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BSR vs. EZRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSR vs. EZRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Beacon Selective Risk ETF (BSR) and AlphaDroid Defensive Sector Rotation ETF (EZRO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSR achieves a 2.28% return, which is significantly higher than EZRO's -3.87% return.


BSR

1D
0.46%
1M
-0.59%
6M
-1.03%
YTD
2.28%
1Y
7.86%
3Y*
5.83%
5Y*
10Y*
ALL TIME*
7.14%

EZRO

1D
0.33%
1M
-4.36%
6M
-8.33%
YTD
-3.87%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$62.80K$47.57K$82.93K
$205.81K$179.19K$276.48K

BSR vs. EZRO - Yearly Performance Comparison


Correlation

The correlation between BSR and EZRO is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 16, 2025

0.58

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Return for Risk

BSR vs. EZRO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BSR
BSR Risk / Return Rank: 3131
Overall Rank
BSR Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
BSR Sortino Ratio Rank: 3030
Sortino Ratio Rank
BSR Omega Ratio Rank: 3030
Omega Ratio Rank
BSR Calmar Ratio Rank: 3434
Calmar Ratio Rank
BSR Martin Ratio Rank: 3131
Martin Ratio Rank

EZRO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BSR vs. EZRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Beacon Selective Risk ETF (BSR) and AlphaDroid Defensive Sector Rotation ETF (EZRO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BSREZRODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.14

Calmar ratioReturn relative to maximum drawdown

1.16

Martin ratioReturn relative to average drawdown

2.78

BSR vs. EZRO - Sharpe Ratio Comparison


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Drawdowns

BSR vs. EZRO - Drawdown Comparison

The maximum BSR drawdown since its inception was -15.68%, smaller than the maximum EZRO drawdown of -19.08%. Use the drawdown chart below to compare losses from any high point for BSR and EZRO.


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Drawdown Indicators


BSREZRODifference

Max Drawdown

Largest peak-to-trough decline

-15.68%

-19.08%

+3.40%

Max Drawdown (1Y)

Largest decline over 1 year

-6.15%

Max Drawdown (3Y)

Largest decline over 3 years

-15.68%

Current Drawdown

Current decline from peak

-5.45%

-14.67%

+9.22%

Average Drawdown

Average peak-to-trough decline

-4.60%

-5.02%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

Volatility

BSR vs. EZRO - Volatility Comparison


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Volatility by Period


BSREZRODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

Volatility (6M)

Calculated over the trailing 6-month period

6.64%

Volatility (1Y)

Calculated over the trailing 1-year period

9.08%

22.61%

-13.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.99%

22.61%

-6.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.99%

22.61%

-6.62%

BSR vs. EZRO - Expense Ratio Comparison

BSR has a 1.10% expense ratio, which is higher than EZRO's 1.01% expense ratio.


Dividends

BSR vs. EZRO - Dividend Comparison

BSR's dividend yield for the trailing twelve months is around 2.83%, while EZRO has not paid dividends to shareholders.


PositionTTM202520242023
BSR
Beacon Selective Risk ETF
2.83%2.89%0.89%1.08%
EZRO
AlphaDroid Defensive Sector Rotation ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


BSR and EZRO have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EZRO is cheaper at 1.01% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EZRO is cheaper with a 1.01% expense ratio, compared with 1.10% for BSR.

BSR has the higher dividend yield at 2.83%, compared with 0.00% for EZRO.

They also come from different issuers: American Beacon and AlphaDroid. Their fees differ too: 1.10% for BSR and 1.01% for EZRO.

Portfolio Optimizer

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