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CLSE vs. AGOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CLSE and AGOX is 0.60, 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.


Performance

CLSE vs. AGOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Convergence Long/Short Equity ETF (CLSE) and Adaptive Alpha Opportunities ETF (AGOX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

CLSE:

5.17%

AGOX:

23.56%

Max Drawdown

CLSE:

-1.03%

AGOX:

-2.35%

Current Drawdown

CLSE:

-1.03%

AGOX:

-2.24%

Returns By Period


CLSE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

AGOX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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CLSE vs. AGOX - Expense Ratio Comparison

CLSE has a 1.56% expense ratio, which is lower than AGOX's 1.69% expense ratio.


Risk-Adjusted Performance

CLSE vs. AGOX — Risk-Adjusted Performance Rank

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

CLSE
The Risk-Adjusted Performance Rank of CLSE is 5555
Overall Rank
The Sharpe Ratio Rank of CLSE is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of CLSE is 5252
Sortino Ratio Rank
The Omega Ratio Rank of CLSE is 5252
Omega Ratio Rank
The Calmar Ratio Rank of CLSE is 6262
Calmar Ratio Rank
The Martin Ratio Rank of CLSE is 5353
Martin Ratio Rank

AGOX
The Risk-Adjusted Performance Rank of AGOX is 5555
Overall Rank
The Sharpe Ratio Rank of AGOX is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of AGOX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of AGOX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of AGOX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of AGOX is 5151
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.

CLSE vs. AGOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Convergence Long/Short Equity ETF (CLSE) and Adaptive Alpha Opportunities ETF (AGOX). 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.



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Dividends

CLSE vs. AGOX - Dividend Comparison

Neither CLSE nor AGOX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CLSE vs. AGOX - Drawdown Comparison

The maximum CLSE drawdown since its inception was -1.03%, smaller than the maximum AGOX drawdown of -2.35%. Use the drawdown chart below to compare losses from any high point for CLSE and AGOX. For additional features, visit the drawdowns tool.


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Volatility

CLSE vs. AGOX - Volatility Comparison


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