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AUGZ vs. LRNZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AUGZ vs. LRNZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrueShares Structured Outcome (August) ETF (AUGZ) and TrueShares Technology, AI & Deep Learning ETF (LRNZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


AUGZ

1D
0.80%
1M
0.15%
6M
6.16%
YTD
7.11%
1Y
15.39%
3Y*
14.20%
5Y*
9.79%
10Y*
ALL TIME*
12.49%

LRNZ

1D
1.01%
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$28.12K$49.05K$654.57K
$103.68K$133.76K$133.76K

AUGZ vs. LRNZ - Yearly Performance Comparison


Correlation

The correlation between AUGZ and LRNZ is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 10, 2026

0.57

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Return for Risk

AUGZ vs. LRNZ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AUGZ
AUGZ Risk / Return Rank: 5353
Overall Rank
AUGZ Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
AUGZ Sortino Ratio Rank: 5050
Sortino Ratio Rank
AUGZ Omega Ratio Rank: 5050
Omega Ratio Rank
AUGZ Calmar Ratio Rank: 5252
Calmar Ratio Rank
AUGZ Martin Ratio Rank: 6060
Martin Ratio Rank

LRNZ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AUGZ vs. LRNZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrueShares Structured Outcome (August) ETF (AUGZ) and TrueShares Technology, AI & Deep Learning ETF (LRNZ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AUGZLRNZDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

1.86

Martin ratioReturn relative to average drawdown

7.17

AUGZ vs. LRNZ - Sharpe Ratio Comparison


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Drawdowns

AUGZ vs. LRNZ - Drawdown Comparison

The maximum AUGZ drawdown since its inception was -15.67%, which is greater than LRNZ's maximum drawdown of -11.91%. Use the drawdown chart below to compare losses from any high point for AUGZ and LRNZ.


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Drawdown Indicators


AUGZLRNZDifference

Max Drawdown

Largest peak-to-trough decline

-15.67%

-11.91%

-3.76%

Max Drawdown (1Y)

Largest decline over 1 year

-7.23%

Max Drawdown (3Y)

Largest decline over 3 years

-14.52%

Max Drawdown (5Y)

Largest decline over 5 years

-15.67%

Current Drawdown

Current decline from peak

-1.62%

-6.20%

+4.58%

Average Drawdown

Average peak-to-trough decline

-3.08%

-5.75%

+2.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

Volatility

AUGZ vs. LRNZ - Volatility Comparison


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Volatility by Period


AUGZLRNZDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.20%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

Volatility (1Y)

Calculated over the trailing 1-year period

10.58%

34.30%

-23.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.10%

34.30%

-22.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.13%

34.30%

-22.17%

AUGZ vs. LRNZ - Expense Ratio Comparison

AUGZ has a 0.79% expense ratio, which is higher than LRNZ's 0.68% expense ratio.


Dividends

AUGZ vs. LRNZ - Dividend Comparison

AUGZ's dividend yield for the trailing twelve months is around 3.39%, while LRNZ has not paid dividends to shareholders.


PositionTTM2025202420232022
AUGZ
TrueShares Structured Outcome (August) ETF
3.39%3.63%4.08%3.42%0.41%
LRNZ
TrueShares Technology, AI & Deep Learning ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AUGZ and LRNZ have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LRNZ is cheaper at 0.68% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LRNZ is cheaper with a 0.68% expense ratio, compared with 0.79% for AUGZ.

AUGZ has the higher dividend yield at 3.39%, compared with 0.00% for LRNZ.

AUGZ is categorized as Defined Outcome, while LRNZ is Artificial Intelligence. Their fees differ too: 0.79% for AUGZ and 0.68% for LRNZ.

Portfolio Optimizer

Find the right allocation for AUGZ and LRNZ

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