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TOLIX vs. HWM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TOLIX and HWM is 0.61, 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

TOLIX vs. HWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS RREEF Global Infrastructure Fund (TOLIX) and Howmet Aerospace Inc. (HWM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TOLIX:

0.96

HWM:

2.68

Sortino Ratio

TOLIX:

1.20

HWM:

3.26

Omega Ratio

TOLIX:

1.21

HWM:

1.46

Calmar Ratio

TOLIX:

0.79

HWM:

5.14

Martin Ratio

TOLIX:

2.47

HWM:

19.34

Ulcer Index

TOLIX:

6.07%

HWM:

5.16%

Daily Std Dev

TOLIX:

16.04%

HWM:

38.58%

Max Drawdown

TOLIX:

-43.59%

HWM:

-64.81%

Current Drawdown

TOLIX:

-5.46%

HWM:

-0.25%

Returns By Period

In the year-to-date period, TOLIX achieves a 10.86% return, which is significantly lower than HWM's 55.55% return.


TOLIX

YTD

10.86%

1M

-0.12%

6M

-2.18%

1Y

15.24%

3Y*

-0.83%

5Y*

3.67%

10Y*

3.26%

HWM

YTD

55.55%

1M

22.67%

6M

43.72%

1Y

102.30%

3Y*

68.65%

5Y*

67.41%

10Y*

N/A

*Annualized

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Howmet Aerospace Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TOLIX vs. HWM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TOLIX
The Risk-Adjusted Performance Rank of TOLIX is 6767
Overall Rank
The Sharpe Ratio Rank of TOLIX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of TOLIX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of TOLIX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of TOLIX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of TOLIX is 5555
Martin Ratio Rank

HWM
The Risk-Adjusted Performance Rank of HWM is 9797
Overall Rank
The Sharpe Ratio Rank of HWM is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of HWM is 9595
Sortino Ratio Rank
The Omega Ratio Rank of HWM is 9595
Omega Ratio Rank
The Calmar Ratio Rank of HWM is 9999
Calmar Ratio Rank
The Martin Ratio Rank of HWM is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TOLIX vs. HWM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS RREEF Global Infrastructure Fund (TOLIX) and Howmet Aerospace Inc. (HWM). 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.


The current TOLIX Sharpe Ratio is 0.96, which is lower than the HWM Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of TOLIX and HWM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

TOLIX vs. HWM - Dividend Comparison

TOLIX's dividend yield for the trailing twelve months is around 8.33%, more than HWM's 0.21% yield.


TTM20242023202220212020201920182017201620152014
TOLIX
DWS RREEF Global Infrastructure Fund
8.33%9.47%2.26%8.92%6.06%1.68%1.86%2.57%2.10%1.34%1.86%6.00%
HWM
Howmet Aerospace Inc.
0.21%0.24%0.31%0.25%0.13%0.05%0.39%1.42%0.88%0.49%0.00%0.00%

Drawdowns

TOLIX vs. HWM - Drawdown Comparison

The maximum TOLIX drawdown since its inception was -43.59%, smaller than the maximum HWM drawdown of -64.81%. Use the drawdown chart below to compare losses from any high point for TOLIX and HWM.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TOLIX vs. HWM - Volatility Comparison

The current volatility for DWS RREEF Global Infrastructure Fund (TOLIX) is 3.95%, while Howmet Aerospace Inc. (HWM) has a volatility of 8.01%. This indicates that TOLIX experiences smaller price fluctuations and is considered to be less risky than HWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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