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BOAT vs. SCHK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BOAT and SCHK is 0.44, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

BOAT vs. SCHK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SonicShares Global Shipping ETF (BOAT) and Schwab 1000 Index ETF (SCHK). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%December2025FebruaryMarchAprilMay
69.39%
33.28%
BOAT
SCHK

Key characteristics

Sharpe Ratio

BOAT:

-0.19

SCHK:

0.72

Sortino Ratio

BOAT:

-0.08

SCHK:

1.13

Omega Ratio

BOAT:

0.99

SCHK:

1.17

Calmar Ratio

BOAT:

-0.15

SCHK:

0.74

Martin Ratio

BOAT:

-0.32

SCHK:

2.89

Ulcer Index

BOAT:

16.02%

SCHK:

4.91%

Daily Std Dev

BOAT:

26.82%

SCHK:

19.63%

Max Drawdown

BOAT:

-33.94%

SCHK:

-34.80%

Current Drawdown

BOAT:

-20.53%

SCHK:

-8.00%

Returns By Period

In the year-to-date period, BOAT achieves a -1.93% return, which is significantly higher than SCHK's -3.71% return.


BOAT

YTD

-1.93%

1M

17.33%

6M

-8.24%

1Y

-7.52%

5Y*

N/A

10Y*

N/A

SCHK

YTD

-3.71%

1M

11.67%

6M

-0.55%

1Y

11.73%

5Y*

16.84%

10Y*

N/A

*Annualized

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BOAT vs. SCHK - Expense Ratio Comparison

BOAT has a 0.69% expense ratio, which is higher than SCHK's 0.05% expense ratio.


Expense ratio chart for BOAT: current value is 0.69%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BOAT: 0.69%
Expense ratio chart for SCHK: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHK: 0.05%

Risk-Adjusted Performance

BOAT vs. SCHK — Risk-Adjusted Performance Rank

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

BOAT
The Risk-Adjusted Performance Rank of BOAT is 1010
Overall Rank
The Sharpe Ratio Rank of BOAT is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of BOAT is 1010
Sortino Ratio Rank
The Omega Ratio Rank of BOAT is 1010
Omega Ratio Rank
The Calmar Ratio Rank of BOAT is 99
Calmar Ratio Rank
The Martin Ratio Rank of BOAT is 1111
Martin Ratio Rank

SCHK
The Risk-Adjusted Performance Rank of SCHK is 6666
Overall Rank
The Sharpe Ratio Rank of SCHK is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHK is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SCHK is 6767
Omega Ratio Rank
The Calmar Ratio Rank of SCHK is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SCHK is 6767
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.

BOAT vs. SCHK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SonicShares Global Shipping ETF (BOAT) and Schwab 1000 Index ETF (SCHK). 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 chart of Sharpe ratio for BOAT, currently valued at -0.19, compared to the broader market-1.000.001.002.003.004.00
BOAT: -0.19
SCHK: 0.72
The chart of Sortino ratio for BOAT, currently valued at -0.08, compared to the broader market-2.000.002.004.006.008.00
BOAT: -0.08
SCHK: 1.13
The chart of Omega ratio for BOAT, currently valued at 0.99, compared to the broader market0.501.001.502.002.50
BOAT: 0.99
SCHK: 1.17
The chart of Calmar ratio for BOAT, currently valued at -0.15, compared to the broader market0.002.004.006.008.0010.0012.00
BOAT: -0.15
SCHK: 0.74
The chart of Martin ratio for BOAT, currently valued at -0.32, compared to the broader market0.0020.0040.0060.00
BOAT: -0.32
SCHK: 2.89

The current BOAT Sharpe Ratio is -0.19, which is lower than the SCHK Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of BOAT and SCHK, 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.19
0.72
BOAT
SCHK

Dividends

BOAT vs. SCHK - Dividend Comparison

BOAT's dividend yield for the trailing twelve months is around 14.77%, more than SCHK's 1.27% yield.


TTM20242023202220212020201920182017
BOAT
SonicShares Global Shipping ETF
14.77%13.89%13.65%13.57%1.36%0.00%0.00%0.00%0.00%
SCHK
Schwab 1000 Index ETF
1.27%1.20%1.38%1.57%1.17%1.58%1.82%1.81%0.31%

Drawdowns

BOAT vs. SCHK - Drawdown Comparison

The maximum BOAT drawdown since its inception was -33.94%, roughly equal to the maximum SCHK drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for BOAT and SCHK. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-20.53%
-8.00%
BOAT
SCHK

Volatility

BOAT vs. SCHK - Volatility Comparison

SonicShares Global Shipping ETF (BOAT) has a higher volatility of 14.27% compared to Schwab 1000 Index ETF (SCHK) at 13.25%. This indicates that BOAT's price experiences larger fluctuations and is considered to be riskier than SCHK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
14.27%
13.25%
BOAT
SCHK