown

27.75

1.25

+26.51

Martin ratioReturn relative to average drawdown

163.55

2.90

+160.65

CSH2.L vs. VIST - Sharpe Ratio Comparison

The current CSH2.L Sharpe Ratio is 8.32, which is higher than the VIST Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of CSH2.L and VIST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CSH2.L vs. VIST - Drawdown Comparison

The maximum CSH2.L drawdown since its inception was -0.37%, smaller than the maximum VIST drawdown of -81.55%. Use the drawdown chart below to compare losses from any high point for CSH2.L and VIST.


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Drawdown Indicators


CSH2.LVISTDifference

Max Drawdown

Largest peak-to-trough decline

-0.37%

-81.55%

+81.18%

Max Drawdown (1Y)

Largest decline over 1 year

-0.16%

-30.57%

+30.41%

Max Drawdown (3Y)

Largest decline over 3 years

-0.29%

-48.54%

+48.25%

Max Drawdown (5Y)

Largest decline over 5 years

-0.29%

-48.54%

+48.25%

Max Drawdown (10Y)

Largest decline over 10 years

-0.37%

Current Drawdown

Current decline from peak

0.00%

-17.97%

+17.97%

Average Drawdown

Average peak-to-trough decline

-0.00%

-30.67%

+30.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

13.12%

-13.09%

Volatility

CSH2.L vs. VIST - Volatility Comparison

The current volatility for Amundi Smart Overnight Return UCITS ETF GBP Hedged Acc (CSH2.L) is 0.06%, while Vista Oil & Gas, S.A.B. de C.V. (VIST) has a volatility of 8.37%. This indicates that CSH2.L experiences smaller price fluctuations and is considered to be less risky than VIST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSH2.LVISTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

8.37%

-8.31%

Volatility (6M)

Calculated over the trailing 6-month period

0.20%

33.66%

-33.46%

Volatility (1Y)

Calculated over the trailing 1-year period

0.53%

50.47%

-49.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.56%

51.29%

-50.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.44%

60.35%

-59.91%

Dividends

CSH2.L vs. VIST - Dividend Comparison

Neither CSH2.L nor VIST has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CSH2.L and VIST have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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