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BLGR vs. HYP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BLGR vs. HYP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bluemonte Large Cap Growth ETF (BLGR) and Golden Eagle Dynamic Hypergrowth ETF (HYP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BLGR achieves a 5.42% return, which is significantly lower than HYP's 26.28% return.


BLGR

1D
-0.23%
1M
-2.87%
YTD
5.42%
6M
4.04%
1Y
20.51%
3Y*
5Y*
10Y*

HYP

1D
-2.48%
1M
-1.42%
YTD
26.28%
6M
21.28%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BLGR vs. HYP - Yearly Performance Comparison


Correlation

The correlation between BLGR and HYP is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 23, 2025

0.66

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Return for Risk

BLGR vs. HYP — Risk / Return Rank

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

BLGR
BLGR Risk / Return Rank: 3838
Overall Rank
BLGR Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BLGR Sortino Ratio Rank: 3939
Sortino Ratio Rank
BLGR Omega Ratio Rank: 3939
Omega Ratio Rank
BLGR Calmar Ratio Rank: 3333
Calmar Ratio Rank
BLGR Martin Ratio Rank: 3939
Martin Ratio Rank

HYP

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

BLGR vs. HYP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bluemonte Large Cap Growth ETF (BLGR) and Golden Eagle Dynamic Hypergrowth ETF (HYP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BLGRHYPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

1.46

Martin ratioReturn relative to average drawdown

5.40

BLGR vs. HYP - Sharpe Ratio Comparison


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Drawdowns

BLGR vs. HYP - Drawdown Comparison

The maximum BLGR drawdown since its inception was -14.08%, smaller than the maximum HYP drawdown of -19.58%. Use the drawdown chart below to compare losses from any high point for BLGR and HYP.


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Drawdown Indicators


BLGRHYPDifference

Max Drawdown

Largest peak-to-trough decline

-14.08%

-19.58%

+5.50%

Max Drawdown (1Y)

Largest decline over 1 year

-14.08%

Current Drawdown

Current decline from peak

-5.77%

-7.32%

+1.55%

Average Drawdown

Average peak-to-trough decline

-2.52%

-6.44%

+3.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

Volatility

BLGR vs. HYP - Volatility Comparison


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Volatility by Period


BLGRHYPDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.16%

Volatility (6M)

Calculated over the trailing 6-month period

12.70%

Volatility (1Y)

Calculated over the trailing 1-year period

16.07%

43.24%

-27.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.04%

43.24%

-27.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.04%

43.24%

-27.20%

BLGR vs. HYP - Expense Ratio Comparison

BLGR has a 0.24% expense ratio, which is lower than HYP's 0.85% expense ratio.


Dividends

BLGR vs. HYP - Dividend Comparison

BLGR's dividend yield for the trailing twelve months is around 0.24%, more than HYP's 0.11% yield.


Frequently Asked Questions


BLGR and HYP have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BLGR is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BLGR is cheaper with a 0.24% expense ratio, compared with 0.85% for HYP.

BLGR has the higher dividend yield at 0.24%, compared with 0.11% for HYP.

They also come from different issuers: Bluemonte and Golden Eagle. Their fees differ too: 0.24% for BLGR and 0.85% for HYP.

Portfolio Optimizer

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