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EIXIX vs. BYDDY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


EIXIXBYDDY
YTD Return-0.24%7.56%
1Y Return-1.88%-13.99%
3Y Return (Ann)-2.62%0.90%
5Y Return (Ann)0.88%38.75%
Sharpe Ratio-0.58-0.31
Daily Std Dev3.05%33.93%
Max Drawdown-13.76%-87.26%
Current Drawdown-9.39%-29.71%

Correlation

-0.50.00.51.00.0

The correlation between EIXIX and BYDDY is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

EIXIX vs. BYDDY - Performance Comparison

In the year-to-date period, EIXIX achieves a -0.24% return, which is significantly lower than BYDDY's 7.56% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
0.19%
10.49%
EIXIX
BYDDY

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Catalyst Enhanced Income Strategy Fund

BYD Co Ltd ADR

Risk-Adjusted Performance

EIXIX vs. BYDDY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Catalyst Enhanced Income Strategy Fund (EIXIX) and BYD Co Ltd ADR (BYDDY). 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.


EIXIX
Sharpe ratio
The chart of Sharpe ratio for EIXIX, currently valued at -0.58, compared to the broader market-1.000.001.002.003.004.00-0.58
Sortino ratio
The chart of Sortino ratio for EIXIX, currently valued at -0.75, compared to the broader market0.005.0010.00-0.75
Omega ratio
The chart of Omega ratio for EIXIX, currently valued at 0.91, compared to the broader market1.002.003.004.000.91
Calmar ratio
The chart of Calmar ratio for EIXIX, currently valued at -0.16, compared to the broader market0.005.0010.0015.00-0.16
Martin ratio
The chart of Martin ratio for EIXIX, currently valued at -0.86, compared to the broader market0.0020.0040.0060.0080.00-0.86
BYDDY
Sharpe ratio
The chart of Sharpe ratio for BYDDY, currently valued at -0.31, compared to the broader market-1.000.001.002.003.004.00-0.31
Sortino ratio
The chart of Sortino ratio for BYDDY, currently valued at -0.24, compared to the broader market0.005.0010.00-0.24
Omega ratio
The chart of Omega ratio for BYDDY, currently valued at 0.97, compared to the broader market1.002.003.004.000.97
Calmar ratio
The chart of Calmar ratio for BYDDY, currently valued at -0.22, compared to the broader market0.005.0010.0015.00-0.22
Martin ratio
The chart of Martin ratio for BYDDY, currently valued at -0.52, compared to the broader market0.0020.0040.0060.0080.00-0.52

EIXIX vs. BYDDY - Sharpe Ratio Comparison

The current EIXIX Sharpe Ratio is -0.58, which is lower than the BYDDY Sharpe Ratio of -0.31. The chart below compares the 12-month rolling Sharpe Ratio of EIXIX and BYDDY.


Rolling 12-month Sharpe Ratio-1.00-0.500.002024FebruaryMarchAprilMayJune
-0.58
-0.31
EIXIX
BYDDY

Dividends

EIXIX vs. BYDDY - Dividend Comparison

EIXIX's dividend yield for the trailing twelve months is around 9.43%, more than BYDDY's 1.47% yield.


TTM2023202220212020201920182017201620152014
EIXIX
Catalyst Enhanced Income Strategy Fund
9.43%8.57%6.69%7.11%5.65%4.00%0.00%0.00%0.00%0.00%0.00%
BYDDY
BYD Co Ltd ADR
1.47%0.59%0.06%0.07%0.03%0.59%0.34%0.30%1.03%0.00%0.21%

Drawdowns

EIXIX vs. BYDDY - Drawdown Comparison

The maximum EIXIX drawdown since its inception was -13.76%, smaller than the maximum BYDDY drawdown of -87.26%. Use the drawdown chart below to compare losses from any high point for EIXIX and BYDDY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%2024FebruaryMarchAprilMayJune
-9.39%
-29.71%
EIXIX
BYDDY

Volatility

EIXIX vs. BYDDY - Volatility Comparison

The current volatility for Catalyst Enhanced Income Strategy Fund (EIXIX) is 0.99%, while BYD Co Ltd ADR (BYDDY) has a volatility of 11.70%. This indicates that EIXIX experiences smaller price fluctuations and is considered to be less risky than BYDDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%2024FebruaryMarchAprilMayJune
0.99%
11.70%
EIXIX
BYDDY