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CSHI vs. BOXX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CSHIBOXX
YTD Return4.98%4.46%
1Y Return5.72%5.28%
Sharpe Ratio5.7013.63
Sortino Ratio9.6446.24
Omega Ratio2.9410.09
Calmar Ratio14.18138.15
Martin Ratio139.12735.91
Ulcer Index0.04%0.01%
Daily Std Dev1.00%0.39%
Max Drawdown-0.40%-0.12%
Current Drawdown0.00%-0.02%

Correlation

-0.50.00.51.0-0.1

The correlation between CSHI and BOXX is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

CSHI vs. BOXX - Performance Comparison

In the year-to-date period, CSHI achieves a 4.98% return, which is significantly higher than BOXX's 4.46% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-0.50%0.00%0.50%1.00%1.50%2.00%2.50%3.00%JuneJulyAugustSeptemberOctoberNovember
2.93%
2.52%
CSHI
BOXX

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CSHI vs. BOXX - Expense Ratio Comparison

CSHI has a 0.38% expense ratio, which is higher than BOXX's 0.20% expense ratio.


CSHI
Neos Enhanced Income Cash Alternative ETF
Expense ratio chart for CSHI: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%
Expense ratio chart for BOXX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

CSHI vs. BOXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Neos Enhanced Income Cash Alternative ETF (CSHI) and Alpha Architect 1-3 Month Box ETF (BOXX). 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.


CSHI
Sharpe ratio
The chart of Sharpe ratio for CSHI, currently valued at 5.70, compared to the broader market-2.000.002.004.005.70
Sortino ratio
The chart of Sortino ratio for CSHI, currently valued at 9.64, compared to the broader market0.005.0010.009.64
Omega ratio
The chart of Omega ratio for CSHI, currently valued at 2.94, compared to the broader market1.001.502.002.503.002.94
Calmar ratio
The chart of Calmar ratio for CSHI, currently valued at 14.18, compared to the broader market0.005.0010.0015.0014.18
Martin ratio
The chart of Martin ratio for CSHI, currently valued at 139.12, compared to the broader market0.0020.0040.0060.0080.00100.00139.12
BOXX
Sharpe ratio
The chart of Sharpe ratio for BOXX, currently valued at 13.63, compared to the broader market-2.000.002.004.0013.63
Sortino ratio
The chart of Sortino ratio for BOXX, currently valued at 46.24, compared to the broader market0.005.0010.0046.24
Omega ratio
The chart of Omega ratio for BOXX, currently valued at 10.09, compared to the broader market1.001.502.002.503.0010.09
Calmar ratio
The chart of Calmar ratio for BOXX, currently valued at 138.15, compared to the broader market0.005.0010.0015.00138.15
Martin ratio
The chart of Martin ratio for BOXX, currently valued at 735.91, compared to the broader market0.0020.0040.0060.0080.00100.00735.91

CSHI vs. BOXX - Sharpe Ratio Comparison

The current CSHI Sharpe Ratio is 5.70, which is lower than the BOXX Sharpe Ratio of 13.63. The chart below compares the historical Sharpe Ratios of CSHI and BOXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio6.008.0010.0012.0014.00JuneJulyAugustSeptemberOctoberNovember
5.70
13.63
CSHI
BOXX

Dividends

CSHI vs. BOXX - Dividend Comparison

CSHI's dividend yield for the trailing twelve months is around 5.80%, more than BOXX's 0.27% yield.


TTM20232022
CSHI
Neos Enhanced Income Cash Alternative ETF
5.80%6.15%1.52%
BOXX
Alpha Architect 1-3 Month Box ETF
0.27%0.00%0.00%

Drawdowns

CSHI vs. BOXX - Drawdown Comparison

The maximum CSHI drawdown since its inception was -0.40%, which is greater than BOXX's maximum drawdown of -0.12%. Use the drawdown chart below to compare losses from any high point for CSHI and BOXX. For additional features, visit the drawdowns tool.


-0.40%-0.30%-0.20%-0.10%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.02%
CSHI
BOXX

Volatility

CSHI vs. BOXX - Volatility Comparison

Neos Enhanced Income Cash Alternative ETF (CSHI) has a higher volatility of 0.13% compared to Alpha Architect 1-3 Month Box ETF (BOXX) at 0.09%. This indicates that CSHI's price experiences larger fluctuations and is considered to be riskier than BOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.20%0.40%0.60%0.80%JuneJulyAugustSeptemberOctoberNovember
0.13%
0.09%
CSHI
BOXX