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MBCC vs. CNAV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MBCC vs. CNAV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Monarch Blue Chips Core Index ETF (MBCC) and Mohr Company Nav ETF (CNAV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MBCC

1D
0.00%
1M
0.00%
6M
YTD
1Y
3Y*
5Y*
10Y*

CNAV

1D
-4.55%
1M
0.84%
6M
30.20%
YTD
35.28%
1Y
53.71%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MBCC vs. CNAV - Yearly Performance Comparison


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Return for Risk

MBCC vs. CNAV — Risk / Return Rank

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

MBCC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


CNAV
CNAV Risk / Return Rank: 7070
Overall Rank
CNAV Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
CNAV Sortino Ratio Rank: 5454
Sortino Ratio Rank
CNAV Omega Ratio Rank: 6060
Omega Ratio Rank
CNAV Calmar Ratio Rank: 8787
Calmar Ratio Rank
CNAV Martin Ratio Rank: 8787
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.

MBCC vs. CNAV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Monarch Blue Chips Core Index ETF (MBCC) and Mohr Company Nav ETF (CNAV). 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.


MBCCCNAVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

4.08

Martin ratioReturn relative to average drawdown

15.00

MBCC vs. CNAV - Sharpe Ratio Comparison


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Drawdowns

MBCC vs. CNAV - Drawdown Comparison

The maximum MBCC drawdown since its inception was 0.00%, smaller than the maximum CNAV drawdown of -30.06%. Use the drawdown chart below to compare losses from any high point for MBCC and CNAV.


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Drawdown Indicators


MBCCCNAVDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-30.06%

+30.06%

Max Drawdown (1Y)

Largest decline over 1 year

-13.24%

Current Drawdown

Current decline from peak

0.00%

-13.24%

+13.24%

Average Drawdown

Average peak-to-trough decline

0.00%

-5.41%

+5.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

Volatility

MBCC vs. CNAV - Volatility Comparison


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Volatility by Period


MBCCCNAVDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.03%

Volatility (6M)

Calculated over the trailing 6-month period

28.61%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

31.47%

-31.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

30.29%

-30.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

30.29%

-30.29%

MBCC vs. CNAV - Expense Ratio Comparison

MBCC has a 1.14% expense ratio, which is lower than CNAV's 1.31% expense ratio.


Dividends

MBCC vs. CNAV - Dividend Comparison

Neither MBCC nor CNAV has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, MBCC is cheaper at 1.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MBCC is cheaper with a 1.14% expense ratio, compared with 1.31% for CNAV.

MBCC and CNAV have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Monarch and Mohr. Their fees differ too: 1.14% for MBCC and 1.31% for CNAV.

Portfolio Optimizer

Find the right allocation for MBCC and CNAV

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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