- Issuer
- Hennessy
- Inception Date
- Mar 16, 2021
- Region
- North America (U.S.)
- Category
- Large Cap Growth Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $97M
Highlights
- Avg. Volume (1M)
- 2K
- Avg. Volume Value (1M)
- $76.39K
Share Price Chart
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Performance
STNC Performance Chart
Hennessy Stance ESG ETF (STNC) is up 11.5% since the beginning of the year. STNC is currently trading at $37 per share. Investors who bought $1,000 worth of STNC shares 5 years ago would now be looking at an investment worth $1,410.
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Returns By Period
Hennessy Stance ESG ETF (STNC) has returned 11.50% so far this year and 20.36% over the past 12 months.
Hennessy Stance ESG ETF
- 1D
- -0.02%
- 1M
- -0.41%
- 6M
- 6.93%
- YTD
- 11.50%
- 1Y
- 20.36%
- 3Y*
- 11.71%
- 5Y*
- 7.12%
- 10Y*
- —
- ALL TIME*
- 8.09%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
STNC Monthly Returns History
Based on dividend-adjusted daily data since Mar 16, 2021, STNC's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, an investment would double in approximately 7.8 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2023 with a return of +11.1%, while the worst month was Jan 2022 at -7.0%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, STNC closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +7.2%, while the worst single day was Apr 4, 2025 at -5.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.28% | 4.40% | -5.86% | 4.83% | 1.53% | 6.54% | -4.06% | 11.50% | |||||
| 2025 | 3.52% | 0.20% | -5.24% | -2.30% | 4.02% | 1.86% | 1.43% | 5.14% | -0.76% | 0.37% | 1.41% | 0.67% | 10.33% |
| 2024 | -0.02% | 4.25% | 3.29% | -4.34% | 0.30% | 1.27% | 2.01% | 1.33% | 3.02% | -1.80% | 5.61% | -5.71% | 8.92% |
| 2023 | 4.69% | -1.68% | 1.90% | 0.98% | -5.85% | 6.99% | 0.61% | -1.30% | -5.66% | -4.96% | 11.06% | 5.66% | 11.49% |
| 2022 | -7.02% | -4.36% | 3.45% | -4.52% | -1.38% | -5.76% | 8.22% | -3.74% | -5.69% | 9.52% | 4.51% | -5.32% | -13.10% |
| 2021 | -2.17% | 3.27% | 1.38% | 3.52% | 1.61% | 3.36% | -6.07% | 6.26% | -1.23% | 6.62% | 17.04% |
Benchmark Metrics
Hennessy Stance ESG ETF has an annualized alpha of -1.77%, beta of 0.81, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since March 16, 2021.
- This ETF participated in 90.63% of S&P 500 Index downside but only 75.19% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -1.77%
- Beta
- 0.81
- R²
- 0.77
- Upside Capture
- 75.19%
- Downside Capture
- 90.63%
Expense Ratio
STNC has an expense ratio of 0.85%, placing it in the medium range.
Return for Risk
Risk / Return Rank
STNC ranks 57 for risk / return — above 57% of ETFs peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Hennessy Stance ESG ETF (STNC) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| STNC | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.25 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.39 | 2.00 | +0.38 |
| Martin ratioReturn relative to average drawdown | 7.25 | 8.49 | -1.24 |
Dividends
Dividend History
Hennessy Stance ESG ETF provided a 0.91% dividend yield over the last twelve months, with an annual payout of $0.34 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.34 | $0.34 | $0.29 | $0.02 | $0.15 | $0.12 |
Dividend yield | 0.91% | 1.02% | 0.96% | 0.08% | 0.58% | 0.41% |
Monthly Dividends
The table displays the monthly dividend distributions for Hennessy Stance ESG ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.34 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $0.29 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.02 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.15 |
| 2021 | $0.12 | $0.12 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Hennessy Stance ESG ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Hennessy Stance ESG ETF was 22.33%, occurring on Jun 16, 2022. Recovery took 422 trading sessions.
The current Hennessy Stance ESG ETF drawdown is 4.06%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-22.33%Jun 2022 | 5mo 18d | 1y 8mo | 2y 1moDec 2021 - Feb 2024 | Bear market2022 |
-17.90%Apr 2025 | 4mo 7d | 4mo 6d | 8mo 13dDec 2024 - Aug 2025 | 2025 selloff2025 |
-8.09%Mar 2026 | 28d | 18d | 1mo 16dMar 2026 - Apr 2026 | — |
-7.12%Aug 2024 | 21d | 1mo 11d | 2mo 2dJul 2024 - Sep 2024 | — |
-6.80%Oct 2021 | 1mo 1d | 1mo | 2mo 1dSep 2021 - Nov 2021 | — |
Drawdown Indicators
| STNC | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.33% | -56.78% | +34.45% |
Max Drawdown (1Y)Largest decline over 1 year | -8.09% | -9.10% | +1.01% |
Max Drawdown (3Y)Largest decline over 3 years | -17.90% | -18.90% | +1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -22.33% | -25.43% | +3.10% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -4.06% | -1.58% | -2.48% |
Average DrawdownAverage peak-to-trough decline | -5.82% | -10.70% | +4.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.14% | +0.52% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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