AAAA vs. TUGN

Last updated Jul 17, 2026

AAAA (Amplius Aggressive Asset Allocation ETF) and TUGN (STF Tactical Growth & Income ETF) are both Diversified Portfolio funds. Both are actively managed. Over the past year, AAAA returned 21.98% vs 24.79% for TUGN. Their correlation of 0.91 suggests significant overlap in exposure. AAAA charges 0.49%/yr vs 0.65%/yr for TUGN.

Performance

AAAA vs. TUGN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplius Aggressive Asset Allocation ETF (AAAA) and STF Tactical Growth & Income ETF (TUGN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AAAA achieves a 10.99% return, which is significantly lower than TUGN's 15.27% return.

AAAA

• 1D: -0.68%
• 1M: -0.71%
• 6M: 9.20%
• YTD: 10.99%
• 1Y: 21.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TUGN

• 1D: -1.38%
• 1M: -1.58%
• 6M: 14.95%
• YTD: 15.27%
• 1Y: 24.79%
• 3Y*: 19.51%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AAAA vs. TUGN - Yearly Performance Comparison

	2026 (YTD)	2025
AAAA Amplius Aggressive Asset Allocation ETF	10.99%	10.11%
TUGN STF Tactical Growth & Income ETF	15.27%	8.28%

Correlation

The correlation between AAAA and TUGN is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (All Time) Calculated using the full available price history since Jul 16, 2025	0.91

The correlation between AAAA and TUGN has been stable across timeframes, ranging from 0.91 to 0.91 - a consistent structural relationship.

Return for Risk

AAAA vs. TUGN — Risk / Return Rank

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

AAAA

AAAA Risk / Return Rank: 74
AAAA Sharpe Ratio Rank: 74
AAAA Sortino Ratio Rank: 73
AAAA Omega Ratio Rank: 73
AAAA Calmar Ratio Rank: 70
AAAA Martin Ratio Rank: 81

TUGN

TUGN Risk / Return Rank: 49
TUGN Sharpe Ratio Rank: 52
TUGN Sortino Ratio Rank: 49
TUGN Omega Ratio Rank: 50
TUGN Calmar Ratio Rank: 47
TUGN Martin Ratio Rank: 48

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AAAA vs. TUGN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplius Aggressive Asset Allocation ETF (AAAA) and STF Tactical Growth & Income ETF (TUGN). 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.

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.

	AAAA	TUGN	Difference
Sharpe ratio: Return per unit of total volatility	1.88	1.44	+0.44
Sortino ratio: Return per unit of downside risk	2.64	1.98	+0.66
Omega ratio: Gain probability vs. loss probability	1.34	1.26	+0.08
Calmar ratio: Return relative to maximum drawdown	2.82	1.92	+0.90
Martin ratio: Return relative to average drawdown	12.21	6.42	+5.79

AAAA vs. TUGN - Sharpe Ratio Comparison

The current AAAA Sharpe Ratio is 1.88, which is higher than the TUGN Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of AAAA and TUGN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AAAA vs. TUGN - Drawdown Comparison

The maximum AAAA drawdown since its inception was -7.83%, smaller than the maximum TUGN drawdown of -23.45%. Use the drawdown chart below to compare losses from any high point for AAAA and TUGN.

Drawdown Indicators

	AAAA	TUGN	Difference
Max Drawdown Largest peak-to-trough decline	-7.83%	-23.45%	+15.62%
Max Drawdown (1Y) Largest decline over 1 year	-7.83%	-12.96%	+5.13%
Max Drawdown (3Y) Largest decline over 3 years	—	-21.60%	—
Current Drawdown Current decline from peak	-1.79%	-3.71%	+1.92%
Average Drawdown Average peak-to-trough decline	-1.08%	-6.33%	+5.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.80%	3.87%	-2.07%

Volatility

AAAA vs. TUGN - Volatility Comparison

The current volatility for Amplius Aggressive Asset Allocation ETF (AAAA) is 3.42%, while STF Tactical Growth & Income ETF (TUGN) has a volatility of 6.28%. This indicates that AAAA experiences smaller price fluctuations and is considered to be less risky than TUGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AAAA	TUGN	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.42%	6.28%	-2.86%
Volatility (6M) Calculated over the trailing 6-month period	9.75%	14.33%	-4.58%
Volatility (1Y) Calculated over the trailing 1-year period	11.73%	17.30%	-5.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.73%	17.35%	-5.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.73%	17.35%	-5.62%

AAAA vs. TUGN - Expense Ratio Comparison

AAAA has a 0.49% expense ratio, which is lower than TUGN's 0.65% expense ratio.

Dividends

AAAA vs. TUGN - Dividend Comparison

AAAA's dividend yield for the trailing twelve months is around 1.29%, less than TUGN's 11.11% yield.

Position	TTM	2025	2024	2023	2022
AAAA Amplius Aggressive Asset Allocation ETF	1.29%	0.79%	0.00%	0.00%	0.00%
TUGN STF Tactical Growth & Income ETF	11.11%	11.50%	11.84%	10.83%	7.58%

Frequently Asked Questions

Can I hold both AAAA and TUGN in my portfolio?

With a correlation of 0.91, AAAA and TUGN move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, AAAA or TUGN?

TUGN has higher volatility (6.28%) compared to AAAA (3.42%). In terms of maximum drawdown, AAAA dropped -7.83% vs TUGN's -23.45%.

Which ETF is better, AAAA or TUGN?

On 1-year performance, TUGN leads with 24.79% vs 21.98% for AAAA. On fees, AAAA is cheaper at 0.49% per year. On volatility, AAAA has been the lower-risk option at 3.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AAAA or TUGN?

Over the 1-year period, TUGN has performed better with a 24.79% return vs 21.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AAAA or TUGN?

AAAA is cheaper with a 0.49% expense ratio, compared with 0.65% for TUGN.

Which ETF pays a higher dividend yield, AAAA or TUGN?

TUGN has the higher dividend yield at 11.11%, compared with 1.29% for AAAA.

What is the main difference between AAAA and TUGN?

They also come from different issuers: Amplius and STF. Their fees differ too: 0.49% for AAAA and 0.65% for TUGN.

Which has better risk-adjusted returns?

AAAA currently has the higher Sharpe Ratio (1.88 vs 1.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.