PortfoliosLab logoPortfoliosLab logo
BNGE vs. ASMH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BNGE vs. ASMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust S-Network Streaming and Gaming ETF (BNGE) and ASML Holding NV ADR Hedged ETF (ASMH). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BNGE vs. ASMH - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BNGE achieves a -19.09% return, which is significantly lower than ASMH's 25.77% return.


BNGE

1D
3.38%
1M
-6.30%
YTD
-19.09%
6M
-24.70%
1Y
4.72%
3Y*
13.55%
5Y*
10Y*

ASMH

1D
4.15%
1M
-6.47%
YTD
25.77%
6M
39.55%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


BNGE vs. ASMH - Expense Ratio Comparison

BNGE has a 0.70% expense ratio, which is higher than ASMH's 0.19% expense ratio.


Return for Risk

BNGE vs. ASMH — Risk / Return Rank

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

BNGE
BNGE Risk / Return Rank: 1717
Overall Rank
BNGE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
BNGE Sortino Ratio Rank: 1919
Sortino Ratio Rank
BNGE Omega Ratio Rank: 1919
Omega Ratio Rank
BNGE Calmar Ratio Rank: 1515
Calmar Ratio Rank
BNGE Martin Ratio Rank: 1515
Martin Ratio Rank

ASMH
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.

BNGE vs. ASMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust S-Network Streaming and Gaming ETF (BNGE) and ASML Holding NV ADR Hedged ETF (ASMH). 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.


BNGEASMHDifference

Sharpe ratio

Return per unit of total volatility

0.22

Sortino ratio

Return per unit of downside risk

0.46

Omega ratio

Gain probability vs. loss probability

1.06

Calmar ratio

Return relative to maximum drawdown

0.14

Martin ratio

Return relative to average drawdown

0.39

BNGE vs. ASMH - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


BNGEASMHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

3.00

-2.76

Correlation

The correlation between BNGE and ASMH 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.


Dividends

BNGE vs. ASMH - Dividend Comparison

BNGE's dividend yield for the trailing twelve months is around 1.09%, less than ASMH's 1.29% yield.


TTM2025202420232022
BNGE
First Trust S-Network Streaming and Gaming ETF
1.09%0.89%0.01%0.81%0.59%
ASMH
ASML Holding NV ADR Hedged ETF
1.29%0.19%0.00%0.00%0.00%

Drawdowns

BNGE vs. ASMH - Drawdown Comparison

The maximum BNGE drawdown since its inception was -40.54%, which is greater than ASMH's maximum drawdown of -15.89%. Use the drawdown chart below to compare losses from any high point for BNGE and ASMH.


Loading graphics...

Drawdown Indicators


BNGEASMHDifference

Max Drawdown

Largest peak-to-trough decline

-40.54%

-15.89%

-24.65%

Max Drawdown (1Y)

Largest decline over 1 year

-27.88%

Current Drawdown

Current decline from peak

-25.44%

-11.21%

-14.23%

Average Drawdown

Average peak-to-trough decline

-13.40%

-4.43%

-8.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.95%

Volatility

BNGE vs. ASMH - Volatility Comparison


Loading graphics...

Volatility by Period


BNGEASMHDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.87%

Volatility (6M)

Calculated over the trailing 6-month period

13.89%

Volatility (1Y)

Calculated over the trailing 1-year period

21.94%

36.81%

-14.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.49%

36.81%

-11.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.49%

36.81%

-11.32%