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BNGE vs. STHH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BNGE vs. STHH - 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 STMicroelectronics NV ADRhedged (STHH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BNGE achieves a -18.00% return, which is significantly lower than STHH's 209.56% return.


BNGE

1D
-1.95%
1M
0.12%
YTD
-18.00%
6M
-18.35%
1Y
-6.57%
3Y*
13.39%
5Y*
10Y*

STHH

1D
0.46%
1M
45.30%
YTD
209.56%
6M
210.55%
1Y
209.77%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNGE vs. STHH - Yearly Performance Comparison


Correlation

The correlation between BNGE and STHH is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2025

0.33

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Return for Risk

BNGE vs. STHH — Risk / Return Rank

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

BNGE
BNGE Risk / Return Rank: 66
Overall Rank
BNGE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BNGE Sortino Ratio Rank: 55
Sortino Ratio Rank
BNGE Omega Ratio Rank: 55
Omega Ratio Rank
BNGE Calmar Ratio Rank: 77
Calmar Ratio Rank
BNGE Martin Ratio Rank: 77
Martin Ratio Rank

STHH
STHH Risk / Return Rank: 8989
Overall Rank
STHH Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
STHH Sortino Ratio Rank: 9090
Sortino Ratio Rank
STHH Omega Ratio Rank: 9191
Omega Ratio Rank
STHH Calmar Ratio Rank: 9292
Calmar Ratio Rank
STHH Martin Ratio Rank: 7575
Martin Ratio Rank
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. STHH - 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 STMicroelectronics NV ADRhedged (STHH). 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.


BNGESTHHDifference
Sharpe ratioReturn per unit of total volatility

-4.57

Sortino ratioReturn per unit of downside risk

-4.60

Omega ratioGain probability vs. loss probability

0.95

1.60

-0.65

Calmar ratioReturn relative to maximum drawdown

-0.24

6.23

-6.47

Martin ratioReturn relative to average drawdown

-0.47

14.15

-14.62

BNGE vs. STHH - Sharpe Ratio Comparison

The current BNGE Sharpe Ratio is -0.37, which is lower than the STHH Sharpe Ratio of 4.20. The chart below compares the historical Sharpe Ratios of BNGE and STHH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BNGESTHHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.37

4.20

-4.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

4.44

-4.20

Drawdowns

BNGE vs. STHH - Drawdown Comparison

The maximum BNGE drawdown since its inception was -40.54%, which is greater than STHH's maximum drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for BNGE and STHH.


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Drawdown Indicators


BNGESTHHDifference

Max Drawdown

Largest peak-to-trough decline

-40.54%

-33.89%

-6.65%

Max Drawdown (1Y)

Largest decline over 1 year

-27.88%

-33.89%

+6.01%

Max Drawdown (3Y)

Largest decline over 3 years

-27.88%

Current Drawdown

Current decline from peak

-24.44%

0.00%

-24.44%

Average Drawdown

Average peak-to-trough decline

-13.82%

-10.46%

-3.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.00%

14.90%

-0.90%

Volatility

BNGE vs. STHH - Volatility Comparison

The current volatility for First Trust S-Network Streaming and Gaming ETF (BNGE) is 4.26%, while STMicroelectronics NV ADRhedged (STHH) has a volatility of 20.33%. This indicates that BNGE experiences smaller price fluctuations and is considered to be less risky than STHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNGESTHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

20.33%

-16.07%

Volatility (6M)

Calculated over the trailing 6-month period

13.27%

36.77%

-23.50%

Volatility (1Y)

Calculated over the trailing 1-year period

17.84%

50.39%

-32.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.18%

49.44%

-24.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.18%

49.44%

-24.26%

BNGE vs. STHH - Expense Ratio Comparison

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


Dividends

BNGE vs. STHH - Dividend Comparison

BNGE's dividend yield for the trailing twelve months is around 1.08%, more than STHH's 0.55% yield.


PositionTTM2025202420232022
BNGE
First Trust S-Network Streaming and Gaming ETF
1.08%0.89%0.01%0.81%0.59%
STHH
STMicroelectronics NV ADRhedged
0.55%0.69%0.00%0.00%0.00%

Frequently Asked Questions


BNGE and STHH have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STHH has higher volatility (20.33%) compared to BNGE (4.26%). In terms of maximum drawdown, BNGE dropped -40.54% vs STHH's -33.89%.

On 1-year performance, STHH leads with 209.77% vs -6.57% for BNGE. On fees, STHH is cheaper at 0.19% per year. On volatility, BNGE has been the lower-risk option at 4.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, STHH has performed better with a 209.77% return vs -6.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

STHH is cheaper with a 0.19% expense ratio, compared with 0.70% for BNGE.

BNGE has the higher dividend yield at 1.08%, compared with 0.55% for STHH.

BNGE tracks S-Network Streaming & Gaming Index, while STHH tracks STMicroelectronics NV Local Shares Total Return. They also come from different issuers: First Trust and ADRhedged. Their fees differ too: 0.70% for BNGE and 0.19% for STHH.

STHH currently has the higher Sharpe Ratio (4.20 vs -0.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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