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BRF vs. ESPO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BRF and ESPO is 0.37, 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.


-0.50.00.51.00.4

Performance

BRF vs. ESPO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Brazil Small-Cap ETF (BRF) and VanEck Vectors Video Gaming and eSports ETF (ESPO). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
-27.13%
191.47%
BRF
ESPO

Key characteristics

Sharpe Ratio

BRF:

-1.12

ESPO:

2.34

Sortino Ratio

BRF:

-1.54

ESPO:

3.19

Omega Ratio

BRF:

0.81

ESPO:

1.39

Calmar Ratio

BRF:

-0.45

ESPO:

1.80

Martin Ratio

BRF:

-1.77

ESPO:

14.58

Ulcer Index

BRF:

17.41%

ESPO:

3.55%

Daily Std Dev

BRF:

27.56%

ESPO:

22.10%

Max Drawdown

BRF:

-81.72%

ESPO:

-50.99%

Current Drawdown

BRF:

-66.29%

ESPO:

-5.18%

Returns By Period

In the year-to-date period, BRF achieves a -32.75% return, which is significantly lower than ESPO's 49.09% return.


BRF

YTD

-32.75%

1M

-13.08%

6M

-12.89%

1Y

-31.93%

5Y*

-12.29%

10Y*

-2.10%

ESPO

YTD

49.09%

1M

2.73%

6M

28.56%

1Y

49.07%

5Y*

18.78%

10Y*

N/A

Compare stocks, funds, or ETFs

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


BRF vs. ESPO - Expense Ratio Comparison

BRF has a 0.60% expense ratio, which is higher than ESPO's 0.55% expense ratio.


BRF
VanEck Vectors Brazil Small-Cap ETF
Expense ratio chart for BRF: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for ESPO: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

BRF vs. ESPO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Brazil Small-Cap ETF (BRF) and VanEck Vectors Video Gaming and eSports ETF (ESPO). 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 ratio
The chart of Sharpe ratio for BRF, currently valued at -1.12, compared to the broader market0.002.004.00-1.122.34
The chart of Sortino ratio for BRF, currently valued at -1.54, compared to the broader market-2.000.002.004.006.008.0010.00-1.543.19
The chart of Omega ratio for BRF, currently valued at 0.81, compared to the broader market0.501.001.502.002.503.000.811.39
The chart of Calmar ratio for BRF, currently valued at -0.57, compared to the broader market0.005.0010.0015.00-0.571.80
The chart of Martin ratio for BRF, currently valued at -1.77, compared to the broader market0.0020.0040.0060.0080.00100.00-1.7714.58
BRF
ESPO

The current BRF Sharpe Ratio is -1.12, which is lower than the ESPO Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of BRF and ESPO, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-1.12
2.34
BRF
ESPO

Dividends

BRF vs. ESPO - Dividend Comparison

Neither BRF nor ESPO has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
BRF
VanEck Vectors Brazil Small-Cap ETF
0.00%5.01%4.13%2.97%1.66%2.54%2.89%4.53%4.25%3.84%4.23%1.85%
ESPO
VanEck Vectors Video Gaming and eSports ETF
0.00%0.96%0.91%3.37%0.12%0.22%0.04%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BRF vs. ESPO - Drawdown Comparison

The maximum BRF drawdown since its inception was -81.72%, which is greater than ESPO's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for BRF and ESPO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-52.01%
-5.18%
BRF
ESPO

Volatility

BRF vs. ESPO - Volatility Comparison

VanEck Vectors Brazil Small-Cap ETF (BRF) has a higher volatility of 13.74% compared to VanEck Vectors Video Gaming and eSports ETF (ESPO) at 7.76%. This indicates that BRF's price experiences larger fluctuations and is considered to be riskier than ESPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
13.74%
7.76%
BRF
ESPO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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