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AFTY vs. YINN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AFTY and YINN is 0.71, 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

AFTY vs. YINN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer CSOP FTSE China A50 ETF (AFTY) and Direxion Daily China 3x Bull Shares (YINN). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
33.86%
-95.37%
AFTY
YINN

Key characteristics

Returns By Period


AFTY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

YINN

YTD

36.27%

1M

0.57%

6M

19.33%

1Y

52.83%

5Y*

-41.15%

10Y*

-26.26%

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AFTY vs. YINN - Expense Ratio Comparison

AFTY has a 0.70% expense ratio, which is lower than YINN's 1.52% expense ratio.


YINN
Direxion Daily China 3x Bull Shares
Expense ratio chart for YINN: current value at 1.52% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.52%
Expense ratio chart for AFTY: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%

Risk-Adjusted Performance

AFTY vs. YINN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer CSOP FTSE China A50 ETF (AFTY) and Direxion Daily China 3x Bull Shares (YINN). 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 AFTY, currently valued at 1.42, compared to the broader market0.002.004.001.420.55
The chart of Sortino ratio for AFTY, currently valued at 3.00, compared to the broader market-2.000.002.004.006.008.0010.003.001.48
The chart of Omega ratio for AFTY, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.381.18
The chart of Calmar ratio for AFTY, currently valued at 0.52, compared to the broader market0.005.0010.0015.000.520.56
The chart of Martin ratio for AFTY, currently valued at 7.06, compared to the broader market0.0020.0040.0060.0080.00100.007.061.87
AFTY
YINN


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
1.42
0.55
AFTY
YINN

Dividends

AFTY vs. YINN - Dividend Comparison

AFTY has not paid dividends to shareholders, while YINN's dividend yield for the trailing twelve months is around 0.70%.


TTM2023202220212020201920182017201620152014
AFTY
Pacer CSOP FTSE China A50 ETF
101.85%2.23%0.00%1.84%1.48%8.63%1.85%6.62%1.19%16.76%0.00%
YINN
Direxion Daily China 3x Bull Shares
0.70%4.17%1.16%0.73%0.76%1.38%1.02%1.11%0.00%0.00%0.19%

Drawdowns

AFTY vs. YINN - Drawdown Comparison


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-36.46%
-97.70%
AFTY
YINN

Volatility

AFTY vs. YINN - Volatility Comparison

The current volatility for Pacer CSOP FTSE China A50 ETF (AFTY) is 0.00%, while Direxion Daily China 3x Bull Shares (YINN) has a volatility of 30.51%. This indicates that AFTY experiences smaller price fluctuations and is considered to be less risky than YINN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember0
30.51%
AFTY
YINN
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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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