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ABIG vs. EBI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ABIG vs. EBI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Argent Large Cap ETF (ABIG) and Longview Advantage ETF (EBI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ABIG achieves a 4.77% return, which is significantly lower than EBI's 13.70% return.


ABIG

1D
-0.63%
1M
-0.24%
YTD
4.77%
6M
4.08%
1Y
16.32%
3Y*
5Y*
10Y*

EBI

1D
-0.96%
1M
0.90%
YTD
13.70%
6M
12.56%
1Y
30.46%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABIG vs. EBI - Yearly Performance Comparison


2026 (YTD)2025
ABIG
Argent Large Cap ETF
4.77%27.75%
EBI
Longview Advantage ETF
13.70%37.90%

Correlation

The correlation between ABIG and EBI is 0.83, 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

0.83

Correlation (All Time)
Calculated using the full available price history since Apr 9, 2025

0.85

The correlation between ABIG and EBI has been stable across timeframes, ranging from 0.83 to 0.85 - a consistent structural relationship.

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Return for Risk

ABIG vs. EBI — Risk / Return Rank

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

ABIG
ABIG Risk / Return Rank: 3333
Overall Rank
ABIG Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ABIG Sortino Ratio Rank: 3535
Sortino Ratio Rank
ABIG Omega Ratio Rank: 3434
Omega Ratio Rank
ABIG Calmar Ratio Rank: 2626
Calmar Ratio Rank
ABIG Martin Ratio Rank: 3232
Martin Ratio Rank

EBI
EBI Risk / Return Rank: 8484
Overall Rank
EBI Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EBI Sortino Ratio Rank: 8484
Sortino Ratio Rank
EBI Omega Ratio Rank: 8181
Omega Ratio Rank
EBI Calmar Ratio Rank: 8585
Calmar Ratio Rank
EBI Martin Ratio Rank: 8888
Martin Ratio Rank
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.

ABIG vs. EBI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Argent Large Cap ETF (ABIG) and Longview Advantage ETF (EBI). 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.


ABIGEBIDifference
Sharpe ratioReturn per unit of total volatility

-1.25

Sortino ratioReturn per unit of downside risk

-1.65

Omega ratioGain probability vs. loss probability

1.21

1.43

-0.22

Calmar ratioReturn relative to maximum drawdown

1.20

4.32

-3.12

Martin ratioReturn relative to average drawdown

4.27

17.50

-13.23

ABIG vs. EBI - Sharpe Ratio Comparison

The current ABIG Sharpe Ratio is 1.21, which is lower than the EBI Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of ABIG and EBI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ABIG vs. EBI - Drawdown Comparison

The maximum ABIG drawdown since its inception was -13.70%, smaller than the maximum EBI drawdown of -17.05%. Use the drawdown chart below to compare losses from any high point for ABIG and EBI.


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Drawdown Indicators


ABIGEBIDifference

Max Drawdown

Largest peak-to-trough decline

-13.70%

-17.05%

+3.35%

Max Drawdown (1Y)

Largest decline over 1 year

-13.70%

-7.09%

-6.61%

Current Drawdown

Current decline from peak

-2.90%

-1.43%

-1.47%

Average Drawdown

Average peak-to-trough decline

-2.23%

-2.03%

-0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

1.75%

+2.08%

Volatility

ABIG vs. EBI - Volatility Comparison

Argent Large Cap ETF (ABIG) has a higher volatility of 4.85% compared to Longview Advantage ETF (EBI) at 4.03%. This indicates that ABIG's price experiences larger fluctuations and is considered to be riskier than EBI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABIGEBIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

4.03%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

10.64%

9.27%

+1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

13.58%

12.49%

+1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.79%

17.88%

-1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.79%

17.88%

-1.09%

ABIG vs. EBI - Expense Ratio Comparison

ABIG has a 0.49% expense ratio, which is higher than EBI's 0.24% expense ratio.


Dividends

ABIG vs. EBI - Dividend Comparison

ABIG's dividend yield for the trailing twelve months is around 0.09%, less than EBI's 0.92% yield.


PositionTTM2025
ABIG
Argent Large Cap ETF
0.09%0.10%
EBI
Longview Advantage ETF
0.92%1.05%

Frequently Asked Questions


ABIG and EBI have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ABIG has higher volatility (4.85%) compared to EBI (4.03%). In terms of maximum drawdown, ABIG dropped -13.70% vs EBI's -17.05%.

On 1-year performance, EBI leads with 30.46% vs 16.32% for ABIG. On fees, EBI is cheaper at 0.24% per year. On volatility, EBI has been the lower-risk option at 4.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EBI has performed better with a 30.46% return vs 16.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EBI is cheaper with a 0.24% expense ratio, compared with 0.49% for ABIG.

EBI has the higher dividend yield at 0.92%, compared with 0.09% for ABIG.

They also come from different issuers: Argent and Longview. Their fees differ too: 0.49% for ABIG and 0.24% for EBI.

EBI currently has the higher Sharpe Ratio (2.46 vs 1.21), 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.

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