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BUG vs. SKYY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BUG and SKYY is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

BUG vs. SKYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Cybersecurity ETF (BUG) and First Trust ISE Cloud Computing Index Fund (SKYY). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
119.75%
81.97%
BUG
SKYY

Key characteristics

Sharpe Ratio

BUG:

0.70

SKYY:

0.40

Sortino Ratio

BUG:

1.14

SKYY:

0.75

Omega Ratio

BUG:

1.14

SKYY:

1.10

Calmar Ratio

BUG:

0.87

SKYY:

0.38

Martin Ratio

BUG:

3.00

SKYY:

1.28

Ulcer Index

BUG:

5.73%

SKYY:

9.40%

Daily Std Dev

BUG:

24.78%

SKYY:

29.82%

Max Drawdown

BUG:

-41.66%

SKYY:

-53.20%

Current Drawdown

BUG:

-9.54%

SKYY:

-21.23%

Returns By Period

In the year-to-date period, BUG achieves a 3.68% return, which is significantly higher than SKYY's -13.26% return.


BUG

YTD

3.68%

1M

-0.69%

6M

7.08%

1Y

16.35%

5Y*

15.33%

10Y*

N/A

SKYY

YTD

-13.26%

1M

-3.11%

6M

-1.85%

1Y

11.12%

5Y*

11.17%

10Y*

13.29%

*Annualized

Compare stocks, funds, or ETFs

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


BUG vs. SKYY - Expense Ratio Comparison

BUG has a 0.50% expense ratio, which is lower than SKYY's 0.60% expense ratio.


Expense ratio chart for SKYY: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SKYY: 0.60%
Expense ratio chart for BUG: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BUG: 0.50%

Risk-Adjusted Performance

BUG vs. SKYY — Risk-Adjusted Performance Rank

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

BUG
The Risk-Adjusted Performance Rank of BUG is 7373
Overall Rank
The Sharpe Ratio Rank of BUG is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of BUG is 7373
Sortino Ratio Rank
The Omega Ratio Rank of BUG is 6868
Omega Ratio Rank
The Calmar Ratio Rank of BUG is 8080
Calmar Ratio Rank
The Martin Ratio Rank of BUG is 7474
Martin Ratio Rank

SKYY
The Risk-Adjusted Performance Rank of SKYY is 5353
Overall Rank
The Sharpe Ratio Rank of SKYY is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of SKYY is 5555
Sortino Ratio Rank
The Omega Ratio Rank of SKYY is 5454
Omega Ratio Rank
The Calmar Ratio Rank of SKYY is 5454
Calmar Ratio Rank
The Martin Ratio Rank of SKYY is 4949
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.

BUG vs. SKYY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Cybersecurity ETF (BUG) and First Trust ISE Cloud Computing Index Fund (SKYY). 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 chart of Sharpe ratio for BUG, currently valued at 0.70, compared to the broader market-1.000.001.002.003.004.00
BUG: 0.70
SKYY: 0.40
The chart of Sortino ratio for BUG, currently valued at 1.14, compared to the broader market-2.000.002.004.006.008.00
BUG: 1.14
SKYY: 0.75
The chart of Omega ratio for BUG, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
BUG: 1.14
SKYY: 1.10
The chart of Calmar ratio for BUG, currently valued at 0.87, compared to the broader market0.002.004.006.008.0010.0012.00
BUG: 0.87
SKYY: 0.38
The chart of Martin ratio for BUG, currently valued at 3.00, compared to the broader market0.0020.0040.0060.00
BUG: 3.00
SKYY: 1.28

The current BUG Sharpe Ratio is 0.70, which is higher than the SKYY Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of BUG and SKYY, 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.70
0.40
BUG
SKYY

Dividends

BUG vs. SKYY - Dividend Comparison

BUG's dividend yield for the trailing twelve months is around 0.09%, while SKYY has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
BUG
Global X Cybersecurity ETF
0.09%0.09%0.11%1.56%0.66%0.46%0.24%0.00%0.00%0.00%0.00%0.00%
SKYY
First Trust ISE Cloud Computing Index Fund
0.00%0.00%0.00%0.23%0.78%0.17%0.54%0.95%0.27%0.35%0.41%0.17%

Drawdowns

BUG vs. SKYY - Drawdown Comparison

The maximum BUG drawdown since its inception was -41.66%, smaller than the maximum SKYY drawdown of -53.20%. Use the drawdown chart below to compare losses from any high point for BUG and SKYY. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.54%
-21.23%
BUG
SKYY

Volatility

BUG vs. SKYY - Volatility Comparison

The current volatility for Global X Cybersecurity ETF (BUG) is 14.02%, while First Trust ISE Cloud Computing Index Fund (SKYY) has a volatility of 18.65%. This indicates that BUG experiences smaller price fluctuations and is considered to be less risky than SKYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
14.02%
18.65%
BUG
SKYY