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

Correlation

The correlation between BUFR and FJUN 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

BUFR vs. FJUN - 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 - June (FJUN). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BUFR:

0.61

FJUN:

0.58

Sortino Ratio

BUFR:

0.94

FJUN:

0.91

Omega Ratio

BUFR:

1.15

FJUN:

1.14

Calmar Ratio

BUFR:

0.57

FJUN:

0.59

Martin Ratio

BUFR:

2.42

FJUN:

2.33

Ulcer Index

BUFR:

3.00%

FJUN:

3.33%

Daily Std Dev

BUFR:

11.62%

FJUN:

13.11%

Max Drawdown

BUFR:

-13.73%

FJUN:

-13.26%

Current Drawdown

BUFR:

-2.52%

FJUN:

-2.93%

Returns By Period

In the year-to-date period, BUFR achieves a 0.16% return, which is significantly lower than FJUN's 0.29% return.


BUFR

YTD

0.16%

1M

9.04%

6M

0.49%

1Y

7.09%

3Y*

12.01%

5Y*

N/A

10Y*

N/A

FJUN

YTD

0.29%

1M

8.89%

6M

0.28%

1Y

7.60%

3Y*

14.11%

5Y*

N/A

10Y*

N/A

*Annualized

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FT Cboe Vest Fund of Buffer ETFs

BUFR vs. FJUN - Expense Ratio Comparison

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


Risk-Adjusted Performance

BUFR vs. FJUN — Risk-Adjusted Performance Rank

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

BUFR
The Risk-Adjusted Performance Rank of BUFR is 6262
Overall Rank
The Sharpe Ratio Rank of BUFR is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFR is 5757
Sortino Ratio Rank
The Omega Ratio Rank of BUFR is 6868
Omega Ratio Rank
The Calmar Ratio Rank of BUFR is 6060
Calmar Ratio Rank
The Martin Ratio Rank of BUFR is 6363
Martin Ratio Rank

FJUN
The Risk-Adjusted Performance Rank of FJUN is 6161
Overall Rank
The Sharpe Ratio Rank of FJUN is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FJUN is 5757
Sortino Ratio Rank
The Omega Ratio Rank of FJUN is 6363
Omega Ratio Rank
The Calmar Ratio Rank of FJUN is 6363
Calmar Ratio Rank
The Martin Ratio Rank of FJUN is 6363
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.

BUFR vs. FJUN - 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 - June (FJUN). 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 BUFR Sharpe Ratio is 0.61, which is comparable to the FJUN Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of BUFR and FJUN, 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

BUFR vs. FJUN - Dividend Comparison

Neither BUFR nor FJUN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BUFR vs. FJUN - Drawdown Comparison

The maximum BUFR drawdown since its inception was -13.73%, roughly equal to the maximum FJUN drawdown of -13.26%. Use the drawdown chart below to compare losses from any high point for BUFR and FJUN. For additional features, visit the drawdowns tool.


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Volatility

BUFR vs. FJUN - Volatility Comparison

FT Cboe Vest Fund of Buffer ETFs (BUFR) and FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN) have volatilities of 3.28% and 3.42%, 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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