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BAMG vs. BTHM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BAMG and BTHM is 0.94, 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.


Performance

BAMG vs. BTHM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookstone Growth Stock ETF (BAMG) and Blackrock Future U.S. Themes ETF (BTHM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BAMG:

0.80

BTHM:

0.75

Sortino Ratio

BAMG:

1.27

BTHM:

1.23

Omega Ratio

BAMG:

1.18

BTHM:

1.17

Calmar Ratio

BAMG:

0.81

BTHM:

0.86

Martin Ratio

BAMG:

3.03

BTHM:

3.01

Ulcer Index

BAMG:

5.62%

BTHM:

5.43%

Daily Std Dev

BAMG:

21.07%

BTHM:

20.60%

Max Drawdown

BAMG:

-21.00%

BTHM:

-26.54%

Current Drawdown

BAMG:

-4.38%

BTHM:

-5.29%

Returns By Period

In the year-to-date period, BAMG achieves a 0.26% return, which is significantly higher than BTHM's -0.07% return.


BAMG

YTD

0.26%

1M

12.43%

6M

-0.69%

1Y

16.81%

5Y*

N/A

10Y*

N/A

BTHM

YTD

-0.07%

1M

8.79%

6M

-2.00%

1Y

15.83%

5Y*

N/A

10Y*

N/A

*Annualized

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BAMG vs. BTHM - Expense Ratio Comparison

BAMG has a 0.95% expense ratio, which is higher than BTHM's 0.60% expense ratio.


Risk-Adjusted Performance

BAMG vs. BTHM — Risk-Adjusted Performance Rank

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

BAMG
The Risk-Adjusted Performance Rank of BAMG is 7373
Overall Rank
The Sharpe Ratio Rank of BAMG is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of BAMG is 7474
Sortino Ratio Rank
The Omega Ratio Rank of BAMG is 7474
Omega Ratio Rank
The Calmar Ratio Rank of BAMG is 7373
Calmar Ratio Rank
The Martin Ratio Rank of BAMG is 7171
Martin Ratio Rank

BTHM
The Risk-Adjusted Performance Rank of BTHM is 7171
Overall Rank
The Sharpe Ratio Rank of BTHM is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of BTHM is 7171
Sortino Ratio Rank
The Omega Ratio Rank of BTHM is 7272
Omega Ratio Rank
The Calmar Ratio Rank of BTHM is 7575
Calmar Ratio Rank
The Martin Ratio Rank of BTHM is 7171
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.

BAMG vs. BTHM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookstone Growth Stock ETF (BAMG) and Blackrock Future U.S. Themes ETF (BTHM). 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 BAMG Sharpe Ratio is 0.80, which is comparable to the BTHM Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of BAMG and BTHM, 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

BAMG vs. BTHM - Dividend Comparison

BAMG's dividend yield for the trailing twelve months is around 1.24%, more than BTHM's 0.71% yield.


TTM202420232022
BAMG
Brookstone Growth Stock ETF
1.24%1.24%0.12%0.00%
BTHM
Blackrock Future U.S. Themes ETF
0.71%0.73%0.55%0.90%

Drawdowns

BAMG vs. BTHM - Drawdown Comparison

The maximum BAMG drawdown since its inception was -21.00%, smaller than the maximum BTHM drawdown of -26.54%. Use the drawdown chart below to compare losses from any high point for BAMG and BTHM. For additional features, visit the drawdowns tool.


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Volatility

BAMG vs. BTHM - Volatility Comparison

Brookstone Growth Stock ETF (BAMG) has a higher volatility of 6.79% compared to Blackrock Future U.S. Themes ETF (BTHM) at 6.09%. This indicates that BAMG's price experiences larger fluctuations and is considered to be riskier than BTHM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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