AUGZ vs. OCTZ
Compare and contrast key facts about TrueShares Structured Outcome (August) ETF (AUGZ) and TrueShares Structured Outcome (October) ETF (OCTZ).
AUGZ and OCTZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AUGZ is a passively managed fund by TrueShares that tracks the performance of the S&P 500 Index. It was launched on Jul 31, 2020. OCTZ is an actively managed fund by TrueShares. It was launched on Sep 30, 2020.
Performance
AUGZ vs. OCTZ - Performance Comparison
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AUGZ vs. OCTZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
AUGZ TrueShares Structured Outcome (August) ETF | -3.85% | 13.49% | 17.99% | 17.32% | -10.41% | 20.74% | 8.89% |
OCTZ TrueShares Structured Outcome (October) ETF | -3.41% | 12.89% | 18.89% | 18.18% | -10.23% | 20.49% | 8.53% |
Returns By Period
In the year-to-date period, AUGZ achieves a -3.85% return, which is significantly lower than OCTZ's -3.41% return.
AUGZ
- 1D
- 2.03%
- 1M
- -3.88%
- YTD
- -3.85%
- 6M
- -2.07%
- 1Y
- 12.76%
- 3Y*
- 12.91%
- 5Y*
- 9.16%
- 10Y*
- —
OCTZ
- 1D
- 2.03%
- 1M
- -3.58%
- YTD
- -3.41%
- 6M
- -1.67%
- 1Y
- 12.51%
- 3Y*
- 13.32%
- 5Y*
- 9.45%
- 10Y*
- —
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AUGZ vs. OCTZ - Expense Ratio Comparison
Both AUGZ and OCTZ have an expense ratio of 0.79%.
Return for Risk
AUGZ vs. OCTZ — Risk / Return Rank
AUGZ
OCTZ
AUGZ vs. OCTZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TrueShares Structured Outcome (August) ETF (AUGZ) and TrueShares Structured Outcome (October) ETF (OCTZ). 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.
| AUGZ | OCTZ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.92 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.42 | 1.40 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.41 | -0.05 |
Martin ratioReturn relative to average drawdown | 6.15 | 6.21 | -0.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AUGZ | OCTZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.92 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.77 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.91 | +0.01 |
Correlation
The correlation between AUGZ and OCTZ is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
AUGZ vs. OCTZ - Dividend Comparison
AUGZ's dividend yield for the trailing twelve months is around 3.77%, less than OCTZ's 4.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AUGZ TrueShares Structured Outcome (August) ETF | 3.77% | 3.63% | 4.08% | 3.42% | 0.41% |
OCTZ TrueShares Structured Outcome (October) ETF | 4.13% | 3.99% | 1.26% | 3.28% | 0.67% |
Drawdowns
AUGZ vs. OCTZ - Drawdown Comparison
The maximum AUGZ drawdown since its inception was -15.67%, roughly equal to the maximum OCTZ drawdown of -15.82%. Use the drawdown chart below to compare losses from any high point for AUGZ and OCTZ.
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Drawdown Indicators
| AUGZ | OCTZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.67% | -15.82% | +0.15% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -9.09% | -0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -15.67% | -15.82% | +0.15% |
Current DrawdownCurrent decline from peak | -5.35% | -5.43% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -3.18% | -3.23% | +0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 2.06% | -0.05% |
Volatility
AUGZ vs. OCTZ - Volatility Comparison
TrueShares Structured Outcome (August) ETF (AUGZ) and TrueShares Structured Outcome (October) ETF (OCTZ) have volatilities of 4.07% and 4.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AUGZ | OCTZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 4.09% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 7.53% | 7.56% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.68% | 13.64% | +0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.98% | 12.41% | -0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.17% | 12.45% | -0.28% |