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BIGT vs. ^SPXEW
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BIGT and ^SPXEW is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

BIGT vs. ^SPXEW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Magnificent Seven ETF (BIGT) and S&P 500 Equal Weighted Index (^SPXEW). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
126.70%
22.01%
BIGT
^SPXEW

Key characteristics

Sharpe Ratio

BIGT:

2.70

^SPXEW:

1.19

Sortino Ratio

BIGT:

3.31

^SPXEW:

1.69

Omega Ratio

BIGT:

1.45

^SPXEW:

1.21

Calmar Ratio

BIGT:

3.80

^SPXEW:

1.90

Martin Ratio

BIGT:

12.31

^SPXEW:

6.06

Ulcer Index

BIGT:

5.58%

^SPXEW:

2.27%

Daily Std Dev

BIGT:

25.45%

^SPXEW:

11.57%

Max Drawdown

BIGT:

-18.10%

^SPXEW:

-60.83%

Current Drawdown

BIGT:

-4.00%

^SPXEW:

-5.96%

Returns By Period

In the year-to-date period, BIGT achieves a 67.14% return, which is significantly higher than ^SPXEW's 11.47% return.


BIGT

YTD

67.14%

1M

8.16%

6M

25.90%

1Y

66.48%

5Y*

N/A

10Y*

N/A

^SPXEW

YTD

11.47%

1M

-3.00%

6M

6.66%

1Y

12.37%

5Y*

8.82%

10Y*

8.09%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BIGT vs. ^SPXEW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Magnificent Seven ETF (BIGT) and S&P 500 Equal Weighted Index (^SPXEW). 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 BIGT, currently valued at 2.70, compared to the broader market0.002.004.002.701.19
The chart of Sortino ratio for BIGT, currently valued at 3.31, compared to the broader market-2.000.002.004.006.008.0010.003.311.69
The chart of Omega ratio for BIGT, currently valued at 1.45, compared to the broader market0.501.001.502.002.503.001.451.21
The chart of Calmar ratio for BIGT, currently valued at 3.80, compared to the broader market0.005.0010.0015.003.801.90
The chart of Martin ratio for BIGT, currently valued at 12.31, compared to the broader market0.0020.0040.0060.0080.00100.0012.316.06
BIGT
^SPXEW

The current BIGT Sharpe Ratio is 2.70, which is higher than the ^SPXEW Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of BIGT and ^SPXEW, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.70
1.19
BIGT
^SPXEW

Drawdowns

BIGT vs. ^SPXEW - Drawdown Comparison

The maximum BIGT drawdown since its inception was -18.10%, smaller than the maximum ^SPXEW drawdown of -60.83%. Use the drawdown chart below to compare losses from any high point for BIGT and ^SPXEW. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.00%
-5.96%
BIGT
^SPXEW

Volatility

BIGT vs. ^SPXEW - Volatility Comparison

Roundhill Magnificent Seven ETF (BIGT) has a higher volatility of 7.21% compared to S&P 500 Equal Weighted Index (^SPXEW) at 4.09%. This indicates that BIGT's price experiences larger fluctuations and is considered to be riskier than ^SPXEW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.21%
4.09%
BIGT
^SPXEW
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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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