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BUFD vs. BSCR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BUFD and BSCR is 0.26, 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

BUFD vs. BSCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest Fund of Deep Buffer ETF (BUFD) and Invesco BulletShares 2027 Corporate Bond ETF (BSCR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BUFD:

0.81

BSCR:

2.93

Sortino Ratio

BUFD:

1.23

BSCR:

4.68

Omega Ratio

BUFD:

1.19

BSCR:

1.62

Calmar Ratio

BUFD:

0.81

BSCR:

1.19

Martin Ratio

BUFD:

3.30

BSCR:

16.28

Ulcer Index

BUFD:

2.50%

BSCR:

0.40%

Daily Std Dev

BUFD:

9.77%

BSCR:

2.19%

Max Drawdown

BUFD:

-10.75%

BSCR:

-17.26%

Current Drawdown

BUFD:

-1.03%

BSCR:

-0.05%

Returns By Period

In the year-to-date period, BUFD achieves a 1.21% return, which is significantly lower than BSCR's 2.12% return.


BUFD

YTD

1.21%

1M

7.22%

6M

1.85%

1Y

7.71%

5Y*

N/A

10Y*

N/A

BSCR

YTD

2.12%

1M

0.40%

6M

2.72%

1Y

6.40%

5Y*

1.80%

10Y*

N/A

*Annualized

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BUFD vs. BSCR - Expense Ratio Comparison

BUFD has a 1.05% expense ratio, which is higher than BSCR's 0.10% expense ratio.


Risk-Adjusted Performance

BUFD vs. BSCR — Risk-Adjusted Performance Rank

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

BUFD
The Risk-Adjusted Performance Rank of BUFD is 7474
Overall Rank
The Sharpe Ratio Rank of BUFD is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFD is 7171
Sortino Ratio Rank
The Omega Ratio Rank of BUFD is 7878
Omega Ratio Rank
The Calmar Ratio Rank of BUFD is 7373
Calmar Ratio Rank
The Martin Ratio Rank of BUFD is 7474
Martin Ratio Rank

BSCR
The Risk-Adjusted Performance Rank of BSCR is 9595
Overall Rank
The Sharpe Ratio Rank of BSCR is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of BSCR is 9898
Sortino Ratio Rank
The Omega Ratio Rank of BSCR is 9797
Omega Ratio Rank
The Calmar Ratio Rank of BSCR is 8585
Calmar Ratio Rank
The Martin Ratio Rank of BSCR is 9797
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.

BUFD vs. BSCR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Fund of Deep Buffer ETF (BUFD) and Invesco BulletShares 2027 Corporate Bond ETF (BSCR). 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 current BUFD Sharpe Ratio is 0.81, which is lower than the BSCR Sharpe Ratio of 2.93. The chart below compares the historical Sharpe Ratios of BUFD and BSCR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

BUFD vs. BSCR - Dividend Comparison

BUFD has not paid dividends to shareholders, while BSCR's dividend yield for the trailing twelve months is around 4.27%.


TTM20242023202220212020201920182017
BUFD
FT Cboe Vest Fund of Deep Buffer ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BSCR
Invesco BulletShares 2027 Corporate Bond ETF
4.27%4.27%3.74%2.65%2.12%2.46%3.38%3.33%0.78%

Drawdowns

BUFD vs. BSCR - Drawdown Comparison

The maximum BUFD drawdown since its inception was -10.75%, smaller than the maximum BSCR drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for BUFD and BSCR. For additional features, visit the drawdowns tool.


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Volatility

BUFD vs. BSCR - Volatility Comparison

FT Cboe Vest Fund of Deep Buffer ETF (BUFD) has a higher volatility of 3.17% compared to Invesco BulletShares 2027 Corporate Bond ETF (BSCR) at 0.55%. This indicates that BUFD's price experiences larger fluctuations and is considered to be riskier than BSCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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