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BUYO vs. ROSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BUYO vs. ROSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares Man Buyout Beta Index ETF (BUYO) and Hartford Multifactor Small Cap ETF (ROSC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with BUYO having a 19.18% return and ROSC slightly higher at 19.64%.


BUYO

1D
-1.23%
1M
4.80%
6M
18.58%
YTD
19.18%
1Y
28.83%
3Y*
5Y*
10Y*

ROSC

1D
-0.43%
1M
7.10%
6M
19.71%
YTD
19.64%
1Y
32.04%
3Y*
16.84%
5Y*
9.52%
10Y*
11.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BUYO vs. ROSC - Yearly Performance Comparison


2026 (YTD)20252024
BUYO
KraneShares Man Buyout Beta Index ETF
19.18%10.94%0.16%
ROSC
Hartford Multifactor Small Cap ETF
19.64%10.18%2.83%

Correlation

The correlation between BUYO and ROSC is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2024

0.86

The correlation between BUYO and ROSC has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.

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Return for Risk

BUYO vs. ROSC — Risk / Return Rank

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

BUYO
BUYO Risk / Return Rank: 6565
Overall Rank
BUYO Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
BUYO Sortino Ratio Rank: 6262
Sortino Ratio Rank
BUYO Omega Ratio Rank: 5555
Omega Ratio Rank
BUYO Calmar Ratio Rank: 7373
Calmar Ratio Rank
BUYO Martin Ratio Rank: 7373
Martin Ratio Rank

ROSC
ROSC Risk / Return Rank: 8484
Overall Rank
ROSC Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
ROSC Sortino Ratio Rank: 8686
Sortino Ratio Rank
ROSC Omega Ratio Rank: 7979
Omega Ratio Rank
ROSC Calmar Ratio Rank: 8888
Calmar Ratio Rank
ROSC Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BUYO vs. ROSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Man Buyout Beta Index ETF (BUYO) and Hartford Multifactor Small Cap ETF (ROSC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BUYOROSCDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.28

1.38

-0.10

Calmar ratioReturn relative to maximum drawdown

2.99

4.26

-1.27

Martin ratioReturn relative to average drawdown

10.91

13.90

-2.99

BUYO vs. ROSC - Sharpe Ratio Comparison

The current BUYO Sharpe Ratio is 1.67, which is comparable to the ROSC Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of BUYO and ROSC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BUYO vs. ROSC - Drawdown Comparison

The maximum BUYO drawdown since its inception was -28.01%, smaller than the maximum ROSC drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for BUYO and ROSC.


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Drawdown Indicators


BUYOROSCDifference

Max Drawdown

Largest peak-to-trough decline

-28.01%

-43.13%

+15.12%

Max Drawdown (1Y)

Largest decline over 1 year

-10.07%

-7.75%

-2.32%

Max Drawdown (3Y)

Largest decline over 3 years

-23.74%

Max Drawdown (5Y)

Largest decline over 5 years

-23.74%

Max Drawdown (10Y)

Largest decline over 10 years

-43.13%

Current Drawdown

Current decline from peak

-1.73%

-0.43%

-1.30%

Average Drawdown

Average peak-to-trough decline

-5.55%

-7.16%

+1.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

2.37%

+0.39%

Volatility

BUYO vs. ROSC - Volatility Comparison

KraneShares Man Buyout Beta Index ETF (BUYO) has a higher volatility of 5.22% compared to Hartford Multifactor Small Cap ETF (ROSC) at 3.71%. This indicates that BUYO's price experiences larger fluctuations and is considered to be riskier than ROSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BUYOROSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

3.71%

+1.51%

Volatility (6M)

Calculated over the trailing 6-month period

13.77%

10.51%

+3.26%

Volatility (1Y)

Calculated over the trailing 1-year period

18.12%

15.41%

+2.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.49%

19.30%

+2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.49%

20.24%

+1.25%

BUYO vs. ROSC - Expense Ratio Comparison

BUYO has a 0.89% expense ratio, which is higher than ROSC's 0.34% expense ratio.


Dividends

BUYO vs. ROSC - Dividend Comparison

BUYO's dividend yield for the trailing twelve months is around 0.01%, less than ROSC's 1.80% yield.


PositionTTM20252024202320222021202020192018201720162015
BUYO
KraneShares Man Buyout Beta Index ETF
0.01%0.01%0.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ROSC
Hartford Multifactor Small Cap ETF
1.80%2.08%2.00%2.01%1.51%2.13%1.75%3.05%2.86%2.13%2.20%2.48%

Frequently Asked Questions


BUYO and ROSC have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BUYO has higher volatility (5.22%) compared to ROSC (3.71%). In terms of maximum drawdown, BUYO dropped -28.01% vs ROSC's -43.13%.

On 1-year performance, ROSC leads with 32.04% vs 28.83% for BUYO. On fees, ROSC is cheaper at 0.34% per year. On volatility, ROSC has been the lower-risk option at 3.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ROSC has performed better with a 32.04% return vs 28.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ROSC is cheaper with a 0.34% expense ratio, compared with 0.89% for BUYO.

ROSC has the higher dividend yield at 1.80%, compared with 0.01% for BUYO.

BUYO tracks Man Buyout Beta Index, while ROSC tracks ROSC-US - Hartford Multifactor Small Cap Index. They also come from different issuers: KraneShares and Hartford. Their fees differ too: 0.89% for BUYO and 0.34% for ROSC.

ROSC currently has the higher Sharpe Ratio (2.15 vs 1.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BUYO and ROSC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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