PortfoliosLab logoPortfoliosLab logo
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.

Loading charts...

Returns By Period

In the year-to-date period, ISWN achieves a 4.89% return, which is significantly higher than CNM's -11.76% return.


ISWN

1D
0.23%
1M
0.19%
6M
2.96%
YTD
4.89%
1Y
12.70%
3Y*
9.03%
5Y*
-0.23%
10Y*

CNM

1D
1.44%
1M
-5.11%
6M
-19.02%
YTD
-11.76%
1Y
-25.53%
3Y*
13.54%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISWN vs. CNM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ISWN
Amplify BlackSwan ISWN ETF
4.89%23.23%-3.96%8.19%-24.93%-1.77%
CNM
Core & Main, Inc.
-11.76%2.08%25.98%109.27%-36.35%51.70%

Correlation

The correlation between ISWN and CNM is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Jul 22, 2021

0.35

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ISWN vs. CNM — Risk / Return Rank

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

ISWN
ISWN Risk / Return Rank: 2929
Overall Rank
ISWN Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
ISWN Sortino Ratio Rank: 2828
Sortino Ratio Rank
ISWN Omega Ratio Rank: 2828
Omega Ratio Rank
ISWN Calmar Ratio Rank: 2929
Calmar Ratio Rank
ISWN Martin Ratio Rank: 3131
Martin Ratio Rank

CNM
CNM Risk / Return Rank: 1616
Overall Rank
CNM Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CNM Sortino Ratio Rank: 1919
Sortino Ratio Rank
CNM Omega Ratio Rank: 1717
Omega Ratio Rank
CNM Calmar Ratio Rank: 1414
Calmar Ratio Rank
CNM Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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

+1.53

Sortino ratioReturn per unit of downside risk

+1.96

Omega ratioGain probability vs. loss probability

1.16

0.90

+0.26

Calmar ratioReturn relative to maximum drawdown

1.17

-0.78

+1.95

Martin ratioReturn relative to average drawdown

3.71

-1.20

+4.91

ISWN vs. CNM - Sharpe Ratio Comparison

The current ISWN Sharpe Ratio is 0.88, which is higher than the CNM Sharpe Ratio of -0.65. 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.


Loading charts...

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.


Loading charts...

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%

-33.88%

+24.25%

Max Drawdown (3Y)

Largest decline over 3 years

-13.77%

-38.74%

+24.97%

Max Drawdown (5Y)

Largest decline over 5 years

-32.35%

Current Drawdown

Current decline from peak

-3.47%

-31.53%

+28.06%

Average Drawdown

Average peak-to-trough decline

-15.94%

-17.36%

+1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

21.98%

-18.93%

Volatility

ISWN vs. CNM - Volatility Comparison

The current volatility for Amplify BlackSwan ISWN ETF (ISWN) is 4.52%, while Core & Main, Inc. (CNM) has a volatility of 12.51%. 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.


Loading charts...

Volatility by Period


ISWNCNMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

12.51%

-7.99%

Volatility (6M)

Calculated over the trailing 6-month period

11.06%

24.13%

-13.07%

Volatility (1Y)

Calculated over the trailing 1-year period

12.84%

40.73%

-27.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.85%

40.68%

-28.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.66%

40.68%

-29.02%

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 (12.51%) compared to ISWN (4.52%). In terms of maximum drawdown, ISWN dropped -32.35% vs CNM's -40.00%.

ISWN currently has the higher Sharpe Ratio (0.88 vs -0.65), 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.

Open Portfolio Optimizer