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

Key characteristics


BOATVDC
YTD Return1.26%7.21%
1Y Return13.54%9.89%
Sharpe Ratio0.710.99
Daily Std Dev19.72%10.24%
Max Drawdown-31.09%-34.24%
Current Drawdown-6.05%-0.07%

Correlation

0.29
-1.001.00

The correlation between BOAT and VDC is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

BOAT vs. VDC - Performance Comparison

In the year-to-date period, BOAT achieves a 1.26% return, which is significantly lower than VDC's 7.21% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%OctoberNovemberDecember2024FebruaryMarch
65.05%
19.17%
BOAT
VDC

Compare stocks, funds, or ETFs


SonicShares Global Shipping ETF

Vanguard Consumer Staples ETF

BOAT vs. VDC - Expense Ratio Comparison

BOAT has a 0.69% expense ratio, which is higher than VDC's 0.10% expense ratio.

BOAT
SonicShares Global Shipping ETF
0.50%1.00%1.50%2.00%0.69%
0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

BOAT vs. VDC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SonicShares Global Shipping ETF (BOAT) and Vanguard Consumer Staples ETF (VDC). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BOAT
SonicShares Global Shipping ETF
0.71
VDC
Vanguard Consumer Staples ETF
0.99

BOAT vs. VDC - Sharpe Ratio Comparison

The current BOAT Sharpe Ratio is 0.71, which roughly equals the VDC Sharpe Ratio of 0.99. The chart below compares the 12-month rolling Sharpe Ratio of BOAT and VDC.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00OctoberNovemberDecember2024FebruaryMarch
0.71
0.99
BOAT
VDC

Dividends

BOAT vs. VDC - Dividend Comparison

BOAT's dividend yield for the trailing twelve months is around 13.54%, more than VDC's 2.49% yield.


TTM20232022202120202019201820172016201520142013
BOAT
SonicShares Global Shipping ETF
13.54%13.65%13.57%1.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VDC
Vanguard Consumer Staples ETF
2.49%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%2.21%

Drawdowns

BOAT vs. VDC - Drawdown Comparison

The maximum BOAT drawdown since its inception was -31.09%, smaller than the maximum VDC drawdown of -34.24%. The drawdown chart below compares losses from any high point along the way for BOAT and VDC


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-6.05%
-0.07%
BOAT
VDC

Volatility

BOAT vs. VDC - Volatility Comparison

SonicShares Global Shipping ETF (BOAT) has a higher volatility of 3.93% compared to Vanguard Consumer Staples ETF (VDC) at 2.40%. This indicates that BOAT's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%OctoberNovemberDecember2024FebruaryMarch
3.93%
2.40%
BOAT
VDC