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ABOT vs. SPIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ABOT vs. SPIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abacus FCF Innovation Leaders ETF (ABOT) and F/m Emerald Special Situations ETF (SPIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ABOT achieves a 3.85% return, which is significantly lower than SPIT's 30.33% return.


ABOT

1D
0.80%
1M
3.72%
6M
3.99%
YTD
3.85%
1Y
4.27%
3Y*
18.64%
5Y*
8.80%
10Y*

SPIT

1D
-1.88%
1M
7.44%
6M
24.09%
YTD
30.33%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABOT vs. SPIT - Yearly Performance Comparison


Correlation

The correlation between ABOT and SPIT is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 6, 2025

0.47

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Return for Risk

ABOT vs. SPIT — Risk / Return Rank

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

ABOT
ABOT Risk / Return Rank: 1111
Overall Rank
ABOT Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
ABOT Sortino Ratio Rank: 1111
Sortino Ratio Rank
ABOT Omega Ratio Rank: 1111
Omega Ratio Rank
ABOT Calmar Ratio Rank: 1111
Calmar Ratio Rank
ABOT Martin Ratio Rank: 1111
Martin Ratio Rank

SPIT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

ABOT vs. SPIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abacus FCF Innovation Leaders ETF (ABOT) and F/m Emerald Special Situations ETF (SPIT). 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.


ABOTSPITDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.05

Calmar ratioReturn relative to maximum drawdown

0.20

Martin ratioReturn relative to average drawdown

0.46

ABOT vs. SPIT - Sharpe Ratio Comparison


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Drawdowns

ABOT vs. SPIT - Drawdown Comparison

The maximum ABOT drawdown since its inception was -29.71%, which is greater than SPIT's maximum drawdown of -12.49%. Use the drawdown chart below to compare losses from any high point for ABOT and SPIT.


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Drawdown Indicators


ABOTSPITDifference

Max Drawdown

Largest peak-to-trough decline

-29.71%

-12.49%

-17.22%

Max Drawdown (1Y)

Largest decline over 1 year

-21.54%

Max Drawdown (3Y)

Largest decline over 3 years

-22.72%

Max Drawdown (5Y)

Largest decline over 5 years

-29.71%

Current Drawdown

Current decline from peak

-3.11%

-3.18%

+0.07%

Average Drawdown

Average peak-to-trough decline

-9.44%

-2.48%

-6.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.23%

Volatility

ABOT vs. SPIT - Volatility Comparison


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Volatility by Period


ABOTSPITDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.51%

Volatility (6M)

Calculated over the trailing 6-month period

15.78%

Volatility (1Y)

Calculated over the trailing 1-year period

18.47%

26.43%

-7.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.82%

26.43%

-6.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.76%

26.43%

-6.67%

ABOT vs. SPIT - Expense Ratio Comparison

ABOT has a 0.39% expense ratio, which is lower than SPIT's 0.89% expense ratio.


Dividends

ABOT vs. SPIT - Dividend Comparison

ABOT's dividend yield for the trailing twelve months is around 0.33%, less than SPIT's 5.51% yield.


PositionTTM202520242023202220212020
ABOT
Abacus FCF Innovation Leaders ETF
0.33%0.38%1.28%0.77%1.20%4.77%0.02%
SPIT
F/m Emerald Special Situations ETF
5.51%7.18%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ABOT and SPIT have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ABOT is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ABOT is cheaper with a 0.39% expense ratio, compared with 0.89% for SPIT.

SPIT has the higher dividend yield at 5.51%, compared with 0.33% for ABOT.

They also come from different issuers: Abacus and F/m Investments. Their fees differ too: 0.39% for ABOT and 0.89% for SPIT.

Portfolio Optimizer

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