Invesco DB Coefficient Of Variation
| DBP ETF | | | USD 112.75 0.78 0.70% |
Coefficient of Variation (CV) is a normalized measure of dispersion that relates volatility to expected return, making it a useful indicator of risk per unit of return. It is also referred to as relative standard deviation when expressed as a percentage. Below is Invesco DB's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
Invesco DB carries a Coefficient Of Variation of
-4,628, consistent with that Invesco DB's expected return over the measured period is negative, meaning volatility is not being compensated by positive performance. The magnitude of this value is unusually large in absolute terms, suggesting an unstable or weak relationship between risk and return, often driven by low or near-zero expected returns.
Coefficient Of Variation | = | STDER |
| = | -4,628 | |
Coefficient Of Variation Peers Comparison
Invesco DB falls below the 13199.27 peer average for Coefficient Of Variation. Gotham 1000 Value leads at 108530.78 while First Trust Mid registers the lowest at -3853.6172. Relative to peers, Invesco DB's current CV suggests a less favorable risk-return profile over the measured period, as volatility has not translated into positive expected returns.
Coefficient Of Variation Relative To Other Indicators
The chart below plots Coefficient Of Variation against Maximum Drawdown for Invesco DB and its peers. Each point represents one equity — position along the horizontal axis shows Coefficient Of Variation while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Compare Invesco DB to PeersMethodology, Assumptions & Data Sources
The current Coefficient Of Variation for Invesco DB is -4,628. This Coefficient Of Variation reading for Invesco DB results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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