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CWD vs. LINK-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

CWD vs. LINK-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CaliberCos Inc. Class A Common Stock (CWD) and ChainLink (LINK-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CWD achieves a -32.14% return, which is significantly higher than LINK-USD's -39.00% return.


CWD

1D
-6.67%
1M
-16.68%
YTD
-32.14%
6M
-53.76%
1Y
-76.56%
3Y*
-73.78%
5Y*
10Y*

LINK-USD

1D
-7.19%
1M
-25.67%
YTD
-39.00%
6M
-45.32%
1Y
-42.35%
3Y*
5.89%
5Y*
-23.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CWD vs. LINK-USD - Yearly Performance Comparison


2026 (YTD)202520242023
CWD
CaliberCos Inc. Class A Common Stock
-32.14%-91.13%-45.81%-78.50%
LINK-USD
ChainLink
-39.00%-39.00%33.73%120.87%

Correlation

The correlation between CWD and LINK-USD is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (All Time)
Calculated using the full available price history since May 18, 2023

0.12

The correlation between CWD and LINK-USD shifts across timeframes, from 0.12 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CWD vs. LINK-USD — Risk / Return Rank

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

CWD
CWD Risk / Return Rank: 4040
Overall Rank
CWD Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
CWD Sortino Ratio Rank: 7373
Sortino Ratio Rank
CWD Omega Ratio Rank: 6868
Omega Ratio Rank
CWD Calmar Ratio Rank: 99
Calmar Ratio Rank
CWD Martin Ratio Rank: 1919
Martin Ratio Rank

LINK-USD
LINK-USD Risk / Return Rank: 6767
Overall Rank
LINK-USD Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
LINK-USD Sortino Ratio Rank: 6464
Sortino Ratio Rank
LINK-USD Omega Ratio Rank: 6464
Omega Ratio Rank
LINK-USD Calmar Ratio Rank: 7070
Calmar Ratio Rank
LINK-USD Martin Ratio Rank: 7171
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.

CWD vs. LINK-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CaliberCos Inc. Class A Common Stock (CWD) and ChainLink (LINK-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.


CWDLINK-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+2.33

Omega ratioGain probability vs. loss probability

1.21

0.96

+0.25

Calmar ratioReturn relative to maximum drawdown

-0.84

-0.59

-0.25

Martin ratioReturn relative to average drawdown

-1.10

-0.89

-0.21

CWD vs. LINK-USD - Sharpe Ratio Comparison

The current CWD Sharpe Ratio is -0.20, which is higher than the LINK-USD Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of CWD and LINK-USD, 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


CWDLINK-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.20

-0.54

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.35

0.43

-0.78

Drawdowns

CWD vs. LINK-USD - Drawdown Comparison

The maximum CWD drawdown since its inception was -99.48%, which is greater than LINK-USD's maximum drawdown of -90.19%. Use the drawdown chart below to compare losses from any high point for CWD and LINK-USD.


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Drawdown Indicators


CWDLINK-USDDifference

Max Drawdown

Largest peak-to-trough decline

-99.48%

-90.19%

-9.29%

Max Drawdown (1Y)

Largest decline over 1 year

-91.22%

-72.24%

-18.98%

Max Drawdown (3Y)

Largest decline over 3 years

-98.26%

-74.59%

-23.67%

Max Drawdown (5Y)

Largest decline over 5 years

-85.26%

Current Drawdown

Current decline from peak

-99.45%

-85.80%

-13.65%

Average Drawdown

Average peak-to-trough decline

-90.37%

-60.38%

-29.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

69.55%

50.80%

+18.75%

Volatility

CWD vs. LINK-USD - Volatility Comparison

CaliberCos Inc. Class A Common Stock (CWD) has a higher volatility of 26.17% compared to ChainLink (LINK-USD) at 15.45%. This indicates that CWD's price experiences larger fluctuations and is considered to be riskier than LINK-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CWDLINK-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.17%

15.45%

+10.72%

Volatility (6M)

Calculated over the trailing 6-month period

70.82%

44.81%

+26.01%

Volatility (1Y)

Calculated over the trailing 1-year period

379.78%

65.50%

+314.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

229.96%

75.62%

+154.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

229.96%

100.88%

+129.08%

Frequently Asked Questions


CWD and LINK-USD have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CWD has higher volatility (26.17%) compared to LINK-USD (15.45%). In terms of maximum drawdown, CWD dropped -99.48% vs LINK-USD's -90.19%.

CWD currently has the higher Sharpe Ratio (-0.20 vs -0.54), 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.

Portfolio Optimizer

Find the right allocation for CWD and LINK-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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