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CVLT vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between CVLT and ^GSPC 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.


-0.50.00.51.0
Correlation: 0.5

Performance

CVLT vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Commvault Systems, Inc. (CVLT) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
873.59%
320.24%
CVLT
^GSPC

Key characteristics

Sharpe Ratio

CVLT:

1.32

^GSPC:

0.46

Sortino Ratio

CVLT:

2.24

^GSPC:

0.77

Omega Ratio

CVLT:

1.31

^GSPC:

1.11

Calmar Ratio

CVLT:

2.72

^GSPC:

0.47

Martin Ratio

CVLT:

7.92

^GSPC:

1.94

Ulcer Index

CVLT:

8.89%

^GSPC:

4.61%

Daily Std Dev

CVLT:

53.29%

^GSPC:

19.44%

Max Drawdown

CVLT:

-68.89%

^GSPC:

-56.78%

Current Drawdown

CVLT:

-11.92%

^GSPC:

-10.07%

Returns By Period

In the year-to-date period, CVLT achieves a 9.67% return, which is significantly higher than ^GSPC's -6.06% return. Over the past 10 years, CVLT has outperformed ^GSPC with an annualized return of 13.77%, while ^GSPC has yielded a comparatively lower 10.27% annualized return.


CVLT

YTD

9.67%

1M

2.18%

6M

23.31%

1Y

68.37%

5Y*

31.58%

10Y*

13.77%

^GSPC

YTD

-6.06%

1M

-1.00%

6M

-4.87%

1Y

8.34%

5Y*

14.11%

10Y*

10.27%

*Annualized

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Risk-Adjusted Performance

CVLT vs. ^GSPC — 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 9191
Overall Rank
The Sharpe Ratio Rank of CVLT is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of CVLT is 8989
Sortino Ratio Rank
The Omega Ratio Rank of CVLT is 8888
Omega Ratio Rank
The Calmar Ratio Rank of CVLT is 9696
Calmar Ratio Rank
The Martin Ratio Rank of CVLT is 9393
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6969
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6262
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6868
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7474
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. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Commvault Systems, Inc. (CVLT) and S&P 500 (^GSPC). 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 chart of Sharpe ratio for CVLT, currently valued at 1.32, compared to the broader market-2.00-1.000.001.002.003.00
CVLT: 1.32
^GSPC: 0.46
The chart of Sortino ratio for CVLT, currently valued at 2.24, compared to the broader market-6.00-4.00-2.000.002.004.00
CVLT: 2.24
^GSPC: 0.77
The chart of Omega ratio for CVLT, currently valued at 1.31, compared to the broader market0.501.001.502.00
CVLT: 1.31
^GSPC: 1.11
The chart of Calmar ratio for CVLT, currently valued at 2.72, compared to the broader market0.001.002.003.004.005.00
CVLT: 2.72
^GSPC: 0.47
The chart of Martin ratio for CVLT, currently valued at 7.92, compared to the broader market-5.000.005.0010.0015.0020.00
CVLT: 7.92
^GSPC: 1.94

The current CVLT Sharpe Ratio is 1.32, which is higher than the ^GSPC Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of CVLT and ^GSPC, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.32
0.46
CVLT
^GSPC

Drawdowns

CVLT vs. ^GSPC - Drawdown Comparison

The maximum CVLT drawdown since its inception was -68.89%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for CVLT and ^GSPC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.92%
-10.07%
CVLT
^GSPC

Volatility

CVLT vs. ^GSPC - Volatility Comparison

Commvault Systems, Inc. (CVLT) has a higher volatility of 21.31% compared to S&P 500 (^GSPC) at 14.23%. This indicates that CVLT's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
21.31%
14.23%
CVLT
^GSPC