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ADME vs. FTLS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ADME and FTLS is 0.74, 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.


-0.50.00.51.00.7

Performance

ADME vs. FTLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aptus Drawdown Managed Equity ETF (ADME) and First Trust Long/Short Equity ETF (FTLS). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
3.91%
6.71%
ADME
FTLS

Key characteristics

Sharpe Ratio

ADME:

1.92

FTLS:

1.59

Sortino Ratio

ADME:

2.65

FTLS:

2.19

Omega Ratio

ADME:

1.35

FTLS:

1.29

Calmar Ratio

ADME:

1.99

FTLS:

3.68

Martin Ratio

ADME:

12.20

FTLS:

11.57

Ulcer Index

ADME:

1.72%

FTLS:

1.41%

Daily Std Dev

ADME:

10.93%

FTLS:

10.28%

Max Drawdown

ADME:

-27.49%

FTLS:

-20.53%

Current Drawdown

ADME:

-4.01%

FTLS:

-2.28%

Returns By Period

In the year-to-date period, ADME achieves a -0.61% return, which is significantly lower than FTLS's 0.52% return.


ADME

YTD

-0.61%

1M

-3.51%

6M

2.66%

1Y

20.70%

5Y*

8.91%

10Y*

N/A

FTLS

YTD

0.52%

1M

-1.12%

6M

5.76%

1Y

15.97%

5Y*

9.74%

10Y*

8.85%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ADME vs. FTLS - Expense Ratio Comparison

ADME has a 0.79% expense ratio, which is lower than FTLS's 1.60% expense ratio.


FTLS
First Trust Long/Short Equity ETF
Expense ratio chart for FTLS: current value at 1.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.60%
Expense ratio chart for ADME: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Risk-Adjusted Performance

ADME vs. FTLS — Risk-Adjusted Performance Rank

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

ADME
The Risk-Adjusted Performance Rank of ADME is 8080
Overall Rank
The Sharpe Ratio Rank of ADME is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of ADME is 8383
Sortino Ratio Rank
The Omega Ratio Rank of ADME is 8181
Omega Ratio Rank
The Calmar Ratio Rank of ADME is 7070
Calmar Ratio Rank
The Martin Ratio Rank of ADME is 8484
Martin Ratio Rank

FTLS
The Risk-Adjusted Performance Rank of FTLS is 7878
Overall Rank
The Sharpe Ratio Rank of FTLS is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of FTLS is 7171
Sortino Ratio Rank
The Omega Ratio Rank of FTLS is 7272
Omega Ratio Rank
The Calmar Ratio Rank of FTLS is 9191
Calmar Ratio Rank
The Martin Ratio Rank of FTLS is 8383
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.

ADME vs. FTLS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus Drawdown Managed Equity ETF (ADME) and First Trust Long/Short Equity ETF (FTLS). 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.


Sharpe ratio
The chart of Sharpe ratio for ADME, currently valued at 1.92, compared to the broader market0.002.004.001.921.59
The chart of Sortino ratio for ADME, currently valued at 2.65, compared to the broader market-2.000.002.004.006.008.0010.002.652.19
The chart of Omega ratio for ADME, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.351.29
The chart of Calmar ratio for ADME, currently valued at 1.99, compared to the broader market0.005.0010.0015.001.993.68
The chart of Martin ratio for ADME, currently valued at 12.20, compared to the broader market0.0020.0040.0060.0080.00100.0012.2011.57
ADME
FTLS

The current ADME Sharpe Ratio is 1.92, which is comparable to the FTLS Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of ADME and FTLS, 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 Ratio1.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.92
1.59
ADME
FTLS

Dividends

ADME vs. FTLS - Dividend Comparison

ADME's dividend yield for the trailing twelve months is around 0.39%, less than FTLS's 1.50% yield.


TTM20242023202220212020201920182017201620152014
ADME
Aptus Drawdown Managed Equity ETF
0.39%0.39%0.78%0.74%0.26%0.41%0.69%0.86%0.32%0.69%0.00%0.00%
FTLS
First Trust Long/Short Equity ETF
1.50%1.50%1.49%0.81%0.01%0.44%0.83%0.87%0.43%1.04%0.49%0.51%

Drawdowns

ADME vs. FTLS - Drawdown Comparison

The maximum ADME drawdown since its inception was -27.49%, which is greater than FTLS's maximum drawdown of -20.53%. Use the drawdown chart below to compare losses from any high point for ADME and FTLS. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.01%
-2.28%
ADME
FTLS

Volatility

ADME vs. FTLS - Volatility Comparison

Aptus Drawdown Managed Equity ETF (ADME) and First Trust Long/Short Equity ETF (FTLS) have volatilities of 4.10% and 4.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
4.10%
4.07%
ADME
FTLS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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