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AMOM vs. ACSI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMOM vs. ACSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) and American Customer Satisfaction ETF (ACSI). The values are adjusted to include any dividend payments, if applicable.

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AMOM vs. ACSI - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AMOM
QRAFT AI-Enhanced U.S. Large Cap Momentum ETF
-0.91%7.69%35.79%27.06%-26.29%13.08%53.81%9.33%
ACSI
American Customer Satisfaction ETF
-3.00%10.70%22.51%21.06%-20.93%23.33%22.93%8.58%

Returns By Period

In the year-to-date period, AMOM achieves a -0.91% return, which is significantly higher than ACSI's -3.00% return.


AMOM

1D
2.17%
1M
-5.43%
YTD
-0.91%
6M
-1.05%
1Y
26.38%
3Y*
19.41%
5Y*
7.77%
10Y*

ACSI

1D
0.30%
1M
-4.46%
YTD
-3.00%
6M
-1.41%
1Y
9.41%
3Y*
14.35%
5Y*
7.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AMOM vs. ACSI - Expense Ratio Comparison

AMOM has a 0.75% expense ratio, which is higher than ACSI's 0.66% expense ratio.


Return for Risk

AMOM vs. ACSI — Risk / Return Rank

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

AMOM
AMOM Risk / Return Rank: 6363
Overall Rank
AMOM Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AMOM Sortino Ratio Rank: 5757
Sortino Ratio Rank
AMOM Omega Ratio Rank: 5656
Omega Ratio Rank
AMOM Calmar Ratio Rank: 7575
Calmar Ratio Rank
AMOM Martin Ratio Rank: 6767
Martin Ratio Rank

ACSI
ACSI Risk / Return Rank: 3434
Overall Rank
ACSI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
ACSI Sortino Ratio Rank: 3131
Sortino Ratio Rank
ACSI Omega Ratio Rank: 3131
Omega Ratio Rank
ACSI Calmar Ratio Rank: 3636
Calmar Ratio Rank
ACSI Martin Ratio Rank: 4040
Martin Ratio Rank
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.

AMOM vs. ACSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) and American Customer Satisfaction ETF (ACSI). 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.


AMOMACSIDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.60

+0.45

Sortino ratio

Return per unit of downside risk

1.54

0.97

+0.57

Omega ratio

Gain probability vs. loss probability

1.22

1.13

+0.08

Calmar ratio

Return relative to maximum drawdown

2.13

0.99

+1.14

Martin ratio

Return relative to average drawdown

7.20

3.99

+3.21

AMOM vs. ACSI - Sharpe Ratio Comparison

The current AMOM Sharpe Ratio is 1.05, which is higher than the ACSI Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of AMOM and ACSI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AMOMACSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.60

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.46

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.68

-0.08

Correlation

The correlation between AMOM and ACSI is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AMOM vs. ACSI - Dividend Comparison

AMOM's dividend yield for the trailing twelve months is around 0.09%, less than ACSI's 0.94% yield.


TTM2025202420232022202120202019201820172016
AMOM
QRAFT AI-Enhanced U.S. Large Cap Momentum ETF
0.09%0.09%0.00%0.47%0.72%0.74%24.31%5.51%0.00%0.00%0.00%
ACSI
American Customer Satisfaction ETF
0.94%0.91%0.69%1.01%0.81%0.31%0.82%1.64%1.59%1.20%0.18%

Drawdowns

AMOM vs. ACSI - Drawdown Comparison

The maximum AMOM drawdown since its inception was -39.68%, which is greater than ACSI's maximum drawdown of -34.49%. Use the drawdown chart below to compare losses from any high point for AMOM and ACSI.


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Drawdown Indicators


AMOMACSIDifference

Max Drawdown

Largest peak-to-trough decline

-39.68%

-34.49%

-5.19%

Max Drawdown (1Y)

Largest decline over 1 year

-13.10%

-9.91%

-3.19%

Max Drawdown (5Y)

Largest decline over 5 years

-39.68%

-24.86%

-14.82%

Current Drawdown

Current decline from peak

-7.58%

-5.38%

-2.20%

Average Drawdown

Average peak-to-trough decline

-11.05%

-5.47%

-5.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.87%

2.46%

+1.41%

Volatility

AMOM vs. ACSI - Volatility Comparison

QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) has a higher volatility of 8.91% compared to American Customer Satisfaction ETF (ACSI) at 4.75%. This indicates that AMOM's price experiences larger fluctuations and is considered to be riskier than ACSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMOMACSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.91%

4.75%

+4.16%

Volatility (6M)

Calculated over the trailing 6-month period

17.66%

8.55%

+9.11%

Volatility (1Y)

Calculated over the trailing 1-year period

25.27%

15.66%

+9.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.52%

16.65%

+6.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.98%

17.49%

+7.49%