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CWB vs. MNDO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CWB vs. MNDO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Barclays Convertible Securities ETF (CWB) and MIND C.T.I. Ltd (MNDO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CWB achieves a 15.00% return, which is significantly higher than MNDO's -16.57% return. Over the past 10 years, CWB has outperformed MNDO with an annualized return of 11.70%, while MNDO has yielded a comparatively lower 2.19% annualized return.


CWB

1D
0.35%
1M
-2.42%
6M
9.82%
YTD
15.00%
1Y
23.27%
3Y*
14.55%
5Y*
5.59%
10Y*
11.70%
ALL TIME*
11.55%

MNDO

1D
-5.94%
1M
-11.17%
6M
-16.57%
YTD
-16.57%
1Y
-31.96%
3Y*
-15.00%
5Y*
-15.08%
10Y*
2.19%
ALL TIME*
1.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$56.06M$68.05M$91.74M
$48.43K$57.56K$52.63K

CWB vs. MNDO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CWB
SPDR Bloomberg Barclays Convertible Securities ETF
15.00%16.61%10.06%14.49%-20.81%2.18%53.39%22.39%-2.00%15.69%
MNDO
MIND C.T.I. Ltd
-16.57%-34.77%12.86%4.21%-26.48%30.73%21.80%18.54%-7.49%26.62%

Correlation

The correlation between CWB and MNDO is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.07

Correlation (3Y)
Balances recent behavior with more history.

0.10

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.14

Correlation (10Y)
Provides a long-term view across more market conditions.

0.14

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2009

0.16

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Return for Risk

CWB vs. MNDO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CWB
CWB Risk / Return Rank: 5555
Overall Rank
CWB Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
CWB Sortino Ratio Rank: 5353
Sortino Ratio Rank
CWB Omega Ratio Rank: 5252
Omega Ratio Rank
CWB Calmar Ratio Rank: 5656
Calmar Ratio Rank
CWB Martin Ratio Rank: 6060
Martin Ratio Rank

MNDO
MNDO Risk / Return Rank: 1010
Overall Rank
MNDO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MNDO Sortino Ratio Rank: 1212
Sortino Ratio Rank
MNDO Omega Ratio Rank: 1212
Omega Ratio Rank
MNDO Calmar Ratio Rank: 1010
Calmar Ratio Rank
MNDO Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CWB vs. MNDO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays Convertible Securities ETF (CWB) and MIND C.T.I. Ltd (MNDO). 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.


CWBMNDODifference
Sharpe ratioReturn per unit of total volatility

+2.11

Sortino ratioReturn per unit of downside risk

+2.86

Omega ratioGain probability vs. loss probability

1.23

0.87

+0.36

Calmar ratioReturn relative to maximum drawdown

1.98

-0.85

+2.83

Martin ratioReturn relative to average drawdown

7.11

-1.46

+8.56

CWB vs. MNDO - Sharpe Ratio Comparison

The current CWB Sharpe Ratio is 1.32, which is higher than the MNDO Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of CWB and MNDO, 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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Drawdowns

CWB vs. MNDO - Drawdown Comparison

The maximum CWB drawdown since its inception was -32.06%, smaller than the maximum MNDO drawdown of -94.28%. Use the drawdown chart below to compare losses from any high point for CWB and MNDO.


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Drawdown Indicators


CWBMNDODifference

Max Drawdown

Largest peak-to-trough decline

-32.06%

-94.28%

+62.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.08%

-37.58%

+26.50%

Max Drawdown (3Y)

Largest decline over 3 years

-11.92%

-54.63%

+42.71%

Max Drawdown (5Y)

Largest decline over 5 years

-28.41%

-61.57%

+33.16%

Max Drawdown (10Y)

Largest decline over 10 years

-32.06%

-64.04%

+31.98%

Current Drawdown

Current decline from peak

-7.95%

-60.80%

+52.85%

Average Drawdown

Average peak-to-trough decline

-6.16%

-46.78%

+40.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

21.81%

-18.73%

Volatility

CWB vs. MNDO - Volatility Comparison

The current volatility for SPDR Bloomberg Barclays Convertible Securities ETF (CWB) is 5.90%, while MIND C.T.I. Ltd (MNDO) has a volatility of 17.36%. This indicates that CWB experiences smaller price fluctuations and is considered to be less risky than MNDO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CWBMNDODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.90%

17.36%

-11.46%

Volatility (6M)

Calculated over the trailing 6-month period

13.92%

30.84%

-16.92%

Volatility (1Y)

Calculated over the trailing 1-year period

16.61%

40.50%

-23.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.46%

28.96%

-15.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.69%

27.27%

-12.58%

Dividends

CWB vs. MNDO - Dividend Comparison

CWB's dividend yield for the trailing twelve months is around 1.45%, while MNDO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CWB
SPDR Bloomberg Barclays Convertible Securities ETF
1.33%1.69%1.85%1.97%2.21%1.97%2.34%3.03%6.17%4.25%4.60%7.52%
MNDO
MIND C.T.I. Ltd
0.00%19.13%12.15%12.24%12.38%8.37%9.27%10.79%13.16%11.55%10.98%11.86%

Frequently Asked Questions


CWB and MNDO have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MNDO has higher volatility (17.36%) compared to CWB (5.90%). In terms of maximum drawdown, CWB dropped -32.06% vs MNDO's -94.28%.

CWB currently has the higher Sharpe Ratio (1.32 vs -0.79), 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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