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ISWN vs. CNM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISWN vs. CNM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify BlackSwan ISWN ETF (ISWN) and Core & Main, Inc. (CNM). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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)20252024202320222021
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

Compare historical risk-adjusted metric ranks over the past 12 months.

ISWN
ISWN Risk / Return Rank: 4141
Overall Rank
ISWN Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
ISWN Sortino Ratio Rank: 4242
Sortino Ratio Rank
ISWN Omega Ratio Rank: 4141
Omega Ratio Rank
ISWN Calmar Ratio Rank: 4040
Calmar Ratio Rank
ISWN Martin Ratio Rank: 4040
Martin Ratio Rank

CNM
CNM Risk / Return Rank: 1212
Overall Rank
CNM Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
CNM Sortino Ratio Rank: 1515
Sortino Ratio Rank
CNM Omega Ratio Rank: 1313
Omega Ratio Rank
CNM Calmar Ratio Rank: 1111
Calmar Ratio Rank
CNM Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


ISWNCNMDifference
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

ISWN vs. CNM - Sharpe Ratio Comparison

The current ISWN Sharpe Ratio is 1.05, which is higher than the CNM Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of ISWN and CNM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


ISWNCNMDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.48%

-34.35%

+30.87%

Average Drawdown

Average peak-to-trough decline

-15.81%

-17.56%

+1.75%

Ulcer Index

Depth 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


ISWNCNMDifference

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.


PositionTTM20252024202320222021
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.

Portfolio Optimizer

Find the right allocation for ISWN and CNM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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