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ATIP vs. YALL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ATIP and YALL is 0.10, 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

ATIP vs. YALL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ATI Physical Therapy, Inc. (ATIP) and God Bless America ETF (YALL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ATIP:

-0.32

YALL:

0.92

Sortino Ratio

ATIP:

0.42

YALL:

1.47

Omega Ratio

ATIP:

1.07

YALL:

1.19

Calmar Ratio

ATIP:

-0.82

YALL:

1.01

Martin Ratio

ATIP:

-1.45

YALL:

3.66

Ulcer Index

ATIP:

56.35%

YALL:

5.43%

Daily Std Dev

ATIP:

255.55%

YALL:

21.37%

Max Drawdown

ATIP:

-99.93%

YALL:

-19.72%

Current Drawdown

ATIP:

-99.87%

YALL:

-4.15%

Returns By Period

In the year-to-date period, ATIP achieves a -65.80% return, which is significantly lower than YALL's 2.51% return.


ATIP

YTD

-65.80%

1M

-10.00%

6M

-67.12%

1Y

-82.73%

5Y*

N/A

10Y*

N/A

YALL

YTD

2.51%

1M

11.92%

6M

-0.27%

1Y

19.28%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ATIP vs. YALL — Risk-Adjusted Performance Rank

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

ATIP
The Risk-Adjusted Performance Rank of ATIP is 3030
Overall Rank
The Sharpe Ratio Rank of ATIP is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of ATIP is 4949
Sortino Ratio Rank
The Omega Ratio Rank of ATIP is 5151
Omega Ratio Rank
The Calmar Ratio Rank of ATIP is 55
Calmar Ratio Rank
The Martin Ratio Rank of ATIP is 99
Martin Ratio Rank

YALL
The Risk-Adjusted Performance Rank of YALL is 8181
Overall Rank
The Sharpe Ratio Rank of YALL is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of YALL is 8282
Sortino Ratio Rank
The Omega Ratio Rank of YALL is 8181
Omega Ratio Rank
The Calmar Ratio Rank of YALL is 8383
Calmar Ratio Rank
The Martin Ratio Rank of YALL is 8080
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.

ATIP vs. YALL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ATI Physical Therapy, Inc. (ATIP) 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.


The current ATIP Sharpe Ratio is -0.32, which is lower than the YALL Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of ATIP 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.


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Dividends

ATIP vs. YALL - Dividend Comparison

ATIP has not paid dividends to shareholders, while YALL's dividend yield for the trailing twelve months is around 0.49%.


TTM202420232022
ATIP
ATI Physical Therapy, Inc.
0.00%0.00%0.00%0.00%
YALL
God Bless America ETF
0.49%0.50%3.51%0.19%

Drawdowns

ATIP vs. YALL - Drawdown Comparison

The maximum ATIP drawdown since its inception was -99.93%, which is greater than YALL's maximum drawdown of -19.72%. Use the drawdown chart below to compare losses from any high point for ATIP and YALL. For additional features, visit the drawdowns tool.


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Volatility

ATIP vs. YALL - Volatility Comparison

ATI Physical Therapy, Inc. (ATIP) has a higher volatility of 48.57% compared to God Bless America ETF (YALL) at 7.02%. This indicates that ATIP'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.


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