PortfoliosLab logoPortfoliosLab logo
LENS vs. CSHP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LENS vs. CSHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sarmaya Thematic ETF (LENS) and iShares Enhanced Short-Term Bond Active ETF (CSHP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LENS achieves a 2.62% return, which is significantly higher than CSHP's 1.83% return.


LENS

1D
-2.28%
1M
-9.94%
YTD
2.62%
6M
-0.39%
1Y
43.94%
3Y*
5Y*
10Y*

CSHP

1D
-0.03%
1M
0.27%
YTD
1.83%
6M
1.92%
1Y
3.94%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LENS vs. CSHP - Yearly Performance Comparison


2026 (YTD)2025
LENS
Sarmaya Thematic ETF
2.62%56.41%
CSHP
iShares Enhanced Short-Term Bond Active ETF
1.83%3.79%

Correlation

The correlation between LENS and CSHP is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.08

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2025

-0.01

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

LENS vs. CSHP — Risk / Return Rank

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

LENS
LENS Risk / Return Rank: 4545
Overall Rank
LENS Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
LENS Sortino Ratio Rank: 4141
Sortino Ratio Rank
LENS Omega Ratio Rank: 4949
Omega Ratio Rank
LENS Calmar Ratio Rank: 4444
Calmar Ratio Rank
LENS Martin Ratio Rank: 4040
Martin Ratio Rank

CSHP
CSHP Risk / Return Rank: 9999
Overall Rank
CSHP Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CSHP Sortino Ratio Rank: 9999
Sortino Ratio Rank
CSHP Omega Ratio Rank: 9999
Omega Ratio Rank
CSHP Calmar Ratio Rank: 100100
Calmar Ratio Rank
CSHP Martin Ratio Rank: 100100
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.

LENS vs. CSHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sarmaya Thematic ETF (LENS) and iShares Enhanced Short-Term Bond Active ETF (CSHP). 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.


LENSCSHPDifference
Sharpe ratioReturn per unit of total volatility

-9.49

Sortino ratioReturn per unit of downside risk

-25.62

Omega ratioGain probability vs. loss probability

1.29

6.46

-5.17

Calmar ratioReturn relative to maximum drawdown

2.03

65.45

-63.42

Martin ratioReturn relative to average drawdown

5.91

381.67

-375.76

LENS vs. CSHP - Sharpe Ratio Comparison

The current LENS Sharpe Ratio is 1.60, which is lower than the CSHP Sharpe Ratio of 11.09. The chart below compares the historical Sharpe Ratios of LENS and CSHP, 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

LENS vs. CSHP - Drawdown Comparison

The maximum LENS drawdown since its inception was -21.79%, which is greater than CSHP's maximum drawdown of -0.08%. Use the drawdown chart below to compare losses from any high point for LENS and CSHP.


Loading charts...

Drawdown Indicators


LENSCSHPDifference

Max Drawdown

Largest peak-to-trough decline

-21.79%

-0.08%

-21.71%

Max Drawdown (1Y)

Largest decline over 1 year

-21.79%

-0.06%

-21.73%

Current Drawdown

Current decline from peak

-21.79%

-0.04%

-21.75%

Average Drawdown

Average peak-to-trough decline

-4.24%

-0.00%

-4.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.46%

0.01%

+7.45%

Volatility

LENS vs. CSHP - Volatility Comparison

Sarmaya Thematic ETF (LENS) has a higher volatility of 8.43% compared to iShares Enhanced Short-Term Bond Active ETF (CSHP) at 0.16%. This indicates that LENS's price experiences larger fluctuations and is considered to be riskier than CSHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LENSCSHPDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.43%

0.16%

+8.27%

Volatility (6M)

Calculated over the trailing 6-month period

23.15%

0.27%

+22.88%

Volatility (1Y)

Calculated over the trailing 1-year period

27.68%

0.36%

+27.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.88%

0.41%

+25.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.88%

0.41%

+25.47%

LENS vs. CSHP - Expense Ratio Comparison

LENS has a 0.79% expense ratio, which is higher than CSHP's 0.20% expense ratio.


Dividends

LENS vs. CSHP - Dividend Comparison

LENS's dividend yield for the trailing twelve months is around 1.56%, less than CSHP's 3.91% yield.


PositionTTM20252024
CSHP
iShares Enhanced Short-Term Bond Active ETF
3.91%5.39%1.96%
LENS
Sarmaya Thematic ETF
1.56%1.60%0.00%

Frequently Asked Questions


LENS and CSHP have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LENS has higher volatility (8.43%) compared to CSHP (0.16%). In terms of maximum drawdown, LENS dropped -21.79% vs CSHP's -0.08%.

On 1-year performance, LENS leads with 43.94% vs 3.94% for CSHP. On fees, CSHP is cheaper at 0.20% per year. On volatility, CSHP has been the lower-risk option at 0.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, LENS has performed better with a 43.94% return vs 3.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CSHP is cheaper with a 0.20% expense ratio, compared with 0.79% for LENS.

CSHP has the higher dividend yield at 3.91%, compared with 1.56% for LENS.

LENS is categorized as Global Equities, while CSHP is Ultrashort Bond. They also come from different issuers: Sarmaya Partners and iShares. Their fees differ too: 0.79% for LENS and 0.20% for CSHP.

CSHP currently has the higher Sharpe Ratio (11.09 vs 1.60), 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 LENS and CSHP

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