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BUFZ vs. BUFD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BUFZ and BUFD is 0.78, 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.


-0.50.00.51.00.8

Performance

BUFZ vs. BUFD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest Laddered Moderate Buffer ETF (BUFZ) and FT Cboe Vest Fund of Deep Buffer ETF (BUFD). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.30%
5.23%
BUFZ
BUFD

Key characteristics

Sharpe Ratio

BUFZ:

2.66

BUFD:

2.43

Sortino Ratio

BUFZ:

3.60

BUFD:

3.28

Omega Ratio

BUFZ:

1.57

BUFD:

1.49

Calmar Ratio

BUFZ:

4.12

BUFD:

3.93

Martin Ratio

BUFZ:

24.15

BUFD:

22.53

Ulcer Index

BUFZ:

0.53%

BUFD:

0.58%

Daily Std Dev

BUFZ:

4.79%

BUFD:

5.39%

Max Drawdown

BUFZ:

-3.08%

BUFD:

-10.75%

Current Drawdown

BUFZ:

-0.33%

BUFD:

-0.62%

Returns By Period

The year-to-date returns for both investments are quite close, with BUFZ having a 12.09% return and BUFD slightly higher at 12.64%.


BUFZ

YTD

12.09%

1M

0.52%

6M

5.49%

1Y

12.53%

5Y*

N/A

10Y*

N/A

BUFD

YTD

12.64%

1M

0.20%

6M

5.36%

1Y

12.99%

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.


BUFZ vs. BUFD - Expense Ratio Comparison

Both BUFZ and BUFD have an expense ratio of 1.05%.


BUFZ
FT Cboe Vest Laddered Moderate Buffer ETF
Expense ratio chart for BUFZ: 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 BUFD: 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

BUFZ vs. BUFD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Laddered Moderate Buffer ETF (BUFZ) and FT Cboe Vest Fund of Deep Buffer ETF (BUFD). 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 BUFZ, currently valued at 2.66, compared to the broader market0.002.004.002.662.43
The chart of Sortino ratio for BUFZ, currently valued at 3.60, compared to the broader market-2.000.002.004.006.008.0010.003.603.28
The chart of Omega ratio for BUFZ, currently valued at 1.57, compared to the broader market0.501.001.502.002.503.001.571.49
The chart of Calmar ratio for BUFZ, currently valued at 4.12, compared to the broader market0.005.0010.0015.004.123.93
The chart of Martin ratio for BUFZ, currently valued at 24.15, compared to the broader market0.0020.0040.0060.0080.00100.0024.1522.53
BUFZ
BUFD

The current BUFZ Sharpe Ratio is 2.66, which is comparable to the BUFD Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of BUFZ and BUFD, 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 Ratio2.503.003.504.00Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22
2.66
2.43
BUFZ
BUFD

Dividends

BUFZ vs. BUFD - Dividend Comparison

Neither BUFZ nor BUFD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BUFZ vs. BUFD - Drawdown Comparison

The maximum BUFZ drawdown since its inception was -3.08%, smaller than the maximum BUFD drawdown of -10.75%. Use the drawdown chart below to compare losses from any high point for BUFZ and BUFD. For additional features, visit the drawdowns tool.


-3.50%-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.33%
-0.62%
BUFZ
BUFD

Volatility

BUFZ vs. BUFD - Volatility Comparison

The current volatility for FT Cboe Vest Laddered Moderate Buffer ETF (BUFZ) is 1.67%, while FT Cboe Vest Fund of Deep Buffer ETF (BUFD) has a volatility of 1.92%. This indicates that BUFZ experiences smaller price fluctuations and is considered to be less risky than BUFD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%3.00%JulyAugustSeptemberOctoberNovemberDecember
1.67%
1.92%
BUFZ
BUFD
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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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