PortfoliosLab logoPortfoliosLab logo
APRZ vs. SPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

APRZ vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrueShares Structured Outcome (April) ETF (APRZ) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

APRZ vs. SPY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
APRZ
TrueShares Structured Outcome (April) ETF
-4.60%12.97%18.46%22.23%-11.43%13.37%
SPY
State Street SPDR S&P 500 ETF
-4.37%17.72%24.89%26.18%-18.18%19.75%

Returns By Period

The year-to-date returns for both investments are quite close, with APRZ having a -4.60% return and SPY slightly higher at -4.37%.


APRZ

1D
2.70%
1M
-4.50%
YTD
-4.60%
6M
-2.90%
1Y
12.03%
3Y*
12.89%
5Y*
10Y*

SPY

1D
2.91%
1M
-4.94%
YTD
-4.37%
6M
-1.82%
1Y
17.59%
3Y*
18.19%
5Y*
11.69%
10Y*
13.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


APRZ vs. SPY - Expense Ratio Comparison

APRZ has a 0.79% expense ratio, which is higher than SPY's 0.09% expense ratio.


Return for Risk

APRZ vs. SPY — Risk / Return Rank

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

APRZ
APRZ Risk / Return Rank: 4848
Overall Rank
APRZ Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
APRZ Sortino Ratio Rank: 4646
Sortino Ratio Rank
APRZ Omega Ratio Rank: 4747
Omega Ratio Rank
APRZ Calmar Ratio Rank: 5050
Calmar Ratio Rank
APRZ Martin Ratio Rank: 5555
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 6464
Overall Rank
SPY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPY Omega Ratio Rank: 6565
Omega Ratio Rank
SPY Calmar Ratio Rank: 6565
Calmar Ratio Rank
SPY Martin Ratio Rank: 7575
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. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrueShares Structured Outcome (April) ETF (APRZ) and State Street SPDR S&P 500 ETF (SPY). 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.


APRZSPYDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.93

-0.11

Sortino ratio

Return per unit of downside risk

1.26

1.45

-0.19

Omega ratio

Gain probability vs. loss probability

1.18

1.22

-0.04

Calmar ratio

Return relative to maximum drawdown

1.29

1.53

-0.23

Martin ratio

Return relative to average drawdown

5.37

7.30

-1.93

APRZ vs. SPY - Sharpe Ratio Comparison

The current APRZ Sharpe Ratio is 0.81, which is comparable to the SPY Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of APRZ and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


APRZSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.93

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.56

+0.19

Correlation

The correlation between APRZ and SPY is 0.99, 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.


Dividends

APRZ vs. SPY - Dividend Comparison

APRZ's dividend yield for the trailing twelve months is around 3.52%, more than SPY's 1.14% yield.


TTM20252024202320222021202020192018201720162015
APRZ
TrueShares Structured Outcome (April) ETF
3.52%3.35%2.78%2.89%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
State Street SPDR S&P 500 ETF
1.14%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Drawdowns

APRZ vs. SPY - Drawdown Comparison

The maximum APRZ drawdown since its inception was -18.15%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for APRZ and SPY.


Loading graphics...

Drawdown Indicators


APRZSPYDifference

Max Drawdown

Largest peak-to-trough decline

-18.15%

-55.19%

+37.04%

Max Drawdown (1Y)

Largest decline over 1 year

-9.65%

-12.05%

+2.40%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

Max Drawdown (10Y)

Largest decline over 10 years

-33.72%

Current Drawdown

Current decline from peak

-6.39%

-6.24%

-0.15%

Average Drawdown

Average peak-to-trough decline

-3.72%

-9.09%

+5.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

2.52%

-0.20%

Volatility

APRZ vs. SPY - Volatility Comparison

The current volatility for TrueShares Structured Outcome (April) ETF (APRZ) is 4.85%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that APRZ experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


APRZSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

5.31%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

8.46%

9.47%

-1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

14.85%

19.05%

-4.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.51%

17.06%

-4.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.51%

17.92%

-5.41%