ISWN vs. CNM
ISWN (Amplify BlackSwan ISWN ETF) is Options Trading fund tracking the S-Network International BlackSwan, while CNM (Core & Main, Inc.) is a stock. Over the past 5 years, ISWN returned -0.39%/yr vs 10.66%/yr for CNM. Their 0.35 correlation means their historical movements had little consistent relationship.
Performance
ISWN vs. CNM - Performance Comparison
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Returns By Period
In the year-to-date period, ISWN achieves a 4.88% return, which is significantly higher than CNM's -15.39% return.
ISWN
- 1D
- -0.78%
- 1M
- -0.36%
- 6M
- 1.64%
- YTD
- 4.88%
- 1Y
- 12.65%
- 3Y*
- 8.59%
- 5Y*
- -0.39%
- 10Y*
- —
- ALL TIME*
- 0.19%
CNM
- 1D
- 1.01%
- 1M
- -2.14%
- 6M
- -17.60%
- YTD
- -15.39%
- 1Y
- -29.85%
- 3Y*
- 11.37%
- 5Y*
- 10.66%
- 10Y*
- —
- ALL TIME*
- 16.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $75.09M | $87.68M | $113.43M | |
| $43.70K | $37.63K | $41.07K |
ISWN vs. CNM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ISWN Amplify BlackSwan ISWN ETF | 4.88% | 23.23% | -3.96% | 8.19% | -24.93% | -1.77% |
CNM Core & Main, Inc. | -15.39% | 2.08% | 25.98% | 109.27% | -36.35% | 51.70% |
Correlation
The correlation between ISWN and CNM is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.39 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2021 | 0.35 |
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Return for Risk
ISWN vs. CNM — Risk / Return Rank
ISWN
CNM
ISWN vs. CNM - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ISWN | CNM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.80 | ||
| Sortino ratioReturn per unit of downside risk | +2.37 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.88 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.40 | -0.84 | +2.25 |
| Martin ratioReturn relative to average drawdown | 4.25 | -1.32 | +5.57 |
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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.
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Drawdown Indicators
| ISWN | CNM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.35% | -40.00% | +7.65% |
Max Drawdown (1Y)Largest decline over 1 year | -9.63% | -36.74% | +27.11% |
Max Drawdown (3Y)Largest decline over 3 years | -13.77% | -38.74% | +24.97% |
Max Drawdown (5Y)Largest decline over 5 years | -32.35% | -40.00% | +7.65% |
Current DrawdownCurrent decline from peak | -3.48% | -34.35% | +30.87% |
Average DrawdownAverage peak-to-trough decline | -15.81% | -17.56% | +1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 23.50% | -20.33% |
Volatility
ISWN vs. CNM - Volatility Comparison
The current volatility for Amplify BlackSwan ISWN ETF (ISWN) is 3.96%, while Core & Main, Inc. (CNM) has a volatility of 8.17%. 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.
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Volatility by Period
| ISWN | CNM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 8.17% | -4.21% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 23.86% | -12.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.90% | 41.06% | -28.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.92% | 39.50% | -27.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.68% | 40.58% | -28.90% |
Dividends
ISWN vs. CNM - Dividend Comparison
ISWN's dividend yield for the trailing twelve months is around 2.87%, while CNM has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
CNM Core & Main, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ISWN Amplify BlackSwan ISWN ETF | 2.87% | 2.89% | 3.27% | 2.91% | 2.00% | 0.76% |
Frequently Asked Questions
ISWN and CNM have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CNM has higher volatility (8.17%) compared to ISWN (3.96%). In terms of maximum drawdown, ISWN dropped -32.35% vs CNM's -40.00%.
ISWN currently has the higher Sharpe Ratio (1.05 vs -0.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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