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

Correlation

The correlation between BUFD and BUFZ is 0.88, 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. BUFZ - 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 FT Cboe Vest Laddered Moderate Buffer ETF (BUFZ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BUFD:

0.75

BUFZ:

0.71

Sortino Ratio

BUFD:

1.15

BUFZ:

1.11

Omega Ratio

BUFD:

1.18

BUFZ:

1.19

Calmar Ratio

BUFD:

0.76

BUFZ:

0.72

Martin Ratio

BUFD:

3.08

BUFZ:

3.17

Ulcer Index

BUFD:

2.49%

BUFZ:

2.30%

Daily Std Dev

BUFD:

9.77%

BUFZ:

9.72%

Max Drawdown

BUFD:

-10.75%

BUFZ:

-10.14%

Current Drawdown

BUFD:

-2.15%

BUFZ:

-1.96%

Returns By Period

In the year-to-date period, BUFD achieves a 0.08% return, which is significantly lower than BUFZ's 0.38% return.


BUFD

YTD

0.08%

1M

4.89%

6M

0.35%

1Y

7.31%

5Y*

N/A

10Y*

N/A

BUFZ

YTD

0.38%

1M

4.99%

6M

0.59%

1Y

6.86%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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BUFD vs. BUFZ - Expense Ratio Comparison

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


Risk-Adjusted Performance

BUFD vs. BUFZ — 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 7373
Overall Rank
The Sharpe Ratio Rank of BUFD is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFD is 7070
Sortino Ratio Rank
The Omega Ratio Rank of BUFD is 7777
Omega Ratio Rank
The Calmar Ratio Rank of BUFD is 7474
Calmar Ratio Rank
The Martin Ratio Rank of BUFD is 7474
Martin Ratio Rank

BUFZ
The Risk-Adjusted Performance Rank of BUFZ is 7272
Overall Rank
The Sharpe Ratio Rank of BUFZ is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFZ is 6767
Sortino Ratio Rank
The Omega Ratio Rank of BUFZ is 7878
Omega Ratio Rank
The Calmar Ratio Rank of BUFZ is 7070
Calmar Ratio Rank
The Martin Ratio Rank of BUFZ is 7474
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. BUFZ - 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 Laddered Moderate Buffer ETF (BUFZ). 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 0.75, which is comparable to the BUFZ Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of BUFD and BUFZ, 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. BUFZ - Dividend Comparison

Neither BUFD nor BUFZ has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BUFD vs. BUFZ - Drawdown Comparison

The maximum BUFD drawdown since its inception was -10.75%, which is greater than BUFZ's maximum drawdown of -10.14%. Use the drawdown chart below to compare losses from any high point for BUFD and BUFZ. For additional features, visit the drawdowns tool.


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Volatility

BUFD vs. BUFZ - Volatility Comparison

FT Cboe Vest Fund of Deep Buffer ETF (BUFD) and FT Cboe Vest Laddered Moderate Buffer ETF (BUFZ) have volatilities of 3.62% and 3.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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