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ARCM.L vs. YALL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ARCM.L and YALL is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

ARCM.L vs. YALL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arc Minerals Limited (ARCM.L) and God Bless America ETF (YALL). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%OctoberNovemberDecember2025FebruaryMarch
-43.72%
86.79%
ARCM.L
YALL

Key characteristics

Sharpe Ratio

ARCM.L:

-0.22

YALL:

0.89

Sortino Ratio

ARCM.L:

0.18

YALL:

1.33

Omega Ratio

ARCM.L:

1.02

YALL:

1.16

Calmar Ratio

ARCM.L:

-0.16

YALL:

1.45

Martin Ratio

ARCM.L:

-0.65

YALL:

4.15

Ulcer Index

ARCM.L:

24.28%

YALL:

3.46%

Daily Std Dev

ARCM.L:

71.96%

YALL:

16.08%

Max Drawdown

ARCM.L:

-99.85%

YALL:

-12.03%

Current Drawdown

ARCM.L:

-99.79%

YALL:

-9.61%

Returns By Period

In the year-to-date period, ARCM.L achieves a 24.00% return, which is significantly higher than YALL's -3.33% return.


ARCM.L

YTD

24.00%

1M

-12.92%

6M

-13.89%

1Y

-15.76%

5Y*

-4.97%

10Y*

-16.56%

YALL

YTD

-3.33%

1M

-4.48%

6M

3.95%

1Y

14.77%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

ARCM.L vs. YALL — Risk-Adjusted Performance Rank

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

ARCM.L
The Risk-Adjusted Performance Rank of ARCM.L is 3838
Overall Rank
The Sharpe Ratio Rank of ARCM.L is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of ARCM.L is 4040
Sortino Ratio Rank
The Omega Ratio Rank of ARCM.L is 4040
Omega Ratio Rank
The Calmar Ratio Rank of ARCM.L is 3939
Calmar Ratio Rank
The Martin Ratio Rank of ARCM.L is 3535
Martin Ratio Rank

YALL
The Risk-Adjusted Performance Rank of YALL is 5757
Overall Rank
The Sharpe Ratio Rank of YALL is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of YALL is 5454
Sortino Ratio Rank
The Omega Ratio Rank of YALL is 5151
Omega Ratio Rank
The Calmar Ratio Rank of YALL is 6868
Calmar Ratio Rank
The Martin Ratio Rank of YALL is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ARCM.L vs. YALL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arc Minerals Limited (ARCM.L) and God Bless America ETF (YALL). 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 ARCM.L, currently valued at -0.18, compared to the broader market-3.00-2.00-1.000.001.002.003.00-0.180.68
The chart of Sortino ratio for ARCM.L, currently valued at 0.26, compared to the broader market-4.00-2.000.002.004.000.261.05
The chart of Omega ratio for ARCM.L, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.13
The chart of Calmar ratio for ARCM.L, currently valued at -0.17, compared to the broader market0.001.002.003.004.005.00-0.170.91
The chart of Martin ratio for ARCM.L, currently valued at -0.50, compared to the broader market0.005.0010.0015.0020.00-0.502.99
ARCM.L
YALL

The current ARCM.L Sharpe Ratio is -0.22, which is lower than the YALL Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of ARCM.L and YALL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00OctoberNovemberDecember2025FebruaryMarch
-0.18
0.68
ARCM.L
YALL

Dividends

ARCM.L vs. YALL - Dividend Comparison

ARCM.L has not paid dividends to shareholders, while YALL's dividend yield for the trailing twelve months is around 0.51%.


TTM202420232022
ARCM.L
Arc Minerals Limited
0.00%0.00%0.00%0.00%
YALL
God Bless America ETF
0.53%0.50%3.51%0.19%

Drawdowns

ARCM.L vs. YALL - Drawdown Comparison

The maximum ARCM.L drawdown since its inception was -99.85%, which is greater than YALL's maximum drawdown of -12.03%. Use the drawdown chart below to compare losses from any high point for ARCM.L and YALL. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-64.04%
-12.11%
ARCM.L
YALL

Volatility

ARCM.L vs. YALL - Volatility Comparison

Arc Minerals Limited (ARCM.L) has a higher volatility of 13.50% compared to God Bless America ETF (YALL) at 5.05%. This indicates that ARCM.L's price experiences larger fluctuations and is considered to be riskier than YALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%OctoberNovemberDecember2025FebruaryMarch
13.50%
5.05%
ARCM.L
YALL
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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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