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CVD.TO vs. SMCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CVD.TO vs. SMCI - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Convertible Bond Index ETF (CVD.TO) and Super Micro Computer, Inc. (SMCI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CVD.TO is traded in CAD, while SMCI is traded in USD. To make them comparable, the SMCI values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CVD.TO achieves a 3.34% return, which is significantly lower than SMCI's 53.03% return. Over the past 10 years, CVD.TO has underperformed SMCI with an annualized return of 4.51%, while SMCI has yielded a comparatively higher 34.02% annualized return.


CVD.TO

1D
-0.28%
1M
0.60%
YTD
3.34%
6M
0.88%
1Y
7.85%
3Y*
8.29%
5Y*
4.41%
10Y*
4.51%

SMCI

1D
5.94%
1M
26.95%
YTD
53.03%
6M
25.36%
1Y
8.02%
3Y*
20.61%
5Y*
69.40%
10Y*
34.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CVD.TO vs. SMCI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CVD.TO
iShares Convertible Bond Index ETF
3.34%7.09%12.68%3.64%-4.63%5.33%3.67%10.28%-2.68%4.06%
SMCI
Super Micro Computer, Inc.
53.03%-8.35%16.30%238.00%98.64%38.75%28.68%66.88%-28.52%-30.44%

Correlation

The correlation between CVD.TO and SMCI is 0.02, 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

0.06

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

0.08

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2011

0.06

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Return for Risk

CVD.TO vs. SMCI — Risk / Return Rank

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

CVD.TO
CVD.TO Risk / Return Rank: 3737
Overall Rank
CVD.TO Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
CVD.TO Sortino Ratio Rank: 3131
Sortino Ratio Rank
CVD.TO Omega Ratio Rank: 3737
Omega Ratio Rank
CVD.TO Calmar Ratio Rank: 4444
Calmar Ratio Rank
CVD.TO Martin Ratio Rank: 3939
Martin Ratio Rank

SMCI
SMCI Risk / Return Rank: 4646
Overall Rank
SMCI Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SMCI Sortino Ratio Rank: 4848
Sortino Ratio Rank
SMCI Omega Ratio Rank: 4949
Omega Ratio Rank
SMCI Calmar Ratio Rank: 4444
Calmar Ratio Rank
SMCI Martin Ratio Rank: 4444
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.

CVD.TO vs. SMCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Convertible Bond Index ETF (CVD.TO) and Super Micro Computer, Inc. (SMCI). 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.


CVD.TOSMCIDifference
Sharpe ratioReturn per unit of total volatility

+0.98

Sortino ratioReturn per unit of downside risk

+0.80

Omega ratioGain probability vs. loss probability

1.23

1.10

+0.13

Calmar ratioReturn relative to maximum drawdown

1.99

0.12

+1.87

Martin ratioReturn relative to average drawdown

5.73

0.21

+5.52

CVD.TO vs. SMCI - Sharpe Ratio Comparison

The current CVD.TO Sharpe Ratio is 1.08, which is higher than the SMCI Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of CVD.TO and SMCI, 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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Sharpe Ratios by Period


CVD.TOSMCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.10

+0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.81

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.48

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.38

+0.08

Drawdowns

CVD.TO vs. SMCI - Drawdown Comparison

The maximum CVD.TO drawdown since its inception was -23.51%, smaller than the maximum SMCI drawdown of -84.28%. Use the drawdown chart below to compare losses from any high point for CVD.TO and SMCI.


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Drawdown Indicators


CVD.TOSMCIDifference

Max Drawdown

Largest peak-to-trough decline

-23.51%

-84.28%

+60.77%

Max Drawdown (1Y)

Largest decline over 1 year

-3.95%

-66.28%

+62.33%

Max Drawdown (3Y)

Largest decline over 3 years

-11.47%

-84.28%

+72.81%

Max Drawdown (5Y)

Largest decline over 5 years

-14.62%

-84.28%

+69.66%

Max Drawdown (10Y)

Largest decline over 10 years

-23.51%

-84.28%

+60.77%

Current Drawdown

Current decline from peak

-1.89%

-61.74%

+59.85%

Average Drawdown

Average peak-to-trough decline

-2.39%

-30.78%

+28.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

38.84%

-37.47%

Volatility

CVD.TO vs. SMCI - Volatility Comparison

The current volatility for iShares Convertible Bond Index ETF (CVD.TO) is 1.02%, while Super Micro Computer, Inc. (SMCI) has a volatility of 26.31%. This indicates that CVD.TO experiences smaller price fluctuations and is considered to be less risky than SMCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CVD.TOSMCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

26.31%

-25.29%

Volatility (6M)

Calculated over the trailing 6-month period

5.47%

67.75%

-62.28%

Volatility (1Y)

Calculated over the trailing 1-year period

7.32%

79.83%

-72.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.40%

85.69%

-76.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.50%

70.81%

-61.31%

Dividends

CVD.TO vs. SMCI - Dividend Comparison

CVD.TO's dividend yield for the trailing twelve months is around 4.94%, while SMCI has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CVD.TO
iShares Convertible Bond Index ETF
4.94%4.91%5.14%5.33%5.05%4.61%4.48%4.52%4.97%4.65%4.51%4.94%
SMCI
Super Micro Computer, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CVD.TO and SMCI have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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