OLN vs. CAAMX
Compare and contrast key facts about Olin Corporation (OLN) and Invesco Select Risk: Moderately Conservative Investor Fund (CAAMX).
CAAMX is managed by Invesco. It was launched on Apr 28, 2005.
Performance
OLN vs. CAAMX - Performance Comparison
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OLN vs. CAAMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OLN Olin Corporation | 43.86% | -36.15% | -36.29% | 3.46% | -6.63% | 138.55% | 50.81% | -10.77% | -41.88% | 42.51% |
CAAMX Invesco Select Risk: Moderately Conservative Investor Fund | -1.36% | 11.19% | 6.17% | 9.83% | -16.68% | 7.30% | 10.23% | 14.41% | -4.51% | 6.31% |
Returns By Period
In the year-to-date period, OLN achieves a 43.86% return, which is significantly higher than CAAMX's -1.36% return. Over the past 10 years, OLN has outperformed CAAMX with an annualized return of 8.48%, while CAAMX has yielded a comparatively lower 4.37% annualized return.
OLN
- 1D
- 2.94%
- 1M
- 18.12%
- YTD
- 43.86%
- 6M
- 21.08%
- 1Y
- 27.06%
- 3Y*
- -16.82%
- 5Y*
- -3.47%
- 10Y*
- 8.48%
CAAMX
- 1D
- 0.00%
- 1M
- -4.68%
- YTD
- -1.36%
- 6M
- 0.53%
- 1Y
- 9.51%
- 3Y*
- 7.18%
- 5Y*
- 2.46%
- 10Y*
- 4.37%
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Return for Risk
OLN vs. CAAMX — Risk / Return Rank
OLN
CAAMX
OLN vs. CAAMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Olin Corporation (OLN) and Invesco Select Risk: Moderately Conservative Investor Fund (CAAMX). 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.
| OLN | CAAMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.43 | 1.24 | -0.81 |
Sortino ratioReturn per unit of downside risk | 1.06 | 1.77 | -0.71 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.25 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 1.59 | -0.78 |
Martin ratioReturn relative to average drawdown | 1.61 | 6.86 | -5.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OLN | CAAMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 1.24 | -0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.32 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | 0.58 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.59 | -0.44 |
Correlation
The correlation between OLN and CAAMX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
OLN vs. CAAMX - Dividend Comparison
OLN's dividend yield for the trailing twelve months is around 2.69%, less than CAAMX's 3.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OLN Olin Corporation | 2.69% | 3.84% | 2.37% | 1.48% | 1.51% | 1.39% | 3.26% | 4.64% | 3.98% | 2.25% | 3.12% | 4.63% |
CAAMX Invesco Select Risk: Moderately Conservative Investor Fund | 3.04% | 2.90% | 2.44% | 1.73% | 4.57% | 5.03% | 7.84% | 6.43% | 4.05% | 1.71% | 2.46% | 2.77% |
Drawdowns
OLN vs. CAAMX - Drawdown Comparison
The maximum OLN drawdown since its inception was -73.80%, which is greater than CAAMX's maximum drawdown of -29.13%. Use the drawdown chart below to compare losses from any high point for OLN and CAAMX.
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Drawdown Indicators
| OLN | CAAMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.80% | -29.13% | -44.67% |
Max Drawdown (1Y)Largest decline over 1 year | -31.45% | -5.64% | -25.81% |
Max Drawdown (5Y)Largest decline over 5 years | -71.87% | -22.18% | -49.69% |
Max Drawdown (10Y)Largest decline over 10 years | -73.80% | -22.18% | -51.62% |
Current DrawdownCurrent decline from peak | -51.76% | -4.68% | -47.08% |
Average DrawdownAverage peak-to-trough decline | -24.81% | -4.35% | -20.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.72% | 1.31% | +14.41% |
Volatility
OLN vs. CAAMX - Volatility Comparison
Olin Corporation (OLN) has a higher volatility of 19.90% compared to Invesco Select Risk: Moderately Conservative Investor Fund (CAAMX) at 2.62%. This indicates that OLN's price experiences larger fluctuations and is considered to be riskier than CAAMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OLN | CAAMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.90% | 2.62% | +17.28% |
Volatility (6M)Calculated over the trailing 6-month period | 43.07% | 4.87% | +38.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.41% | 7.91% | +55.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.91% | 7.75% | +37.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.03% | 7.50% | +39.53% |