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AUGZ vs. OCTB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AUGZ vs. OCTB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrueShares Structured Outcome (August) ETF (AUGZ) and Aptus October Buffer ETF (OCTB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AUGZ achieves a 8.27% return, which is significantly higher than OCTB's 6.18% return.


AUGZ

1D
-0.55%
1M
4.32%
YTD
8.27%
6M
8.18%
1Y
20.84%
3Y*
16.37%
5Y*
10.83%
10Y*

OCTB

1D
-0.17%
1M
2.41%
YTD
6.18%
6M
6.75%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AUGZ vs. OCTB - Yearly Performance Comparison


Correlation

The correlation between AUGZ and OCTB is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 15, 2025

0.95

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Return for Risk

AUGZ vs. OCTB — Risk / Return Rank

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

AUGZ
AUGZ Risk / Return Rank: 6565
Overall Rank
AUGZ Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
AUGZ Sortino Ratio Rank: 6666
Sortino Ratio Rank
AUGZ Omega Ratio Rank: 6565
Omega Ratio Rank
AUGZ Calmar Ratio Rank: 5959
Calmar Ratio Rank
AUGZ Martin Ratio Rank: 6868
Martin Ratio Rank

OCTB
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.

AUGZ vs. OCTB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrueShares Structured Outcome (August) ETF (AUGZ) and Aptus October Buffer ETF (OCTB). 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.


AUGZOCTBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

2.89

Martin ratioReturn relative to average drawdown

12.46

AUGZ vs. OCTB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AUGZOCTBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

1.97

-0.89

Drawdowns

AUGZ vs. OCTB - Drawdown Comparison

The maximum AUGZ drawdown since its inception was -15.67%, which is greater than OCTB's maximum drawdown of -4.79%. Use the drawdown chart below to compare losses from any high point for AUGZ and OCTB.


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Drawdown Indicators


AUGZOCTBDifference

Max Drawdown

Largest peak-to-trough decline

-15.67%

-4.79%

-10.88%

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

-0.55%

-0.17%

-0.38%

Average Drawdown

Average peak-to-trough decline

-3.11%

-0.70%

-2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

Volatility

AUGZ vs. OCTB - Volatility Comparison


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Volatility by Period


AUGZOCTBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.60%

Volatility (6M)

Calculated over the trailing 6-month period

7.25%

Volatility (1Y)

Calculated over the trailing 1-year period

9.50%

7.20%

+2.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.97%

7.20%

+4.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.10%

7.20%

+4.90%

AUGZ vs. OCTB - Expense Ratio Comparison

AUGZ has a 0.79% expense ratio, which is higher than OCTB's 0.25% expense ratio.


Dividends

AUGZ vs. OCTB - Dividend Comparison

AUGZ's dividend yield for the trailing twelve months is around 3.35%, while OCTB has not paid dividends to shareholders.


PositionTTM2025202420232022
AUGZ
TrueShares Structured Outcome (August) ETF
3.35%3.63%4.08%3.42%0.41%
OCTB
Aptus October Buffer ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.95, AUGZ and OCTB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, OCTB is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

OCTB is cheaper with a 0.25% expense ratio, compared with 0.79% for AUGZ.

AUGZ has the higher dividend yield at 3.35%, compared with 0.00% for OCTB.

They also come from different issuers: TrueShares and Aptus Capital Advisors. Their fees differ too: 0.79% for AUGZ and 0.25% for OCTB.

Portfolio Optimizer

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