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RF vs. CBSH
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

RF vs. CBSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in undefined (RF) and Commerce Bancshares, Inc. (CBSH). The values are adjusted to include any dividend payments, if applicable.

2,200.00%2,400.00%2,600.00%2,800.00%OctoberNovemberDecember2025FebruaryMarch
2,187.05%
2,478.75%
RF
CBSH

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Risk-Adjusted Performance

undefined vs. CBSH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for undefined (undefined) and Commerce Bancshares, Inc. (CBSH). 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.


Sharpe ratio
The chart of Sharpe ratio for RF, currently valued at 0.71, compared to the broader market-3.00-2.00-1.000.001.002.003.000.711.05
The chart of Sortino ratio for RF, currently valued at 1.21, compared to the broader market-4.00-2.000.002.004.001.211.71
The chart of Omega ratio for RF, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.21
The chart of Calmar ratio for RF, currently valued at 0.90, compared to the broader market0.001.002.003.004.005.000.900.86
The chart of Martin ratio for RF, currently valued at 2.45, compared to the broader market0.005.0010.0015.0020.0025.002.454.21
RF
CBSH


Rolling 12-month Sharpe Ratio1.001.502.002.503.00OctoberNovemberDecember2025FebruaryMarch
0.71
1.05
RF
CBSH

Drawdowns

RF vs. CBSH - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-18.05%
-11.40%
RF
CBSH

Volatility

RF vs. CBSH - Volatility Comparison

undefined (RF) has a higher volatility of 6.34% compared to Commerce Bancshares, Inc. (CBSH) at 5.41%. This indicates that RF's price experiences larger fluctuations and is considered to be riskier than CBSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%OctoberNovemberDecember2025FebruaryMarch
6.34%
5.41%
RF
CBSH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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