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

Key characteristics


BUFDBUFR
YTD Return12.29%14.60%
1Y Return17.41%21.51%
3Y Return (Ann)6.36%8.60%
Sharpe Ratio3.263.44
Sortino Ratio4.584.90
Omega Ratio1.691.76
Calmar Ratio5.215.24
Martin Ratio30.9230.38
Ulcer Index0.56%0.71%
Daily Std Dev5.32%6.24%
Max Drawdown-10.75%-13.73%
Current Drawdown-0.12%-0.13%

Correlation

-0.50.00.51.00.9

The correlation between BUFD and BUFR is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

BUFD vs. BUFR - Performance Comparison

In the year-to-date period, BUFD achieves a 12.29% return, which is significantly lower than BUFR's 14.60% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.38%
7.14%
BUFD
BUFR

Compare stocks, funds, or ETFs

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


BUFD vs. BUFR - Expense Ratio Comparison

Both BUFD and BUFR have an expense ratio of 1.05%.


BUFD
FT Cboe Vest Fund of Deep Buffer ETF
Expense ratio chart for BUFD: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%
Expense ratio chart for BUFR: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%

Risk-Adjusted Performance

BUFD vs. BUFR - 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 FT Cboe Vest Fund of Buffer ETFs (BUFR). 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.


BUFD
Sharpe ratio
The chart of Sharpe ratio for BUFD, currently valued at 3.26, compared to the broader market-2.000.002.004.006.003.26
Sortino ratio
The chart of Sortino ratio for BUFD, currently valued at 4.58, compared to the broader market-2.000.002.004.006.008.0010.0012.004.58
Omega ratio
The chart of Omega ratio for BUFD, currently valued at 1.69, compared to the broader market1.001.502.002.503.001.69
Calmar ratio
The chart of Calmar ratio for BUFD, currently valued at 5.21, compared to the broader market0.005.0010.0015.005.21
Martin ratio
The chart of Martin ratio for BUFD, currently valued at 30.92, compared to the broader market0.0020.0040.0060.0080.00100.0030.92
BUFR
Sharpe ratio
The chart of Sharpe ratio for BUFR, currently valued at 3.44, compared to the broader market-2.000.002.004.006.003.44
Sortino ratio
The chart of Sortino ratio for BUFR, currently valued at 4.90, compared to the broader market-2.000.002.004.006.008.0010.0012.004.90
Omega ratio
The chart of Omega ratio for BUFR, currently valued at 1.76, compared to the broader market1.001.502.002.503.001.76
Calmar ratio
The chart of Calmar ratio for BUFR, currently valued at 5.24, compared to the broader market0.005.0010.0015.005.24
Martin ratio
The chart of Martin ratio for BUFR, currently valued at 30.38, compared to the broader market0.0020.0040.0060.0080.00100.0030.38

BUFD vs. BUFR - Sharpe Ratio Comparison

The current BUFD Sharpe Ratio is 3.26, which is comparable to the BUFR Sharpe Ratio of 3.44. The chart below compares the historical Sharpe Ratios of BUFD and BUFR, 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 Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.26
3.44
BUFD
BUFR

Dividends

BUFD vs. BUFR - Dividend Comparison

Neither BUFD nor BUFR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BUFD vs. BUFR - Drawdown Comparison

The maximum BUFD drawdown since its inception was -10.75%, smaller than the maximum BUFR drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for BUFD and BUFR. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.12%
-0.13%
BUFD
BUFR

Volatility

BUFD vs. BUFR - Volatility Comparison

The current volatility for FT Cboe Vest Fund of Deep Buffer ETF (BUFD) is 1.50%, while FT Cboe Vest Fund of Buffer ETFs (BUFR) has a volatility of 1.77%. This indicates that BUFD experiences smaller price fluctuations and is considered to be less risky than BUFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%JuneJulyAugustSeptemberOctoberNovember
1.50%
1.77%
BUFD
BUFR