CSUAY vs. ICSH
CSUAY (China Shenhua Energy Co Ltd) is a stock, while ICSH (iShares Ultra Short Duration Bond Active ETF) is Ultrashort Bond fund actively managed by iShares. Over the past 10 years, CSUAY returned 23.22%/yr vs 2.78%/yr for ICSH. At a 0.02 correlation, their price movements are largely independent.
Performance
CSUAY vs. ICSH - Performance Comparison
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Returns By Period
In the year-to-date period, CSUAY achieves a 7.89% return, which is significantly higher than ICSH's 1.77% return. Over the past 10 years, CSUAY has outperformed ICSH with an annualized return of 23.22%, while ICSH has yielded a comparatively lower 2.78% annualized return.
CSUAY
- 1D
- -0.92%
- 1M
- -7.03%
- 6M
- 1.49%
- YTD
- 7.89%
- 1Y
- 39.77%
- 3Y*
- 28.08%
- 5Y*
- 33.17%
- 10Y*
- 23.22%
ICSH
- 1D
- -0.01%
- 1M
- 0.24%
- 6M
- 1.71%
- YTD
- 1.77%
- 1Y
- 4.09%
- 3Y*
- 5.09%
- 5Y*
- 3.73%
- 10Y*
- 2.78%
CSUAY vs. ICSH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSUAY China Shenhua Energy Co Ltd | 7.89% | 28.25% | 34.09% | 34.21% | 38.61% | 40.38% | -2.68% | 1.33% | -12.77% | 96.35% |
ICSH iShares Ultra Short Duration Bond Active ETF | 1.77% | 4.96% | 5.52% | 5.58% | 0.97% | 0.16% | 1.61% | 3.17% | 2.25% | 1.63% |
Correlation
The correlation between CSUAY and ICSH is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2013 | 0.02 |
The correlation between CSUAY and ICSH shifts across timeframes, from 0.01 (10 years) to 0.11 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CSUAY vs. ICSH — Risk / Return Rank
CSUAY
ICSH
CSUAY vs. ICSH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for China Shenhua Energy Co Ltd (CSUAY) and iShares Ultra Short Duration Bond Active ETF (ICSH). 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.
| CSUAY | ICSH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -8.92 | ||
| Sortino ratioReturn per unit of downside risk | -20.51 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 5.53 | -4.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.12 | 42.01 | -39.89 |
| Martin ratioReturn relative to average drawdown | 5.37 | 237.20 | -231.83 |
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Drawdowns
CSUAY vs. ICSH - Drawdown Comparison
The maximum CSUAY drawdown since its inception was -88.12%, which is greater than ICSH's maximum drawdown of -3.94%. Use the drawdown chart below to compare losses from any high point for CSUAY and ICSH.
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Drawdown Indicators
| CSUAY | ICSH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.12% | -3.94% | -84.18% |
Max Drawdown (1Y)Largest decline over 1 year | -19.69% | -0.10% | -19.59% |
Max Drawdown (3Y)Largest decline over 3 years | -24.14% | -0.10% | -24.04% |
Max Drawdown (5Y)Largest decline over 5 years | -24.14% | -0.73% | -23.41% |
Max Drawdown (10Y)Largest decline over 10 years | -45.27% | -3.94% | -41.33% |
Current DrawdownCurrent decline from peak | -15.64% | -0.01% | -15.63% |
Average DrawdownAverage peak-to-trough decline | -46.96% | -0.08% | -46.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.75% | 0.02% | +7.73% |
Volatility
CSUAY vs. ICSH - Volatility Comparison
China Shenhua Energy Co Ltd (CSUAY) has a higher volatility of 10.49% compared to iShares Ultra Short Duration Bond Active ETF (ICSH) at 0.16%. This indicates that CSUAY's price experiences larger fluctuations and is considered to be riskier than ICSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSUAY | ICSH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.49% | 0.16% | +10.33% |
Volatility (6M)Calculated over the trailing 6-month period | 24.71% | 0.32% | +24.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.05% | 0.41% | +37.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.15% | 0.49% | +32.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.48% | 1.06% | +31.42% |
Dividends
CSUAY vs. ICSH - Dividend Comparison
CSUAY's dividend yield for the trailing twelve months is around 5.58%, more than ICSH's 4.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSUAY China Shenhua Energy Co Ltd | 5.58% | 9.11% | 7.29% | 10.66% | 13.21% | 10.39% | 7.89% | 5.07% | 5.46% | 29.22% | 5.13% | 8.19% |
ICSH iShares Ultra Short Duration Bond Active ETF | 4.28% | 4.55% | 5.24% | 4.78% | 1.66% | 0.42% | 1.21% | 2.61% | 2.20% | 1.36% | 0.88% | 0.54% |
Frequently Asked Questions
CSUAY and ICSH have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSUAY has higher volatility (10.49%) compared to ICSH (0.16%). In terms of maximum drawdown, CSUAY dropped -88.12% vs ICSH's -3.94%.
ICSH currently has the higher Sharpe Ratio (10.01 vs 1.10), 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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