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BABX vs. ARM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BABX and ARM is 0.21, 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.


-0.50.00.51.00.2

Performance

BABX vs. ARM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long BABA Daily ETF (BABX) and Arm Holdings plc American Depositary Shares (ARM). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%SeptemberOctoberNovemberDecember2025February
145.93%
6.79%
BABX
ARM

Key characteristics

Sharpe Ratio

BABX:

2.72

ARM:

0.28

Sortino Ratio

BABX:

3.16

ARM:

0.85

Omega Ratio

BABX:

1.38

ARM:

1.10

Calmar Ratio

BABX:

3.03

ARM:

0.45

Martin Ratio

BABX:

7.67

ARM:

0.85

Ulcer Index

BABX:

27.93%

ARM:

22.17%

Daily Std Dev

BABX:

78.77%

ARM:

68.66%

Max Drawdown

BABX:

-70.62%

ARM:

-42.57%

Current Drawdown

BABX:

0.00%

ARM:

-22.32%

Returns By Period

In the year-to-date period, BABX achieves a 174.04% return, which is significantly higher than ARM's 17.41% return.


BABX

YTD

174.04%

1M

165.94%

6M

145.93%

1Y

191.41%

5Y*

N/A

10Y*

N/A

ARM

YTD

17.41%

1M

-19.50%

6M

6.79%

1Y

12.69%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BABX vs. ARM — Risk-Adjusted Performance Rank

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

BABX
The Risk-Adjusted Performance Rank of BABX is 8484
Overall Rank
The Sharpe Ratio Rank of BABX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of BABX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of BABX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BABX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of BABX is 6666
Martin Ratio Rank

ARM
The Risk-Adjusted Performance Rank of ARM is 5858
Overall Rank
The Sharpe Ratio Rank of ARM is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of ARM is 5656
Sortino Ratio Rank
The Omega Ratio Rank of ARM is 5454
Omega Ratio Rank
The Calmar Ratio Rank of ARM is 6666
Calmar Ratio Rank
The Martin Ratio Rank of ARM is 5757
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.

BABX vs. ARM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long BABA Daily ETF (BABX) and Arm Holdings plc American Depositary Shares (ARM). 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.


Sharpe ratio
The chart of Sharpe ratio for BABX, currently valued at 2.72, compared to the broader market0.002.004.002.720.28
The chart of Sortino ratio for BABX, currently valued at 3.16, compared to the broader market0.005.0010.003.160.85
The chart of Omega ratio for BABX, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.381.10
The chart of Calmar ratio for BABX, currently valued at 3.85, compared to the broader market0.005.0010.0015.0020.003.850.45
The chart of Martin ratio for BABX, currently valued at 7.67, compared to the broader market0.0020.0040.0060.0080.00100.007.670.85
BABX
ARM

The current BABX Sharpe Ratio is 2.72, which is higher than the ARM Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of BABX and ARM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2025February
2.72
0.28
BABX
ARM

Dividends

BABX vs. ARM - Dividend Comparison

Neither BABX nor ARM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BABX vs. ARM - Drawdown Comparison

The maximum BABX drawdown since its inception was -70.62%, which is greater than ARM's maximum drawdown of -42.57%. Use the drawdown chart below to compare losses from any high point for BABX and ARM. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February0
-22.32%
BABX
ARM

Volatility

BABX vs. ARM - Volatility Comparison

GraniteShares 2x Long BABA Daily ETF (BABX) has a higher volatility of 29.43% compared to Arm Holdings plc American Depositary Shares (ARM) at 19.77%. This indicates that BABX's price experiences larger fluctuations and is considered to be riskier than ARM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%SeptemberOctoberNovemberDecember2025February
29.43%
19.77%
BABX
ARM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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