ADPV vs. VRT

In the year-to-date period, ADPV achieves a -4.50% return, which is significantly higher than VRT's -8.30% return.

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This table presents a comparison of risk-adjusted performance metrics for Adaptiv Select ETF (ADPV) and Vertiv Holdings Co. (VRT). 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 current ADPV Sharpe Ratio is 0.49, which is higher than the VRT Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of ADPV and VRT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ADPV's dividend yield for the trailing twelve months is around 0.70%, more than VRT's 0.12% yield.

The maximum ADPV drawdown since its inception was -22.30%, smaller than the maximum VRT drawdown of -71.24%. Use the drawdown chart below to compare losses from any high point for ADPV and VRT.

The current volatility for Adaptiv Select ETF (ADPV) is 2.13%, while Vertiv Holdings Co. (VRT) has a volatility of 13.76%. This indicates that ADPV experiences smaller price fluctuations and is considered to be less risky than VRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.