CX vs. ILF
Compare and contrast key facts about CEMEX, S.A.B. de C.V. (CX) and iShares Latin American 40 ETF (ILF).
ILF is a passively managed fund by iShares that tracks the performance of the S&P Latin America 40 Index. It was launched on Oct 25, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CX or ILF.
Performance
CX vs. ILF - Performance Comparison
Returns By Period
In the year-to-date period, CX achieves a -29.21% return, which is significantly lower than ILF's -15.68% return. Over the past 10 years, CX has underperformed ILF with an annualized return of -6.77%, while ILF has yielded a comparatively higher 0.04% annualized return.
CX
-29.21%
-6.68%
-27.71%
-18.84%
8.75%
-6.77%
ILF
-15.68%
-5.24%
-11.09%
-9.06%
0.07%
0.04%
Key characteristics
| CX | ILF | |
|---|---|---|
| Sharpe Ratio | -0.53 | -0.51 |
| Sortino Ratio | -0.56 | -0.61 |
| Omega Ratio | 0.93 | 0.93 |
| Calmar Ratio | -0.24 | -0.30 |
| Martin Ratio | -0.83 | -1.04 |
| Ulcer Index | 23.67% | 8.70% |
| Daily Std Dev | 36.79% | 17.54% |
| Max Drawdown | -93.80% | -67.48% |
| Current Drawdown | -79.12% | -28.39% |
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Correlation
The correlation between CX and ILF is 0.60, 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.
Risk-Adjusted Performance
CX vs. ILF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CEMEX, S.A.B. de C.V. (CX) and iShares Latin American 40 ETF (ILF). 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
CX vs. ILF - Dividend Comparison
CX's dividend yield for the trailing twelve months is around 0.77%, less than ILF's 6.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CX CEMEX, S.A.B. de C.V. | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% | 2.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ILF iShares Latin American 40 ETF | 6.38% | 4.61% | 12.72% | 8.47% | 1.88% | 3.09% | 3.12% | 1.81% | 1.59% | 3.25% | 2.32% | 3.32% |
Drawdowns
CX vs. ILF - Drawdown Comparison
The maximum CX drawdown since its inception was -93.80%, which is greater than ILF's maximum drawdown of -67.48%. Use the drawdown chart below to compare losses from any high point for CX and ILF. For additional features, visit the drawdowns tool.
Volatility
CX vs. ILF - Volatility Comparison
CEMEX, S.A.B. de C.V. (CX) has a higher volatility of 16.68% compared to iShares Latin American 40 ETF (ILF) at 4.25%. This indicates that CX's price experiences larger fluctuations and is considered to be riskier than ILF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.