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 | 6.87% | 6.85% |
| 1Y Return | 14.56% | 51.56% |
| 3Y Return (Ann) | -5.57% | 18.80% |
| Sharpe Ratio | 1.16 | 1.35 |
| Daily Std Dev | 12.52% | 38.20% |
| Max Drawdown | -32.35% | -40.00% |
| Current Drawdown | -16.91% | -30.39% |
Correlation
The correlation between ISWN and CNM is 0.32, 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
The year-to-date returns for both stocks are quite close, with ISWN having a 6.87% return and CNM slightly lower at 6.85%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 2.80%, while CNM has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
ISWN Amplify BlackSwan ISWN ETF | 2.80% | 2.91% | 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 3.24%, while Core & Main, Inc. (CNM) has a volatility of 20.39%. 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.