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BUFQ vs. QMAR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BUFQ and QMAR 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.


-0.50.00.51.00.9

Performance

BUFQ vs. QMAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Laddered Nasdaq Buffer ETF (BUFQ) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
9.41%
10.31%
BUFQ
QMAR

Key characteristics

Sharpe Ratio

BUFQ:

1.84

QMAR:

1.87

Sortino Ratio

BUFQ:

2.46

QMAR:

2.51

Omega Ratio

BUFQ:

1.35

QMAR:

1.37

Calmar Ratio

BUFQ:

2.47

QMAR:

2.39

Martin Ratio

BUFQ:

11.57

QMAR:

10.42

Ulcer Index

BUFQ:

1.47%

QMAR:

1.82%

Daily Std Dev

BUFQ:

9.23%

QMAR:

10.15%

Max Drawdown

BUFQ:

-15.40%

QMAR:

-19.83%

Current Drawdown

BUFQ:

-0.12%

QMAR:

-0.02%

Returns By Period

The year-to-date returns for both investments are quite close, with BUFQ having a 3.56% return and QMAR slightly higher at 3.71%.


BUFQ

YTD

3.56%

1M

1.78%

6M

9.41%

1Y

17.68%

5Y*

N/A

10Y*

N/A

QMAR

YTD

3.71%

1M

1.63%

6M

10.31%

1Y

18.94%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


BUFQ vs. QMAR - Expense Ratio Comparison

BUFQ has a 1.10% expense ratio, which is higher than QMAR's 0.90% expense ratio.


BUFQ
FT Vest Laddered Nasdaq Buffer ETF
Expense ratio chart for BUFQ: current value at 1.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.10%
Expense ratio chart for QMAR: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%

Risk-Adjusted Performance

BUFQ vs. QMAR — 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

QMAR
The Risk-Adjusted Performance Rank of QMAR is 7777
Overall Rank
The Sharpe Ratio Rank of QMAR is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of QMAR is 7575
Sortino Ratio Rank
The Omega Ratio Rank of QMAR is 8282
Omega Ratio Rank
The Calmar Ratio Rank of QMAR is 7272
Calmar Ratio Rank
The Martin Ratio Rank of QMAR is 7777
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. QMAR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Nasdaq Buffer ETF (BUFQ) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR). 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 1.84, compared to the broader market0.002.004.001.841.87
The chart of Sortino ratio for BUFQ, currently valued at 2.46, compared to the broader market-2.000.002.004.006.008.0010.0012.002.462.51
The chart of Omega ratio for BUFQ, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.351.37
The chart of Calmar ratio for BUFQ, currently valued at 2.47, compared to the broader market0.005.0010.0015.002.472.39
The chart of Martin ratio for BUFQ, currently valued at 11.57, compared to the broader market0.0020.0040.0060.0080.00100.0011.5710.42
BUFQ
QMAR

The current BUFQ Sharpe Ratio is 1.84, which is comparable to the QMAR Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of BUFQ and QMAR, 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 Ratio1.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.84
1.87
BUFQ
QMAR

Dividends

BUFQ vs. QMAR - Dividend Comparison

Neither BUFQ nor QMAR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BUFQ vs. QMAR - Drawdown Comparison

The maximum BUFQ drawdown since its inception was -15.40%, smaller than the maximum QMAR drawdown of -19.83%. Use the drawdown chart below to compare losses from any high point for BUFQ and QMAR. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.12%
-0.02%
BUFQ
QMAR

Volatility

BUFQ vs. QMAR - Volatility Comparison

FT Vest Laddered Nasdaq Buffer ETF (BUFQ) has a higher volatility of 2.82% compared to FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR) at 2.37%. This indicates that BUFQ's price experiences larger fluctuations and is considered to be riskier than QMAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
2.82%
2.37%
BUFQ
QMAR
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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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