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BUFQ vs. NDX1.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BUFQ and NDX1.DE is 0.24, 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.


-0.50.00.51.00.2

Performance

BUFQ vs. NDX1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Laddered Nasdaq Buffer ETF (BUFQ) and Nordex SE (NDX1.DE). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
9.41%
-20.13%
BUFQ
NDX1.DE

Key characteristics

Sharpe Ratio

BUFQ:

1.84

NDX1.DE:

0.50

Sortino Ratio

BUFQ:

2.46

NDX1.DE:

0.96

Omega Ratio

BUFQ:

1.35

NDX1.DE:

1.11

Calmar Ratio

BUFQ:

2.47

NDX1.DE:

0.22

Martin Ratio

BUFQ:

11.57

NDX1.DE:

1.24

Ulcer Index

BUFQ:

1.47%

NDX1.DE:

15.84%

Daily Std Dev

BUFQ:

9.23%

NDX1.DE:

39.05%

Max Drawdown

BUFQ:

-15.40%

NDX1.DE:

-98.49%

Current Drawdown

BUFQ:

-0.12%

NDX1.DE:

-87.02%

Returns By Period

In the year-to-date period, BUFQ achieves a 3.56% return, which is significantly higher than NDX1.DE's 2.22% return.


BUFQ

YTD

3.56%

1M

1.78%

6M

9.41%

1Y

17.68%

5Y*

N/A

10Y*

N/A

NDX1.DE

YTD

2.22%

1M

-4.56%

6M

-15.48%

1Y

16.13%

5Y*

2.02%

10Y*

-3.14%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

BUFQ vs. NDX1.DE — Risk-Adjusted Performance Rank

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

BUFQ
The Risk-Adjusted Performance Rank of BUFQ is 7676
Overall Rank
The Sharpe Ratio Rank of BUFQ is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFQ is 7373
Sortino Ratio Rank
The Omega Ratio Rank of BUFQ is 7878
Omega Ratio Rank
The Calmar Ratio Rank of BUFQ is 7373
Calmar Ratio Rank
The Martin Ratio Rank of BUFQ is 8181
Martin Ratio Rank

NDX1.DE
The Risk-Adjusted Performance Rank of NDX1.DE is 5959
Overall Rank
The Sharpe Ratio Rank of NDX1.DE is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of NDX1.DE is 5858
Sortino Ratio Rank
The Omega Ratio Rank of NDX1.DE is 5555
Omega Ratio Rank
The Calmar Ratio Rank of NDX1.DE is 5757
Calmar Ratio Rank
The Martin Ratio Rank of NDX1.DE is 6060
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.

BUFQ vs. NDX1.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Nasdaq Buffer ETF (BUFQ) and Nordex SE (NDX1.DE). 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.


Sharpe ratio
The chart of Sharpe ratio for BUFQ, currently valued at 1.77, compared to the broader market0.002.004.001.770.16
The chart of Sortino ratio for BUFQ, currently valued at 2.37, compared to the broader market-2.000.002.004.006.008.0010.0012.002.370.50
The chart of Omega ratio for BUFQ, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.06
The chart of Calmar ratio for BUFQ, currently valued at 2.35, compared to the broader market0.005.0010.0015.002.350.19
The chart of Martin ratio for BUFQ, currently valued at 10.99, compared to the broader market0.0020.0040.0060.0080.00100.0010.990.35
BUFQ
NDX1.DE

The current BUFQ Sharpe Ratio is 1.84, which is higher than the NDX1.DE Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of BUFQ and NDX1.DE, 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 Ratio0.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.77
0.16
BUFQ
NDX1.DE

Dividends

BUFQ vs. NDX1.DE - Dividend Comparison

Neither BUFQ nor NDX1.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BUFQ vs. NDX1.DE - Drawdown Comparison

The maximum BUFQ drawdown since its inception was -15.40%, smaller than the maximum NDX1.DE drawdown of -98.49%. Use the drawdown chart below to compare losses from any high point for BUFQ and NDX1.DE. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.12%
-29.45%
BUFQ
NDX1.DE

Volatility

BUFQ vs. NDX1.DE - Volatility Comparison

The current volatility for FT Vest Laddered Nasdaq Buffer ETF (BUFQ) is 2.76%, while Nordex SE (NDX1.DE) has a volatility of 10.69%. This indicates that BUFQ experiences smaller price fluctuations and is considered to be less risky than NDX1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
2.76%
10.69%
BUFQ
NDX1.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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