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ICD vs. YALL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ICD and YALL is 0.12, 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

ICD vs. YALL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Independence Contract Drilling, Inc. (ICD) and God Bless America ETF (YALL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


ICD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

YALL

YTD

6.09%

1M

6.66%

6M

0.64%

1Y

22.25%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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God Bless America ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ICD vs. YALL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ICD
The Risk-Adjusted Performance Rank of ICD is 22
Overall Rank
The Sharpe Ratio Rank of ICD is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of ICD is 11
Sortino Ratio Rank
The Omega Ratio Rank of ICD is 11
Omega Ratio Rank
The Calmar Ratio Rank of ICD is 44
Calmar Ratio Rank
The Martin Ratio Rank of ICD is 11
Martin Ratio Rank

YALL
The Risk-Adjusted Performance Rank of YALL is 8080
Overall Rank
The Sharpe Ratio Rank of YALL is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of YALL is 8181
Sortino Ratio Rank
The Omega Ratio Rank of YALL is 7979
Omega Ratio Rank
The Calmar Ratio Rank of YALL is 8282
Calmar Ratio Rank
The Martin Ratio Rank of YALL is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ICD vs. YALL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Independence Contract Drilling, Inc. (ICD) and God Bless America ETF (YALL). 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.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ICD vs. YALL - Dividend Comparison

ICD has not paid dividends to shareholders, while YALL's dividend yield for the trailing twelve months is around 0.47%.


TTM202420232022
ICD
Independence Contract Drilling, Inc.
0.00%0.00%0.00%0.00%
YALL
God Bless America ETF
0.47%0.50%3.51%0.19%

Drawdowns

ICD vs. YALL - Drawdown Comparison


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ICD vs. YALL - Volatility Comparison


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