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CVLT vs. USD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CVLT and USD is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

CVLT vs. USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Commvault Systems, Inc. (CVLT) and ProShares Ultra Semiconductors (USD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CVLT:

1.29

USD:

-0.08

Sortino Ratio

CVLT:

2.11

USD:

0.50

Omega Ratio

CVLT:

1.28

USD:

1.06

Calmar Ratio

CVLT:

2.50

USD:

-0.21

Martin Ratio

CVLT:

7.04

USD:

-0.43

Ulcer Index

CVLT:

9.15%

USD:

31.19%

Daily Std Dev

CVLT:

53.62%

USD:

99.19%

Max Drawdown

CVLT:

-68.89%

USD:

-87.94%

Current Drawdown

CVLT:

-2.53%

USD:

-33.13%

Returns By Period

In the year-to-date period, CVLT achieves a 21.36% return, which is significantly higher than USD's -15.60% return. Over the past 10 years, CVLT has underperformed USD with an annualized return of 15.05%, while USD has yielded a comparatively higher 41.06% annualized return.


CVLT

YTD

21.36%

1M

9.59%

6M

6.74%

1Y

68.35%

3Y*

44.26%

5Y*

35.26%

10Y*

15.05%

USD

YTD

-15.60%

1M

42.24%

6M

-12.65%

1Y

-8.09%

3Y*

57.45%

5Y*

51.65%

10Y*

41.06%

*Annualized

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Commvault Systems, Inc.

ProShares Ultra Semiconductors

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CVLT vs. USD — Risk-Adjusted Performance Rank

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

CVLT
The Risk-Adjusted Performance Rank of CVLT is 8989
Overall Rank
The Sharpe Ratio Rank of CVLT is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of CVLT is 8686
Sortino Ratio Rank
The Omega Ratio Rank of CVLT is 8585
Omega Ratio Rank
The Calmar Ratio Rank of CVLT is 9595
Calmar Ratio Rank
The Martin Ratio Rank of CVLT is 9090
Martin Ratio Rank

USD
The Risk-Adjusted Performance Rank of USD is 1717
Overall Rank
The Sharpe Ratio Rank of USD is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of USD is 2828
Sortino Ratio Rank
The Omega Ratio Rank of USD is 2727
Omega Ratio Rank
The Calmar Ratio Rank of USD is 77
Calmar Ratio Rank
The Martin Ratio Rank of USD is 1010
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CVLT vs. USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Commvault Systems, Inc. (CVLT) and ProShares Ultra Semiconductors (USD). 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.


The current CVLT Sharpe Ratio is 1.29, which is higher than the USD Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of CVLT and USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

CVLT vs. USD - Dividend Comparison

CVLT has not paid dividends to shareholders, while USD's dividend yield for the trailing twelve months is around 0.21%.


TTM20242023202220212020201920182017201620152014
CVLT
Commvault Systems, 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%
USD
ProShares Ultra Semiconductors
0.21%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%7.11%0.39%2.71%

Drawdowns

CVLT vs. USD - Drawdown Comparison

The maximum CVLT drawdown since its inception was -68.89%, smaller than the maximum USD drawdown of -87.94%. Use the drawdown chart below to compare losses from any high point for CVLT and USD.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CVLT vs. USD - Volatility Comparison

The current volatility for Commvault Systems, Inc. (CVLT) is 8.79%, while ProShares Ultra Semiconductors (USD) has a volatility of 18.66%. This indicates that CVLT experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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