CWS vs. TOL
Compare and contrast key facts about AdvisorShares Focused Equity ETF (CWS) and Toll Brothers, Inc. (TOL).
CWS is an actively managed fund by AdvisorShares. It was launched on Sep 20, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CWS or TOL.
Key characteristics
| CWS | TOL | |
|---|---|---|
| YTD Return | 2.24% | 16.33% |
| 1Y Return | 18.89% | 90.36% |
| 3Y Return (Ann) | 9.11% | 25.52% |
| 5Y Return (Ann) | 13.04% | 27.14% |
| Sharpe Ratio | 1.53 | 2.73 |
| Daily Std Dev | 12.80% | 32.33% |
| Max Drawdown | -33.82% | -85.43% |
| Current Drawdown | -4.77% | -7.76% |
Correlation
The correlation between CWS and TOL is 0.49, 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
CWS vs. TOL - Performance Comparison
In the year-to-date period, CWS achieves a 2.24% return, which is significantly lower than TOL's 16.33% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CWS vs. TOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Focused Equity ETF (CWS) and Toll Brothers, Inc. (TOL). 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.
Dividends
CWS vs. TOL - Dividend Comparison
CWS's dividend yield for the trailing twelve months is around 0.24%, less than TOL's 0.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
CWS AdvisorShares Focused Equity ETF | 0.24% | 0.25% | 0.50% | 0.16% | 0.27% | 0.39% | 2.61% | 0.29% | 0.03% |
TOL Toll Brothers, Inc. | 0.72% | 0.81% | 1.54% | 0.86% | 1.01% | 1.11% | 1.25% | 0.50% | 0.00% |
Drawdowns
CWS vs. TOL - Drawdown Comparison
The maximum CWS drawdown since its inception was -33.82%, smaller than the maximum TOL drawdown of -85.43%. Use the drawdown chart below to compare losses from any high point for CWS and TOL. For additional features, visit the drawdowns tool.
Volatility
CWS vs. TOL - Volatility Comparison
The current volatility for AdvisorShares Focused Equity ETF (CWS) is 3.44%, while Toll Brothers, Inc. (TOL) has a volatility of 10.02%. This indicates that CWS experiences smaller price fluctuations and is considered to be less risky than TOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.