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APRZ vs. MARZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

APRZ vs. MARZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrueShares Structured Outcome (April) ETF (APRZ) and TrueShares Structured Outcome (March) ETF (MARZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, APRZ achieves a 7.43% return, which is significantly lower than MARZ's 7.95% return.


APRZ

1D
-0.52%
1M
4.07%
YTD
7.43%
6M
7.28%
1Y
20.17%
3Y*
16.23%
5Y*
11.19%
10Y*

MARZ

1D
-0.48%
1M
4.18%
YTD
7.95%
6M
7.73%
1Y
20.32%
3Y*
16.16%
5Y*
10.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

APRZ vs. MARZ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
APRZ
TrueShares Structured Outcome (April) ETF
7.43%12.97%18.46%22.23%-11.43%13.37%
MARZ
TrueShares Structured Outcome (March) ETF
7.95%12.90%17.90%20.37%-12.70%14.04%

Correlation

The correlation between APRZ and MARZ is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2021

0.99

The correlation between APRZ and MARZ has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

APRZ vs. MARZ — Risk / Return Rank

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

APRZ
APRZ Risk / Return Rank: 5757
Overall Rank
APRZ Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
APRZ Sortino Ratio Rank: 5959
Sortino Ratio Rank
APRZ Omega Ratio Rank: 6060
Omega Ratio Rank
APRZ Calmar Ratio Rank: 4747
Calmar Ratio Rank
APRZ Martin Ratio Rank: 5858
Martin Ratio Rank

MARZ
MARZ Risk / Return Rank: 6262
Overall Rank
MARZ Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
MARZ Sortino Ratio Rank: 6363
Sortino Ratio Rank
MARZ Omega Ratio Rank: 6262
Omega Ratio Rank
MARZ Calmar Ratio Rank: 5656
Calmar Ratio Rank
MARZ Martin Ratio Rank: 6565
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.

APRZ vs. MARZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrueShares Structured Outcome (April) ETF (APRZ) and TrueShares Structured Outcome (March) ETF (MARZ). 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.


APRZMARZDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.36

1.38

-0.02

Calmar ratioReturn relative to maximum drawdown

2.29

2.74

-0.45

Martin ratioReturn relative to average drawdown

10.13

11.85

-1.71

APRZ vs. MARZ - Sharpe Ratio Comparison

The current APRZ Sharpe Ratio is 1.98, which is comparable to the MARZ Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of APRZ and MARZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


APRZMARZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

2.10

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.87

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.94

0.00

Drawdowns

APRZ vs. MARZ - Drawdown Comparison

The maximum APRZ drawdown since its inception was -18.15%, roughly equal to the maximum MARZ drawdown of -18.89%. Use the drawdown chart below to compare losses from any high point for APRZ and MARZ.


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Drawdown Indicators


APRZMARZDifference

Max Drawdown

Largest peak-to-trough decline

-18.15%

-18.89%

+0.74%

Max Drawdown (1Y)

Largest decline over 1 year

-8.85%

-7.45%

-1.40%

Max Drawdown (3Y)

Largest decline over 3 years

-15.15%

-14.84%

-0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-18.15%

-18.89%

+0.74%

Current Drawdown

Current decline from peak

-0.52%

-0.48%

-0.04%

Average Drawdown

Average peak-to-trough decline

-3.63%

-4.02%

+0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

1.72%

+0.28%

Volatility

APRZ vs. MARZ - Volatility Comparison

TrueShares Structured Outcome (April) ETF (APRZ) and TrueShares Structured Outcome (March) ETF (MARZ) have volatilities of 2.39% and 2.33%, 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.


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Volatility by Period


APRZMARZDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.39%

2.33%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

8.06%

7.46%

+0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

10.23%

9.71%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.52%

12.29%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.42%

12.20%

+0.22%

APRZ vs. MARZ - Expense Ratio Comparison

Both APRZ and MARZ have an expense ratio of 0.79%.


Dividends

APRZ vs. MARZ - Dividend Comparison

APRZ's dividend yield for the trailing twelve months is around 3.12%, more than MARZ's 3.06% yield.


PositionTTM20252024202320222021
APRZ
TrueShares Structured Outcome (April) ETF
3.12%3.35%2.78%2.89%0.59%0.00%
MARZ
TrueShares Structured Outcome (March) ETF
3.06%3.30%4.55%7.33%0.78%2.43%

Frequently Asked Questions


With a correlation of 0.98, APRZ and MARZ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

APRZ has higher volatility (2.39%) compared to MARZ (2.33%). In terms of maximum drawdown, APRZ dropped -18.15% vs MARZ's -18.89%.

On 5-year performance, APRZ leads with 11.19% vs 10.65% for MARZ. Both ETFs have the same 0.79% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, APRZ has performed better with a 11.19% return vs 10.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

APRZ and MARZ have the same expense ratio: 0.79% per year.

APRZ has the higher dividend yield at 3.12%, compared with 3.06% for MARZ.

APRZ tracks S&P 500 Price Return Index, while MARZ tracks S&P 500 Price Index.

MARZ currently has the higher Sharpe Ratio (2.10 vs 1.98), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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