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ACIO vs. BUFR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACIO and BUFR is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

ACIO vs. BUFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aptus Collared Income Opportunity ETF (ACIO) and FT Cboe Vest Fund of Buffer ETFs (BUFR). The values are adjusted to include any dividend payments, if applicable.

35.00%40.00%45.00%50.00%55.00%60.00%NovemberDecember2025FebruaryMarchApril
48.15%
45.57%
ACIO
BUFR

Key characteristics

Sharpe Ratio

ACIO:

0.73

BUFR:

0.53

Sortino Ratio

ACIO:

1.06

BUFR:

0.79

Omega Ratio

ACIO:

1.15

BUFR:

1.13

Calmar Ratio

ACIO:

0.74

BUFR:

0.47

Martin Ratio

ACIO:

2.72

BUFR:

2.14

Ulcer Index

ACIO:

3.31%

BUFR:

2.79%

Daily Std Dev

ACIO:

12.37%

BUFR:

11.34%

Max Drawdown

ACIO:

-14.19%

BUFR:

-13.73%

Current Drawdown

ACIO:

-7.75%

BUFR:

-6.29%

Returns By Period

In the year-to-date period, ACIO achieves a -5.02% return, which is significantly lower than BUFR's -3.71% return.


ACIO

YTD

-5.02%

1M

-2.45%

6M

-4.64%

1Y

9.32%

5Y*

10.77%

10Y*

N/A

BUFR

YTD

-3.71%

1M

-2.46%

6M

-2.27%

1Y

6.30%

5Y*

N/A

10Y*

N/A

*Annualized

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ACIO vs. BUFR - Expense Ratio Comparison

ACIO has a 0.79% expense ratio, which is lower than BUFR's 1.05% expense ratio.


Expense ratio chart for BUFR: current value is 1.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BUFR: 1.05%
Expense ratio chart for ACIO: current value is 0.79%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ACIO: 0.79%

Risk-Adjusted Performance

ACIO vs. BUFR — Risk-Adjusted Performance Rank

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

ACIO
The Risk-Adjusted Performance Rank of ACIO is 7070
Overall Rank
The Sharpe Ratio Rank of ACIO is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of ACIO is 6868
Sortino Ratio Rank
The Omega Ratio Rank of ACIO is 6868
Omega Ratio Rank
The Calmar Ratio Rank of ACIO is 7575
Calmar Ratio Rank
The Martin Ratio Rank of ACIO is 6969
Martin Ratio Rank

BUFR
The Risk-Adjusted Performance Rank of BUFR is 5959
Overall Rank
The Sharpe Ratio Rank of BUFR is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFR is 5555
Sortino Ratio Rank
The Omega Ratio Rank of BUFR is 6363
Omega Ratio Rank
The Calmar Ratio Rank of BUFR is 5858
Calmar Ratio Rank
The Martin Ratio Rank of BUFR is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ACIO vs. BUFR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus Collared Income Opportunity ETF (ACIO) and FT Cboe Vest Fund of Buffer ETFs (BUFR). 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.


The chart of Sharpe ratio for ACIO, currently valued at 0.73, compared to the broader market-1.000.001.002.003.004.00
ACIO: 0.73
BUFR: 0.53
The chart of Sortino ratio for ACIO, currently valued at 1.06, compared to the broader market-2.000.002.004.006.008.00
ACIO: 1.06
BUFR: 0.79
The chart of Omega ratio for ACIO, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
ACIO: 1.15
BUFR: 1.13
The chart of Calmar ratio for ACIO, currently valued at 0.74, compared to the broader market0.002.004.006.008.0010.0012.00
ACIO: 0.74
BUFR: 0.47
The chart of Martin ratio for ACIO, currently valued at 2.72, compared to the broader market0.0020.0040.0060.00
ACIO: 2.72
BUFR: 2.14

The current ACIO Sharpe Ratio is 0.73, which is higher than the BUFR Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of ACIO and BUFR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.73
0.53
ACIO
BUFR

Dividends

ACIO vs. BUFR - Dividend Comparison

ACIO's dividend yield for the trailing twelve months is around 0.46%, while BUFR has not paid dividends to shareholders.


TTM202420232022202120202019
ACIO
Aptus Collared Income Opportunity ETF
0.46%0.44%0.72%1.51%0.61%1.02%1.32%
BUFR
FT Cboe Vest Fund of Buffer ETFs
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ACIO vs. BUFR - Drawdown Comparison

The maximum ACIO drawdown since its inception was -14.19%, roughly equal to the maximum BUFR drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for ACIO and BUFR. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.75%
-6.29%
ACIO
BUFR

Volatility

ACIO vs. BUFR - Volatility Comparison

The current volatility for Aptus Collared Income Opportunity ETF (ACIO) is 7.65%, while FT Cboe Vest Fund of Buffer ETFs (BUFR) has a volatility of 8.94%. This indicates that ACIO experiences smaller price fluctuations and is considered to be less risky than BUFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
7.65%
8.94%
ACIO
BUFR