ISWN vs. CNM
Compare and contrast key facts about Amplify BlackSwan ISWN ETF (ISWN) and Core & Main, Inc. (CNM).
ISWN is a passively managed fund by Amplify that tracks the performance of the S-Network International BlackSwan. It was launched on Jan 25, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ISWN or CNM.
Key characteristics
| ISWN | CNM | |
|---|---|---|
| YTD Return | -0.26% | 5.74% |
| 1Y Return | 10.84% | 35.87% |
| 3Y Return (Ann) | -7.47% | 12.94% |
| Sharpe Ratio | 0.86 | 0.90 |
| Sortino Ratio | 1.29 | 1.27 |
| Omega Ratio | 1.15 | 1.20 |
| Calmar Ratio | 0.36 | 0.89 |
| Martin Ratio | 3.62 | 2.09 |
| Ulcer Index | 3.00% | 16.56% |
| Daily Std Dev | 12.72% | 38.78% |
| Max Drawdown | -32.35% | -40.00% |
| Current Drawdown | -22.45% | -31.11% |
Correlation
The correlation between ISWN and CNM is 0.33, 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
ISWN vs. CNM - Performance Comparison
In the year-to-date period, ISWN achieves a -0.26% return, which is significantly lower than CNM's 5.74% 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
ISWN vs. CNM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify BlackSwan ISWN ETF (ISWN) and Core & Main, Inc. (CNM). 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
ISWN vs. CNM - Dividend Comparison
ISWN's dividend yield for the trailing twelve months is around 3.08%, while CNM has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
ISWN Amplify BlackSwan ISWN ETF | 3.08% | 2.90% | 2.00% | 0.76% |
CNM Core & Main, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ISWN vs. CNM - Drawdown Comparison
The maximum ISWN drawdown since its inception was -32.35%, smaller than the maximum CNM drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for ISWN and CNM. For additional features, visit the drawdowns tool.
Volatility
ISWN vs. CNM - Volatility Comparison
The current volatility for Amplify BlackSwan ISWN ETF (ISWN) is 3.82%, while Core & Main, Inc. (CNM) has a volatility of 10.64%. This indicates that ISWN experiences smaller price fluctuations and is considered to be less risky than CNM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.