CWS vs. TOL
CWS (AdvisorShares Focused Equity ETF) is Large Cap Growth Equities fund actively managed by AdvisorShares, while TOL (Toll Brothers, Inc.) is a stock. Over the past 5 years, CWS returned 8.30%/yr vs 23.24%/yr for TOL. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
CWS vs. TOL - Performance Comparison
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Returns By Period
In the year-to-date period, CWS achieves a -1.59% return, which is significantly lower than TOL's 12.77% return.
CWS
- 1D
- 0.63%
- 1M
- 0.65%
- YTD
- -1.59%
- 6M
- -3.32%
- 1Y
- 0.54%
- 3Y*
- 9.38%
- 5Y*
- 8.30%
- 10Y*
- —
TOL
- 1D
- -2.41%
- 1M
- 13.09%
- YTD
- 12.77%
- 6M
- 9.18%
- 1Y
- 41.35%
- 3Y*
- 26.98%
- 5Y*
- 23.24%
- 10Y*
- 20.27%
CWS vs. TOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CWS AdvisorShares Focused Equity ETF | -1.59% | 6.43% | 9.82% | 25.06% | -10.42% | 22.20% | 17.12% | 30.97% | -6.46% | 20.92% |
TOL Toll Brothers, Inc. | 12.77% | 8.28% | 23.45% | 108.62% | -29.97% | 68.43% | 11.53% | 21.40% | -30.69% | 55.85% |
Correlation
The correlation between CWS and TOL is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2016 | 0.51 |
The correlation between CWS and TOL has been stable across timeframes, ranging from 0.51 to 0.60 - a consistent structural relationship.
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Return for Risk
CWS vs. TOL — Risk / Return Rank
CWS
TOL
CWS vs. TOL - Risk-Adjusted Trends 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.
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.
| CWS | TOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.23 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.05 | 1.65 | -1.61 |
| Martin ratioReturn relative to average drawdown | 0.11 | 4.09 | -3.98 |
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Drawdowns
CWS vs. TOL - Drawdown Comparison
The maximum CWS drawdown since its inception was -33.82%, smaller than the maximum TOL drawdown of -76.39%. Use the drawdown chart below to compare losses from any high point for CWS and TOL.
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Drawdown Indicators
| CWS | TOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.82% | -76.39% | +42.57% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -25.13% | +13.21% |
Max Drawdown (3Y)Largest decline over 3 years | -16.56% | -45.97% | +29.41% |
Max Drawdown (5Y)Largest decline over 5 years | -24.87% | -45.97% | +21.10% |
Max Drawdown (10Y)Largest decline over 10 years | — | -73.11% | — |
Current DrawdownCurrent decline from peak | -6.02% | -8.38% | +2.36% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -32.25% | +27.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.75% | 10.13% | -5.38% |
Volatility
CWS vs. TOL - Volatility Comparison
The current volatility for AdvisorShares Focused Equity ETF (CWS) is 3.98%, while Toll Brothers, Inc. (TOL) has a volatility of 11.44%. 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.
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Volatility by Period
| CWS | TOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 11.44% | -7.46% |
Volatility (6M)Calculated over the trailing 6-month period | 10.40% | 25.99% | -15.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.50% | 34.94% | -21.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.68% | 36.14% | -20.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 41.20% | -24.30% |
Dividends
CWS vs. TOL - Dividend Comparison
CWS's dividend yield for the trailing twelve months is around 0.31%, less than TOL's 0.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
CWS AdvisorShares Focused Equity ETF | 0.31% | 0.31% | 0.59% | 0.25% | 0.50% | 0.16% | 0.27% | 0.39% | 2.07% | 0.29% | 0.03% |
TOL Toll Brothers, Inc. | 0.66% | 0.72% | 0.71% | 0.81% | 1.54% | 0.86% | 1.01% | 1.11% | 1.25% | 0.50% | 0.00% |
Frequently Asked Questions
CWS and TOL have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TOL has higher volatility (11.44%) compared to CWS (3.98%). In terms of maximum drawdown, CWS dropped -33.82% vs TOL's -76.39%.
TOL currently has the higher Sharpe Ratio (1.19 vs 0.04), 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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