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

Key characteristics


BUFGBUFR
YTD Return11.42%11.22%
1Y Return17.46%17.50%
Sharpe Ratio2.042.34
Daily Std Dev8.58%7.40%
Max Drawdown-17.62%-13.73%
Current Drawdown-0.46%-0.14%

Correlation

-0.50.00.51.00.9

The correlation between BUFG and BUFR is 0.94, 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

BUFG vs. BUFR - Performance Comparison

The year-to-date returns for both stocks are quite close, with BUFG having a 11.42% return and BUFR slightly lower at 11.22%. 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%AprilMayJuneJulyAugustSeptember
5.90%
5.95%
BUFG
BUFR

Compare stocks, funds, or ETFs

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


BUFG vs. BUFR - Expense Ratio Comparison

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


BUFG
FT Cboe Vest Buffered Allocation Growth ETF
Expense ratio chart for BUFG: 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

BUFG vs. BUFR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Buffered Allocation Growth ETF (BUFG) 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.


BUFG
Sharpe ratio
The chart of Sharpe ratio for BUFG, currently valued at 2.04, compared to the broader market0.002.004.002.04
Sortino ratio
The chart of Sortino ratio for BUFG, currently valued at 2.83, compared to the broader market-2.000.002.004.006.008.0010.0012.002.83
Omega ratio
The chart of Omega ratio for BUFG, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.39
Calmar ratio
The chart of Calmar ratio for BUFG, currently valued at 2.24, compared to the broader market0.005.0010.0015.002.24
Martin ratio
The chart of Martin ratio for BUFG, currently valued at 12.29, compared to the broader market0.0020.0040.0060.0080.00100.00120.0012.29
BUFR
Sharpe ratio
The chart of Sharpe ratio for BUFR, currently valued at 2.34, compared to the broader market0.002.004.002.34
Sortino ratio
The chart of Sortino ratio for BUFR, currently valued at 3.28, compared to the broader market-2.000.002.004.006.008.0010.0012.003.28
Omega ratio
The chart of Omega ratio for BUFR, currently valued at 1.47, compared to the broader market0.501.001.502.002.503.003.501.47
Calmar ratio
The chart of Calmar ratio for BUFR, currently valued at 2.32, compared to the broader market0.005.0010.0015.002.32
Martin ratio
The chart of Martin ratio for BUFR, currently valued at 13.44, compared to the broader market0.0020.0040.0060.0080.00100.00120.0013.44

BUFG vs. BUFR - Sharpe Ratio Comparison

The current BUFG Sharpe Ratio is 2.04, which roughly equals the BUFR Sharpe Ratio of 2.34. The chart below compares the 12-month rolling Sharpe Ratio of BUFG and BUFR.


Rolling 12-month Sharpe Ratio1.001.502.002.50AprilMayJuneJulyAugustSeptember
2.04
2.34
BUFG
BUFR

Dividends

BUFG vs. BUFR - Dividend Comparison

Neither BUFG nor BUFR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BUFG vs. BUFR - Drawdown Comparison

The maximum BUFG drawdown since its inception was -17.62%, which is greater than BUFR's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for BUFG and BUFR. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%AprilMayJuneJulyAugustSeptember
-0.46%
-0.14%
BUFG
BUFR

Volatility

BUFG vs. BUFR - Volatility Comparison

FT Cboe Vest Buffered Allocation Growth ETF (BUFG) has a higher volatility of 2.61% compared to FT Cboe Vest Fund of Buffer ETFs (BUFR) at 1.89%. This indicates that BUFG's price experiences larger fluctuations and is considered to be riskier than BUFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%AprilMayJuneJulyAugustSeptember
2.61%
1.89%
BUFG
BUFR