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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OLN or CAAMX.
Key characteristics
| OLN | CAAMX | |
|---|---|---|
| YTD Return | -22.84% | 6.40% |
| 1Y Return | -2.10% | 17.21% |
| 3Y Return (Ann) | -8.97% | -0.84% |
| 5Y Return (Ann) | 20.72% | 3.39% |
| 10Y Return (Ann) | 8.60% | 3.44% |
| Sharpe Ratio | -0.05 | 2.69 |
| Sortino Ratio | 0.15 | 4.00 |
| Omega Ratio | 1.02 | 1.51 |
| Calmar Ratio | -0.04 | 0.98 |
| Martin Ratio | -0.10 | 16.19 |
| Ulcer Index | 15.80% | 1.08% |
| Daily Std Dev | 31.11% | 6.49% |
| Max Drawdown | -73.80% | -29.29% |
| Current Drawdown | -36.39% | -3.74% |
Correlation
The correlation between OLN and CAAMX is 0.56, 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.
Performance
OLN vs. CAAMX - Performance Comparison
In the year-to-date period, OLN achieves a -22.84% return, which is significantly lower than CAAMX's 6.40% return. Over the past 10 years, OLN has outperformed CAAMX with an annualized return of 8.60%, while CAAMX has yielded a comparatively lower 3.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
OLN vs. CAAMX - Risk-Adjusted Performance 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.
Dividends
OLN vs. CAAMX - Dividend Comparison
OLN's dividend yield for the trailing twelve months is around 1.95%, less than CAAMX's 2.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OLN Olin Corporation | 1.95% | 1.48% | 1.51% | 1.39% | 3.26% | 4.64% | 3.98% | 2.25% | 3.12% | 4.63% | 3.51% | 2.77% |
CAAMX Invesco Select Risk: Moderately Conservative Investor Fund | 2.28% | 1.73% | 4.57% | 5.03% | 7.84% | 6.43% | 4.05% | 3.18% | 2.46% | 2.77% | 2.57% | 1.94% |
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 -29.29%. Use the drawdown chart below to compare losses from any high point for OLN and CAAMX. For additional features, visit the drawdowns tool.
Volatility
OLN vs. CAAMX - Volatility Comparison
Olin Corporation (OLN) has a higher volatility of 10.35% compared to Invesco Select Risk: Moderately Conservative Investor Fund (CAAMX) at 1.30%. 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.