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ARCM vs. NGE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ARCM and NGE is 0.01, 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.


Performance

ARCM vs. NGE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arrow Reserve Capital Management ETF (ARCM) and Global X MSCI Nigeria ETF (NGE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


ARCM

YTD

1.49%

1M

0.39%

6M

2.12%

1Y

4.92%

5Y*

2.34%

10Y*

N/A

NGE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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ARCM vs. NGE - Expense Ratio Comparison

ARCM has a 0.50% expense ratio, which is lower than NGE's 0.89% expense ratio.


Risk-Adjusted Performance

ARCM vs. NGE — Risk-Adjusted Performance Rank

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

ARCM
The Risk-Adjusted Performance Rank of ARCM is 100100
Overall Rank
The Sharpe Ratio Rank of ARCM is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of ARCM is 100100
Sortino Ratio Rank
The Omega Ratio Rank of ARCM is 100100
Omega Ratio Rank
The Calmar Ratio Rank of ARCM is 100100
Calmar Ratio Rank
The Martin Ratio Rank of ARCM is 100100
Martin Ratio Rank

NGE
The Risk-Adjusted Performance Rank of NGE is 44
Overall Rank
The Sharpe Ratio Rank of NGE is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of NGE is 55
Sortino Ratio Rank
The Omega Ratio Rank of NGE is 33
Omega Ratio Rank
The Calmar Ratio Rank of NGE is 44
Calmar Ratio Rank
The Martin Ratio Rank of NGE is 55
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 vs. NGE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arrow Reserve Capital Management ETF (ARCM) and Global X MSCI Nigeria ETF (NGE). 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.



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Dividends

ARCM vs. NGE - Dividend Comparison

ARCM's dividend yield for the trailing twelve months is around 4.72%, while NGE has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
ARCM
Arrow Reserve Capital Management ETF
4.72%4.87%4.26%0.90%0.02%0.80%2.32%1.91%0.62%0.00%0.00%0.00%
NGE
Global X MSCI Nigeria ETF
0.00%0.00%58.96%8.08%7.90%6.76%6.31%5.49%1.92%2.46%4.30%2.90%

Drawdowns

ARCM vs. NGE - Drawdown Comparison


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Volatility

ARCM vs. NGE - Volatility Comparison


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