IShares Climate Coefficient Of Variation
| USCL ETF | | | 82.46 -0.24 -0.29% |
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 IShares Climate's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
With Coefficient Of Variation at 775.48, IShares Climate shows high dispersion relative to expected return — volatility substantially exceeds the return signal. 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 |
| = | 775.48 | |
Coefficient Of Variation Peers Comparison
IShares Climate's Coefficient Of Variation of 775.48 falls below the 1289.05 peer average. Values range from -1563.9014 (Fidelity MSCI Health) to 3256.06 (Invesco China Technology), with wide dispersion across the group. Relative to peers, IShares Climate shows more consistent returns per unit of risk.
Coefficient Of Variation Relative To Other Indicators
The chart below plots Coefficient Of Variation against Maximum Drawdown for IShares Climate 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.
The Maximum Drawdown-to-Coefficient Of Variation ratio for IShares Climate sits near
0.01 , with Coefficient Of Variation at
775.48 and Maximum Drawdown at
3.84 . This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for IShares Climate. iShares Climate Conscious's Coefficient Of Variation registers at
201.90 relative to Maximum Drawdown
Methodology, Assumptions & Data Sources
The current Coefficient Of Variation for IShares Climate is 775.48. Coefficient Of Variation for IShares Climate is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. 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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