HSBK.L vs. CGW
Compare and contrast key facts about Halyk Bank AO DRC (HSBK.L) and Invesco S&P Global Water Index ETF (CGW).
CGW is a passively managed fund by Invesco that tracks the performance of the S&P Global Water Index. It was launched on May 14, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HSBK.L or CGW.
Key characteristics
| HSBK.L | CGW | |
|---|---|---|
| YTD Return | 52.14% | 10.02% |
| 1Y Return | 66.56% | 19.56% |
| 3Y Return (Ann) | 16.57% | 0.32% |
| 5Y Return (Ann) | 23.32% | 9.81% |
| 10Y Return (Ann) | 19.06% | 9.17% |
| Sharpe Ratio | 2.72 | 1.43 |
| Sortino Ratio | 4.04 | 2.06 |
| Omega Ratio | 1.63 | 1.25 |
| Calmar Ratio | 4.51 | 1.14 |
| Martin Ratio | 10.57 | 6.56 |
| Ulcer Index | 5.96% | 2.98% |
| Daily Std Dev | 23.15% | 13.70% |
| Max Drawdown | -93.79% | -57.24% |
| Current Drawdown | -3.31% | -4.71% |
Correlation
The correlation between HSBK.L and CGW is 0.11, 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
HSBK.L vs. CGW - Performance Comparison
In the year-to-date period, HSBK.L achieves a 52.14% return, which is significantly higher than CGW's 10.02% return. Over the past 10 years, HSBK.L has outperformed CGW with an annualized return of 19.06%, while CGW has yielded a comparatively lower 9.17% annualized 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
HSBK.L vs. CGW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Halyk Bank AO DRC (HSBK.L) and Invesco S&P Global Water Index ETF (CGW). 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
HSBK.L vs. CGW - Dividend Comparison
HSBK.L's dividend yield for the trailing twelve months is around 11.69%, more than CGW's 1.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSBK.L Halyk Bank AO DRC | 11.69% | 15.54% | 9.87% | 9.56% | 13.66% | 8.12% | 7.05% | 0.00% | 0.00% | 13.23% | 4.12% | 2.69% |
CGW Invesco S&P Global Water Index ETF | 1.41% | 1.55% | 1.45% | 1.59% | 1.41% | 1.48% | 2.14% | 1.71% | 1.65% | 1.67% | 1.77% | 1.52% |
Drawdowns
HSBK.L vs. CGW - Drawdown Comparison
The maximum HSBK.L drawdown since its inception was -93.79%, which is greater than CGW's maximum drawdown of -57.24%. Use the drawdown chart below to compare losses from any high point for HSBK.L and CGW. For additional features, visit the drawdowns tool.
Volatility
HSBK.L vs. CGW - Volatility Comparison
Halyk Bank AO DRC (HSBK.L) has a higher volatility of 6.43% compared to Invesco S&P Global Water Index ETF (CGW) at 3.85%. This indicates that HSBK.L's price experiences larger fluctuations and is considered to be riskier than CGW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.