TOL vs. CWS
Compare and contrast key facts about Toll Brothers, Inc. (TOL) and AdvisorShares Focused Equity ETF (CWS).
CWS is an actively managed fund by AdvisorShares. It was launched on Sep 20, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TOL or CWS.
Key characteristics
| TOL | CWS | |
|---|---|---|
| YTD Return | 23.20% | 6.03% |
| 1Y Return | 98.34% | 25.32% |
| 3Y Return (Ann) | 27.81% | 10.72% |
| 5Y Return (Ann) | 28.38% | 14.17% |
| Sharpe Ratio | 2.96 | 1.99 |
| Daily Std Dev | 32.54% | 12.76% |
| Max Drawdown | -85.43% | -33.82% |
| Current Drawdown | -2.31% | -1.25% |
Correlation
The correlation between TOL and CWS is 0.49, 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
TOL vs. CWS - Performance Comparison
In the year-to-date period, TOL achieves a 23.20% return, which is significantly higher than CWS's 6.03% 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
TOL vs. CWS - Risk-Adjusted Performance 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.
Dividends
TOL vs. CWS - Dividend Comparison
TOL's dividend yield for the trailing twelve months is around 0.68%, more than CWS's 0.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
TOL Toll Brothers, Inc. | 0.68% | 0.81% | 1.54% | 0.86% | 1.01% | 1.11% | 1.25% | 0.50% | 0.00% |
CWS AdvisorShares Focused Equity ETF | 0.23% | 0.25% | 0.50% | 0.16% | 0.27% | 0.39% | 2.61% | 0.29% | 0.03% |
Drawdowns
TOL vs. CWS - Drawdown Comparison
The maximum TOL drawdown since its inception was -85.43%, 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. For additional features, visit the drawdowns tool.
Volatility
TOL vs. CWS - Volatility Comparison
Toll Brothers, Inc. (TOL) has a higher volatility of 9.08% compared to AdvisorShares Focused Equity ETF (CWS) at 3.02%. 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.