Calvert Us Competition

Mutual Funds . USA . 
Fund . Calvert Large Cap E
CSXRX Fund  USD 51.99  0.39  0.74%   
Calvert Large Cap competes with Nuveen Large, Nuveen Large, HUMANA, SCOR PK, and Barloworld; as well as few others. The fund is listed under Large Blend category and is part of Calvert Research and Management family. Analyzing Calvert Us competition allows you to expand the diversification possibilities of your existing portfolios and to get a better perspective on locking in new positions. Investors sometimes prefer comparable analysis of Calvert Us to its intrinsic valuation because they are able to contrast its competitors on a relative basis. Check out Calvert Us Correlation with its peers.
You can use the Comparative Equity Analysis module to analyze the advantages of investing in your portfolio's related equities across multiple sectors and thematic ideas. Please use the input box below to enter symbols for particular investments you would like to analyze. With the equity comparison module, you can estimate the relative effect of Calvert Us competition on your existing holdings.
  
Hype
Prediction
LowEstimatedHigh
51.1751.9952.81
Details
Intrinsic
Valuation
LowRealHigh
46.3347.1557.19
Details
Naive
Forecast
LowNextHigh
50.7151.5352.36
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
49.5051.2452.98
Details

Calvert Us Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between Calvert Us and its competitors represents the degree of relationship between the price movements of corresponding funds. A correlation of about +1.0 implies that the price of Calvert and its corresponding peer move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated; in other words, the historical price movement of Calvert Large Cap does not affect the price movement of the other competitor.
Click cells to compare fundamentals   Check Volatility   Backtest Portfolio
High positive correlations   
FLYCX
+ 0.96
FLRAX
ID
+ 0.76
FLYCX
ID
+ 0.75
FLRAX
MSTSX
+ 0.74
FLYCX
MSTSX
+ 0.7
FLRAX
LBHIX
+ 0.69
MSTSX
  
High negative correlations   
444859BR2
- 0.77
FLRAX
444859BR2
- 0.76
FLYCX
MSTSX
- 0.63
444859BR2
LBHIX
- 0.58
444859BR2
ID
- 0.55
444859BR2
MSTSX
- 0.51
BRRAY

Risk-Adjusted Indicators

There is a big difference between Calvert Mutual Fund performing well and Calvert Us Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Calvert Us' multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.
Mean DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
FLRAX  0.60  0.01 (0.01) 0.11  0.71 
(0.64)
 1.14 
(1.32)
 3.85 
FLYCX  0.60  0.10 (0.01)(2.44) 0.72 
(0.64)
 1.13 
(1.33)
 3.87 
444859BR2  1.31 (0.03) 0.00  0.36  0.00 
 0.00 
 5.93 
(4.50)
 16.62 
SCRYY  2.12  0.39  0.11 (0.94) 2.04 
(2.86)
 5.61 
(4.09)
 12.99 
AQUI  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
 0.00 
 0.00 
BRRAY  1.27 (0.11) 0.00  0.01  0.00 
 0.00 
 0.00 
(2.98)
 34.02 
MSTSX  0.49  0.04 (0.11)(0.30) 0.52 
(0.59)
 1.21 
(1.02)
 2.80 
ABHYX  0.16  0.00 (0.20) 0.08  0.26 
(0.24)
 0.34 
(0.33)
 1.91 
LBHIX  0.11  0.01 (0.32) 0.44  0.00 
(0.29)
 0.24 
(0.24)
 0.96 
ID  3.76  0.21  0.02  1.43  4.72 
(5.01)
 7.32 
(7.69)
 20.54 
All Fundamental Data

Calvert Us Competitive Analysis

The better you understand Calvert Us competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, Calvert Us' competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across Calvert Us' competition over several years is one of the best ways to analyze its investment potential.
    
 Better Than Average     
    
 Worse Than Peers    View Performance Chart
CSXRX FLRAX FLYCX 444859BR2 SCRYY AQUI BRRAY MSTSX ABHYX LBHIX
 0.74 
 51.99 
Calvert
 0.20 
 46.11 
Nuveen
 0.35 
 40.42 
Nuveen
 0.37 
 80.35 
HUMANA
 0.40 
 2.54 
SCOR
 0.00 
 0.01 
Aquagold
 0.00 
 4.23 
Barloworld
 0.43 
 11.73 
Morningstar
 0.11 
 8.96 
High-yield
 0.24 
 4.25 
Thrivent
Market Volatility
(90 Days Market Risk)
Very steady
Very steady
Very steady
Very steady
Risky
Very steady
Relatively risky
Very steady
Very steady
Very steady
Market Performance
(90 Days Performance)
OK
OK
OK
Very Weak
OK
Very Weak
Very Weak
Insignificant
Insignificant
Good
Odds of Financial Distress
(Probability Of Bankruptcy)
Low
Low
Low
Below Average
Below Average
Average
Low
Low
Low
Low
Current Valuation
(Equity Enterprise Value)
Over Valued
Fairly Valued
Over Valued
Over Valued
Over Valued
Over Valued
Under Valued
Fairly Valued
Fairly Valued
Over Valued
Buy or Sell Advice
(Average Analysts Consensus)
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Trade Advice
(90 Days Macroaxis Advice)
Strong Sell
Strong Sell
Strong Sell
Strong Sell
Strong Sell
Strong Sell
Strong Sell
Strong Sell
Strong Sell
Strong Sell
Current Ratio
N/A
N/A
N/A
N/A
9.99
N/A
1.49
N/A
N/A
N/A
Net Asset
1.95 B
36.11 M
36.11 M
N/A
51.52 B
3.19 K
54.41 B
116.1 M
672.37 M
674.44 M
Profit Margin
N/A
N/A
N/A
N/A
-0.0209
N/A
0.0519
N/A
N/A
N/A
EBITDA
N/A
N/A
N/A
N/A
1.23 B
(727.69 K)
2.77 B
N/A
N/A
N/A
Price To Book
N/A
2.37
2.61
N/A
0.67
N/A
0.99
N/A
N/A
1.58
Operating Margin
N/A
N/A
N/A
N/A
-0.0092
N/A
0.1
N/A
N/A
N/A
Current Valuation
N/A
N/A
N/A
N/A
4.75 B
912.76 K
1.11 B
N/A
N/A
N/A
Five Year Return
15.3
14.15
13.38
N/A
4.83
N/A
3.98
8.13
1.68
3.31
Retained Earnings
N/A
N/A
N/A
N/A
(645.5 M)
(4.18 M)
13.37 B
N/A
N/A
N/A
Current Asset
N/A
N/A
N/A
N/A
N/A
N/A
25.84 B
N/A
N/A
N/A
One Year Return
32.71
35.0
33.96
N/A
N/A
N/A
N/A
18.78
12.1
11.68
Beta
N/A
N/A
N/A
N/A
1.25
7.05
0.63
N/A
N/A
N/A
Cash Position Weight
0.21
0.62
0.41
N/A
N/A
N/A
N/A
14.28
0.1
6.56
Equity Positions Weight
99.79
99.37
99.59
N/A
N/A
N/A
N/A
61.63
N/A
0.07
Number Of Employees
1
1
1
N/A
3.59 K
7
36
1
1
1
Shares Outstanding
N/A
N/A
N/A
N/A
1.78 B
965.83 K
185.7 M
N/A
N/A
N/A
Three Year Return
7.6
9.84
9.24
N/A
N/A
N/A
N/A
5.8
-0.71
2.59
Cash Flow From Operations
N/A
N/A
N/A
N/A
2.41 B
(218.19 K)
1.89 B
N/A
N/A
N/A
Annual Yield
0.009
0.0043
N/A
N/A
0.0789
N/A
0.0543
0.021
0.0041
0.0617
Total Debt
N/A
N/A
N/A
N/A
3.05 B
N/A
8.64 B
N/A
N/A
N/A
Return On Equity
N/A
N/A
N/A
N/A
-0.0574
N/A
0.0588
N/A
N/A
N/A
Bond Positions Weight
N/A
N/A
N/A
N/A
N/A
N/A
N/A
22.72
2.0
92.23
Z Score
N/A
N/A
N/A
N/A
0.6
N/A
N/A
N/A
N/A
N/A
Holdings Turnover
N/A
N/A
N/A
N/A
N/A
N/A
N/A
269.0
N/A
N/A
Return On Asset
N/A
N/A
N/A
N/A
-0.002
-5.5
0.047
N/A
N/A
N/A
Book Value Per Share
N/A
N/A
N/A
N/A
3.04
-1.18
99.76
N/A
N/A
N/A
Minimum Initial Investment
N/A
N/A
3 K
N/A
N/A
N/A
N/A
N/A
N/A
2 K
Current Liabilities
N/A
N/A
N/A
N/A
N/A
794 K
13.9 B
N/A
N/A
N/A
Total Asset
3.61 B
25.42 M
1.32 M
N/A
51.52 B
3.19 K
54.41 B
215.11 M
243.16 M
347.66 M
Last Dividend Paid
0.33
N/A
N/A
N/A
N/A
N/A
4.6
N/A
0.03
0.02
Debt To Equity
N/A
N/A
N/A
N/A
0.43
N/A
0.68
N/A
N/A
N/A
Target Price
N/A
N/A
N/A
N/A
N/A
N/A
7.68
N/A
N/A
N/A
Market Capitalization
N/A
N/A
N/A
N/A
4.35 B
96.58 K
955.54 M
50.36 M
N/A
N/A
Price To Earning
N/A
17.3
18.24
N/A
12.21
-0.22
9.18
N/A
N/A
35.48
Price To Earnings To Growth
N/A
N/A
N/A
N/A
0.28
N/A
N/A
N/A
N/A
N/A
Price To Sales
N/A
2.08
2.25
N/A
0.2
N/A
0.0285
N/A
N/A
1.23
Net Income
N/A
N/A
N/A
N/A
456 M
(627.79 K)
2.04 B
N/A
N/A
N/A
Earnings Per Share
N/A
N/A
N/A
N/A
0.25
-0.63
0.35
N/A
N/A
N/A
Year To Date Return
23.74
25.84
25.69
N/A
N/A
N/A
N/A
11.76
5.77
6.69
Revenue
N/A
N/A
N/A
N/A
16.03 B
N/A
39.38 B
N/A
N/A
N/A
Ten Year Return
13.36
11.75
10.91
N/A
N/A
N/A
N/A
N/A
4.84
6.0
Working Capital
N/A
N/A
N/A
N/A
N/A
(794 K)
11.95 B
N/A
N/A
N/A
Cash And Equivalents
N/A
N/A
N/A
N/A
3.52 B
1.15 K
5.11 B
N/A
N/A
N/A
Cash Per Share
N/A
N/A
N/A
N/A
1.97
N/A
25.52
N/A
N/A
N/A
Gross Profit
N/A
N/A
N/A
N/A
(853 M)
(143.88 K)
5.12 B
N/A
N/A
N/A
Day Typical Price
51.99
46.11
40.42
80.35
2.55
0.006
4.23
11.73
8.96
4.25
Accumulation Distribution
N/A
N/A
N/A
N/A
0.0309
N/A
N/A
N/A
N/A
N/A
Market Facilitation Index
N/A
N/A
N/A
N/A
0.08
N/A
N/A
N/A
N/A
N/A
Daily Balance Of Power
(9,223,372,036,855)
9.2 T
(9,223,372,036,855)
(9,223,372,036,855)
0.125
0.0
0.0
9.2 T
9.2 T
9.2 T
Period Momentum Indicator
(0.39)
0.09
(0.14)
(0.30)
0.01
N/A
N/A
0.05
0.01
0.01
Rate Of Daily Change
0.99
1.0
1.0
1.0
1.0
1.0
1.0
1.0
1.0
1.0
Day Median Price
51.99
46.11
40.42
80.35
2.55
0.006
4.23
11.73
8.96
4.25
Price Action Indicator
(0.20)
0.045
(0.07)
(0.15)
(0.01)
N/A
N/A
0.025
0.005
0.005
Coefficient Of Variation
820.38
792.87
808.98
(7,322)
789.02
N/A
25169.77
1576.86
2042.34
583.8
Mean Deviation
0.6082
0.6038
0.6046
1.31
2.12
N/A
1.27
0.4856
0.1632
0.1099
Jensen Alpha
0.0969
0.0066
0.0963
(0.03)
0.3931
N/A
(0.11)
0.0402
(0.0008)
0.0147
Total Risk Alpha
(0.02)
(0.01)
(0.02)
(0.38)
(0.02)
N/A
(0.54)
(0.05)
(0.03)
(0)
Sortino Ratio
(0.01)
(0.01)
(0.01)
N/A
0.1063
N/A
N/A
(0.11)
(0.20)
(0.32)
Downside Variance
0.7089
0.8088
0.783
N/A
5.81
N/A
N/A
0.3987
0.2328
0.0625
Standard Deviation
0.8279
0.8287
0.8298
2.57
2.88
N/A
4.2
0.6318
0.2858
0.1689
Kurtosis
1.86
1.27
1.29
5.85
1.48
N/A
11.15
0.1097
8.76
3.69
Potential Upside
1.26
1.14
1.13
5.93
5.61
N/A
N/A
1.21
0.3382
0.2381
Treynor Ratio
(1.52)
0.1069
(2.44)
0.3578
(0.94)
N/A
0.0057
(0.30)
0.0825
0.4414
Maximum Drawdown
4.18
3.85
3.87
16.62
12.99
N/A
34.02
2.8
1.91
0.9552
Variance
0.6854
0.6867
0.6886
6.6
8.32
N/A
17.65
0.3991
0.0817
0.0285
Market Risk Adjusted Performance
(1.51)
0.1169
(2.43)
0.3678
(0.93)
N/A
0.0157
(0.29)
0.0925
0.4514
Risk Adjusted Performance
0.0938
0.097
0.0951
(0)
0.104
N/A
0.0112
0.0463
0.0207
0.0955
Skewness
(0.02)
(0.26)
(0.26)
1.05
0.7698
N/A
0.4951
0.1403
(1.73)
1.16
Semi Deviation
0.7029
0.7112
0.7155
N/A
2.04
N/A
N/A
0.5186
0.2553
0.0
Information Ratio
(0.01)
(0.01)
(0.01)
(0.06)
0.0888
N/A
(0.02)
(0.11)
(0.33)
(0.48)
Value At Risk
(1.34)
(1.32)
(1.33)
(4.50)
(4.09)
N/A
(2.98)
(1.02)
(0.33)
(0.24)
Expected Short fall
(0.67)
(0.64)
(0.64)
N/A
(2.86)
N/A
N/A
(0.59)
(0.24)
(0.29)
Downside Deviation
0.842
0.8993
0.8849
N/A
2.41
N/A
N/A
0.6314
0.4825
0.25
Semi Variance
0.4941
0.5058
0.512
N/A
4.18
N/A
N/A
0.2689
0.0652
(0.02)

Calvert Us Competition Performance Charts

Five steps to successful analysis of Calvert Us Competition

Calvert Us' competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by Calvert Large Cap in relation to its competition. Calvert Us' competition analysis typically involves several steps, including:
  • Identifying the key players in the market: This involves identifying the major competitors of Calvert Us in the market, both direct and indirect, as well as new entrants and disruptive technologies.
  • Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
  • Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact Calvert Us' competitive landscape.
  • Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to Calvert Large Cap, and developing a strategy to address them.
  • Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.
Competitive analysis is an essential tool for businesses to stay ahead of the competition and can be used to inform decision-making and strategy development. By understanding the competitive landscape and staying informed about the activities of competitors, a company can make more informed decisions and improve its overall performance.

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FinTech
FinTech Theme
High long term potential financial entities that are ranging from payment processing, investment management to commercial and investment banking. The FinTech theme has 81 constituents at this time.
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Other Information on Investing in Calvert Mutual Fund

Calvert Us financial ratios help investors to determine whether Calvert Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Calvert with respect to the benefits of owning Calvert Us security.
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