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

Correlation

The correlation between BUFR and FDEC is 0.91, 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

BUFR vs. FDEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest Fund of Buffer ETFs (BUFR) and FT Cboe Vest U.S. Equity Buffer ETF - December (FDEC). The values are adjusted to include any dividend payments, if applicable.

30.00%35.00%40.00%45.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
43.12%
48.26%
BUFR
FDEC

Key characteristics

Sharpe Ratio

BUFR:

2.67

FDEC:

2.77

Sortino Ratio

BUFR:

3.69

FDEC:

3.90

Omega Ratio

BUFR:

1.57

FDEC:

1.61

Calmar Ratio

BUFR:

3.94

FDEC:

3.97

Martin Ratio

BUFR:

22.42

FDEC:

22.43

Ulcer Index

BUFR:

0.72%

FDEC:

0.72%

Daily Std Dev

BUFR:

6.05%

FDEC:

5.86%

Max Drawdown

BUFR:

-13.73%

FDEC:

-15.67%

Current Drawdown

BUFR:

-0.88%

FDEC:

0.00%

Returns By Period

The year-to-date returns for both investments are quite close, with BUFR having a 14.87% return and FDEC slightly higher at 14.95%.


BUFR

YTD

14.87%

1M

0.49%

6M

5.73%

1Y

15.43%

5Y*

N/A

10Y*

N/A

FDEC

YTD

14.95%

1M

0.80%

6M

5.58%

1Y

15.52%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


BUFR vs. FDEC - Expense Ratio Comparison

BUFR has a 1.05% expense ratio, which is higher than FDEC's 0.85% expense ratio.


BUFR
FT Cboe Vest Fund of Buffer ETFs
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%
Expense ratio chart for FDEC: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Risk-Adjusted Performance

BUFR vs. FDEC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Fund of Buffer ETFs (BUFR) and FT Cboe Vest U.S. Equity Buffer ETF - December (FDEC). 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 BUFR, currently valued at 2.67, compared to the broader market0.002.004.002.672.77
The chart of Sortino ratio for BUFR, currently valued at 3.69, compared to the broader market-2.000.002.004.006.008.0010.003.693.90
The chart of Omega ratio for BUFR, currently valued at 1.57, compared to the broader market0.501.001.502.002.503.001.571.61
The chart of Calmar ratio for BUFR, currently valued at 3.94, compared to the broader market0.005.0010.0015.003.943.97
The chart of Martin ratio for BUFR, currently valued at 22.42, compared to the broader market0.0020.0040.0060.0080.00100.0022.4222.43
BUFR
FDEC

The current BUFR Sharpe Ratio is 2.67, which is comparable to the FDEC Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of BUFR and FDEC, 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 Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.67
2.77
BUFR
FDEC

Dividends

BUFR vs. FDEC - Dividend Comparison

Neither BUFR nor FDEC has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BUFR vs. FDEC - Drawdown Comparison

The maximum BUFR drawdown since its inception was -13.73%, smaller than the maximum FDEC drawdown of -15.67%. Use the drawdown chart below to compare losses from any high point for BUFR and FDEC. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.88%
0
BUFR
FDEC

Volatility

BUFR vs. FDEC - Volatility Comparison

FT Cboe Vest Fund of Buffer ETFs (BUFR) has a higher volatility of 1.64% compared to FT Cboe Vest U.S. Equity Buffer ETF - December (FDEC) at 0.47%. This indicates that BUFR's price experiences larger fluctuations and is considered to be riskier than FDEC 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%JulyAugustSeptemberOctoberNovemberDecember
1.64%
0.47%
BUFR
FDEC
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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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