IAG vs. CDC
Compare and contrast key facts about IAMGOLD Corporation (IAG) and VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC).
CDC is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory U.S. Large Cap High Dividend 100 Long/Cash Volatility Weighted Index. It was launched on Jul 2, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IAG or CDC.
Key characteristics
| IAG | CDC | |
|---|---|---|
| YTD Return | 96.84% | 18.87% |
| 1Y Return | 117.47% | 21.40% |
| 3Y Return (Ann) | 13.27% | 2.26% |
| 5Y Return (Ann) | 7.08% | 9.98% |
| 10Y Return (Ann) | 8.19% | 9.58% |
| Sharpe Ratio | 1.97 | 2.13 |
| Sortino Ratio | 2.75 | 3.01 |
| Omega Ratio | 1.33 | 1.39 |
| Calmar Ratio | 1.30 | 1.06 |
| Martin Ratio | 12.55 | 12.89 |
| Ulcer Index | 9.36% | 1.68% |
| Daily Std Dev | 59.66% | 10.14% |
| Max Drawdown | -95.55% | -21.37% |
| Current Drawdown | -77.28% | -2.70% |
Correlation
The correlation between IAG and CDC is 0.13, 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
IAG vs. CDC - Performance Comparison
In the year-to-date period, IAG achieves a 96.84% return, which is significantly higher than CDC's 18.87% return. Over the past 10 years, IAG has underperformed CDC with an annualized return of 8.19%, while CDC has yielded a comparatively higher 9.58% 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
IAG vs. CDC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for IAMGOLD Corporation (IAG) and VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC). 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
IAG vs. CDC - Dividend Comparison
IAG has not paid dividends to shareholders, while CDC's dividend yield for the trailing twelve months is around 3.21%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAG IAMGOLD Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.75% |
CDC VictoryShares US EQ Income Enhanced Volatility Wtd ETF | 3.21% | 4.24% | 3.48% | 2.66% | 2.49% | 3.04% | 3.37% | 2.81% | 2.99% | 3.17% | 1.20% | 0.00% |
Drawdowns
IAG vs. CDC - Drawdown Comparison
The maximum IAG drawdown since its inception was -95.55%, which is greater than CDC's maximum drawdown of -21.37%. Use the drawdown chart below to compare losses from any high point for IAG and CDC. For additional features, visit the drawdowns tool.
Volatility
IAG vs. CDC - Volatility Comparison
IAMGOLD Corporation (IAG) has a higher volatility of 21.84% compared to VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC) at 3.61%. This indicates that IAG's price experiences larger fluctuations and is considered to be riskier than CDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.