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

Key characteristics


EIXIXBYDDY
YTD Return-0.47%11.61%
1Y Return-1.80%-6.26%
3Y Return (Ann)-2.68%1.68%
5Y Return (Ann)0.79%38.89%
Sharpe Ratio-0.69-0.28
Daily Std Dev3.07%33.44%
Max Drawdown-13.76%-87.26%
Current Drawdown-9.60%-27.06%

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 -0.47% return, which is significantly lower than BYDDY's 11.61% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%2024FebruaryMarchAprilMayJune
17.94%
386.27%
EIXIX
BYDDY

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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 -0.69, compared to the broader market-1.000.001.002.003.004.00-0.69
Sortino ratio
The chart of Sortino ratio for EIXIX, currently valued at -0.89, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.89
Omega ratio
The chart of Omega ratio for EIXIX, currently valued at 0.89, compared to the broader market1.002.003.000.89
Calmar ratio
The chart of Calmar ratio for EIXIX, currently valued at -0.19, compared to the broader market0.005.0010.0015.00-0.19
Martin ratio
The chart of Martin ratio for EIXIX, currently valued at -1.07, compared to the broader market0.0020.0040.0060.0080.00-1.07
BYDDY
Sharpe ratio
The chart of Sharpe ratio for BYDDY, currently valued at -0.28, compared to the broader market-1.000.001.002.003.004.00-0.28
Sortino ratio
The chart of Sortino ratio for BYDDY, currently valued at -0.19, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.19
Omega ratio
The chart of Omega ratio for BYDDY, currently valued at 0.98, compared to the broader market1.002.003.000.98
Calmar ratio
The chart of Calmar ratio for BYDDY, currently valued at -0.20, compared to the broader market0.005.0010.0015.00-0.20
Martin ratio
The chart of Martin ratio for BYDDY, currently valued at -0.45, compared to the broader market0.0020.0040.0060.0080.00-0.45

EIXIX vs. BYDDY - Sharpe Ratio Comparison

The current EIXIX Sharpe Ratio is -0.69, which is lower than the BYDDY Sharpe Ratio of -0.28. The chart below compares the 12-month rolling Sharpe Ratio of EIXIX and BYDDY.


Rolling 12-month Sharpe Ratio-1.00-0.500.002024FebruaryMarchAprilMayJune
-0.69
-0.28
EIXIX
BYDDY

Dividends

EIXIX vs. BYDDY - Dividend Comparison

EIXIX's dividend yield for the trailing twelve months is around 9.45%, more than BYDDY's 1.42% yield.


TTM2023202220212020201920182017201620152014
EIXIX
Catalyst Enhanced Income Strategy Fund
9.45%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
1.42%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
-9.60%
-27.06%
EIXIX
BYDDY

Volatility

EIXIX vs. BYDDY - Volatility Comparison

The current volatility for Catalyst Enhanced Income Strategy Fund (EIXIX) is 1.03%, while BYD Co Ltd ADR (BYDDY) has a volatility of 9.59%. 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
1.03%
9.59%
EIXIX
BYDDY