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BUZZ vs. MVPS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BUZZ and MVPS is 0.92, 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

BUZZ vs. MVPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Social Sentiment ETF (BUZZ) and Amplify Thematic All-Stars ETF (MVPS). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
23.58%
17.10%
BUZZ
MVPS

Key characteristics

Sharpe Ratio

BUZZ:

1.54

MVPS:

0.91

Sortino Ratio

BUZZ:

2.09

MVPS:

1.32

Omega Ratio

BUZZ:

1.26

MVPS:

1.17

Calmar Ratio

BUZZ:

1.08

MVPS:

0.59

Martin Ratio

BUZZ:

6.31

MVPS:

4.38

Ulcer Index

BUZZ:

6.06%

MVPS:

4.74%

Daily Std Dev

BUZZ:

24.83%

MVPS:

22.83%

Max Drawdown

BUZZ:

-56.87%

MVPS:

-51.36%

Current Drawdown

BUZZ:

-4.89%

MVPS:

-15.15%

Returns By Period

In the year-to-date period, BUZZ achieves a 37.80% return, which is significantly higher than MVPS's 20.35% return.


BUZZ

YTD

37.80%

1M

2.68%

6M

23.59%

1Y

38.10%

5Y*

N/A

10Y*

N/A

MVPS

YTD

20.35%

1M

2.55%

6M

17.10%

1Y

20.43%

5Y*

N/A

10Y*

N/A

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BUZZ vs. MVPS - Expense Ratio Comparison

BUZZ has a 0.75% expense ratio, which is higher than MVPS's 0.49% expense ratio.


BUZZ
VanEck Social Sentiment ETF
Expense ratio chart for BUZZ: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for MVPS: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

BUZZ vs. MVPS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Social Sentiment ETF (BUZZ) and Amplify Thematic All-Stars ETF (MVPS). 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 BUZZ, currently valued at 1.54, compared to the broader market0.002.004.001.540.91
The chart of Sortino ratio for BUZZ, currently valued at 2.08, compared to the broader market-2.000.002.004.006.008.0010.002.091.32
The chart of Omega ratio for BUZZ, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.17
The chart of Calmar ratio for BUZZ, currently valued at 1.08, compared to the broader market0.005.0010.0015.001.080.59
The chart of Martin ratio for BUZZ, currently valued at 6.31, compared to the broader market0.0020.0040.0060.0080.00100.006.314.38
BUZZ
MVPS

The current BUZZ Sharpe Ratio is 1.54, which is higher than the MVPS Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of BUZZ and MVPS, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.54
0.91
BUZZ
MVPS

Dividends

BUZZ vs. MVPS - Dividend Comparison

BUZZ's dividend yield for the trailing twelve months is around 0.49%, while MVPS has not paid dividends to shareholders.


TTM20232022
BUZZ
VanEck Social Sentiment ETF
0.49%0.52%0.40%
MVPS
Amplify Thematic All-Stars ETF
0.00%0.00%0.01%

Drawdowns

BUZZ vs. MVPS - Drawdown Comparison

The maximum BUZZ drawdown since its inception was -56.87%, which is greater than MVPS's maximum drawdown of -51.36%. Use the drawdown chart below to compare losses from any high point for BUZZ and MVPS. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.89%
-15.15%
BUZZ
MVPS

Volatility

BUZZ vs. MVPS - Volatility Comparison

VanEck Social Sentiment ETF (BUZZ) has a higher volatility of 8.51% compared to Amplify Thematic All-Stars ETF (MVPS) at 7.49%. This indicates that BUZZ's price experiences larger fluctuations and is considered to be riskier than MVPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.51%
7.49%
BUZZ
MVPS
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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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