CSUAY vs. PSCE
CSUAY (China Shenhua Energy Co Ltd) is a stock, while PSCE (Invesco S&P SmallCap Energy ETF) is Energy Equities fund tracking the S&P SmallCap 600 Energy Index. Over the past 10 years, CSUAY returned 24.16%/yr vs -1.41%/yr for PSCE. Their 0.24 correlation means their historical movements had little consistent relationship.
Performance
CSUAY vs. PSCE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CSUAY achieves a 15.12% return, which is significantly lower than PSCE's 35.93% return. Over the past 10 years, CSUAY has outperformed PSCE with an annualized return of 24.16%, while PSCE has yielded a comparatively lower -1.41% annualized return.
CSUAY
- 1D
- -0.45%
- 1M
- 5.72%
- 6M
- 4.16%
- YTD
- 15.12%
- 1Y
- 37.78%
- 3Y*
- 31.53%
- 5Y*
- 35.26%
- 10Y*
- 24.16%
- ALL TIME*
- 8.42%
PSCE
- 1D
- 1.76%
- 1M
- 7.67%
- 6M
- 15.91%
- YTD
- 35.93%
- 1Y
- 55.62%
- 3Y*
- 3.86%
- 5Y*
- 13.60%
- 10Y*
- -1.41%
- ALL TIME*
- -3.92%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $396.21K | $537.81K | $518.98K | |
| $1.43M | $1.38M | $1.78M |
CSUAY vs. PSCE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSUAY China Shenhua Energy Co Ltd | 15.12% | 28.25% | 34.09% | 34.21% | 38.61% | 40.38% | -2.68% | 1.33% | -12.77% | 96.35% |
PSCE Invesco S&P SmallCap Energy ETF | 35.93% | -9.00% | -5.47% | 5.07% | 48.45% | 59.85% | -40.31% | -14.93% | -42.98% | -26.70% |
Correlation
The correlation between CSUAY and PSCE is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.18 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.19 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 2010 | 0.24 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CSUAY vs. PSCE — Risk / Return Rank
CSUAY
PSCE
CSUAY vs. PSCE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for China Shenhua Energy Co Ltd (CSUAY) and Invesco S&P SmallCap Energy ETF (PSCE). 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 | PSCE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.29 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 3.04 | -1.24 |
| Martin ratioReturn relative to average drawdown | 4.31 | 9.13 | -4.82 |
Loading charts...
Drawdowns
CSUAY vs. PSCE - Drawdown Comparison
The maximum CSUAY drawdown since its inception was -88.12%, smaller than the maximum PSCE drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for CSUAY and PSCE.
Loading charts...
Drawdown Indicators
| CSUAY | PSCE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.12% | -96.21% | +8.09% |
Max Drawdown (1Y)Largest decline over 1 year | -19.69% | -16.17% | -3.52% |
Max Drawdown (3Y)Largest decline over 3 years | -24.14% | -44.57% | +20.43% |
Max Drawdown (5Y)Largest decline over 5 years | -24.14% | -45.42% | +21.28% |
Max Drawdown (10Y)Largest decline over 10 years | -45.27% | -90.70% | +45.43% |
Current DrawdownCurrent decline from peak | -9.99% | -75.85% | +65.86% |
Average DrawdownAverage peak-to-trough decline | -46.84% | -58.99% | +12.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.21% | 5.39% | +2.82% |
Volatility
CSUAY vs. PSCE - Volatility Comparison
China Shenhua Energy Co Ltd (CSUAY) has a higher volatility of 9.88% compared to Invesco S&P SmallCap Energy ETF (PSCE) at 8.68%. This indicates that CSUAY's price experiences larger fluctuations and is considered to be riskier than PSCE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CSUAY | PSCE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.88% | 8.68% | +1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 24.83% | 20.04% | +4.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.91% | 27.41% | +10.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.29% | 36.95% | -3.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.47% | 43.02% | -10.55% |
Dividends
CSUAY vs. PSCE - Dividend Comparison
CSUAY's dividend yield for the trailing twelve months is around 5.23%, more than PSCE's 2.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSUAY China Shenhua Energy Co Ltd | 5.23% | 9.11% | 7.29% | 10.66% | 13.21% | 10.39% | 7.89% | 5.07% | 5.46% | 29.22% | 5.13% | 8.19% |
PSCE Invesco S&P SmallCap Energy ETF | 2.22% | 2.39% | 1.70% | 2.57% | 1.70% | 0.46% | 0.87% | 0.14% | 0.22% | 0.04% | 0.22% | 0.82% |
Frequently Asked Questions
CSUAY and PSCE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSUAY has higher volatility (9.88%) compared to PSCE (8.68%). In terms of maximum drawdown, CSUAY dropped -88.12% vs PSCE's -96.21%.
PSCE currently has the higher Sharpe Ratio (1.80 vs 0.94), 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.
Find the right allocation for CSUAY and PSCE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer