TOL vs. CWS
TOL (Toll Brothers, Inc.) is a stock, while CWS (AdvisorShares Focused Equity ETF) is Large Cap Growth Equities fund actively managed by AdvisorShares. Over the past 5 years, TOL returned 23.24%/yr vs 8.30%/yr for CWS. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
TOL vs. CWS - Performance Comparison
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Returns By Period
In the year-to-date period, TOL achieves a 12.77% return, which is significantly higher than CWS's -1.59% return.
TOL
- 1D
- -2.41%
- 1M
- 13.09%
- YTD
- 12.77%
- 6M
- 9.18%
- 1Y
- 41.35%
- 3Y*
- 26.98%
- 5Y*
- 23.24%
- 10Y*
- 20.27%
CWS
- 1D
- 0.63%
- 1M
- 0.65%
- YTD
- -1.59%
- 6M
- -3.32%
- 1Y
- 0.54%
- 3Y*
- 9.38%
- 5Y*
- 8.30%
- 10Y*
- —
TOL vs. CWS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TOL Toll Brothers, Inc. | 12.77% | 8.28% | 23.45% | 108.62% | -29.97% | 68.43% | 11.53% | 21.40% | -30.69% | 55.85% |
CWS AdvisorShares Focused Equity ETF | -1.59% | 6.43% | 9.82% | 25.06% | -10.42% | 22.20% | 17.12% | 30.97% | -6.46% | 20.92% |
Correlation
The correlation between TOL and CWS is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2016 | 0.51 |
The correlation between TOL and CWS has been stable across timeframes, ranging from 0.51 to 0.60 - a consistent structural relationship.
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Return for Risk
TOL vs. CWS — Risk / Return Rank
TOL
CWS
TOL vs. CWS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Toll Brothers, Inc. (TOL) and AdvisorShares Focused Equity ETF (CWS). 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.
| TOL | CWS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.15 | ||
| Sortino ratioReturn per unit of downside risk | +1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.02 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | 0.05 | +1.61 |
| Martin ratioReturn relative to average drawdown | 4.09 | 0.11 | +3.98 |
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Drawdowns
TOL vs. CWS - Drawdown Comparison
The maximum TOL drawdown since its inception was -76.39%, which is greater than CWS's maximum drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for TOL and CWS.
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Drawdown Indicators
| TOL | CWS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.39% | -33.82% | -42.57% |
Max Drawdown (1Y)Largest decline over 1 year | -25.13% | -11.92% | -13.21% |
Max Drawdown (3Y)Largest decline over 3 years | -45.97% | -16.56% | -29.41% |
Max Drawdown (5Y)Largest decline over 5 years | -45.97% | -24.87% | -21.10% |
Max Drawdown (10Y)Largest decline over 10 years | -73.11% | — | — |
Current DrawdownCurrent decline from peak | -8.38% | -6.02% | -2.36% |
Average DrawdownAverage peak-to-trough decline | -32.25% | -4.54% | -27.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.13% | 4.75% | +5.38% |
Volatility
TOL vs. CWS - Volatility Comparison
Toll Brothers, Inc. (TOL) has a higher volatility of 11.44% compared to AdvisorShares Focused Equity ETF (CWS) at 3.98%. This indicates that TOL's price experiences larger fluctuations and is considered to be riskier than CWS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TOL | CWS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.44% | 3.98% | +7.46% |
Volatility (6M)Calculated over the trailing 6-month period | 25.99% | 10.40% | +15.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.94% | 13.50% | +21.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.14% | 15.68% | +20.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.20% | 16.90% | +24.30% |
Dividends
TOL vs. CWS - Dividend Comparison
TOL's dividend yield for the trailing twelve months is around 0.66%, more than CWS's 0.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
CWS AdvisorShares Focused Equity ETF | 0.31% | 0.31% | 0.59% | 0.25% | 0.50% | 0.16% | 0.27% | 0.39% | 2.07% | 0.29% | 0.03% |
TOL Toll Brothers, Inc. | 0.66% | 0.72% | 0.71% | 0.81% | 1.54% | 0.86% | 1.01% | 1.11% | 1.25% | 0.50% | 0.00% |
Frequently Asked Questions
TOL and CWS have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TOL has higher volatility (11.44%) compared to CWS (3.98%). In terms of maximum drawdown, TOL dropped -76.39% vs CWS's -33.82%.
TOL currently has the higher Sharpe Ratio (1.19 vs 0.04), 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.
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