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CRCD vs. FITE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRCD vs. FITE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-REX 2X Inverse CRCL Daily Target ETF (CRCD) and SPDR S&P Kensho Future Security ETF (FITE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CRCD achieves a -83.41% return, which is significantly lower than FITE's 33.46% return.


CRCD

1D
0.00%
1M
0.18%
6M
-90.79%
YTD
-83.41%
1Y
3Y*
5Y*
10Y*
ALL TIME*

FITE

1D
-0.36%
1M
-0.46%
6M
28.95%
YTD
33.46%
1Y
48.68%
3Y*
33.20%
5Y*
17.40%
10Y*
ALL TIME*
17.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$6.23M$8.39M$15.14M
$813.34K$858.72K$939.87K

CRCD vs. FITE - Yearly Performance Comparison


Correlation

The correlation between CRCD and FITE is -0.51, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 26, 2025

-0.51

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Return for Risk

CRCD vs. FITE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CRCD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


FITE
FITE Risk / Return Rank: 6464
Overall Rank
FITE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FITE Sortino Ratio Rank: 6363
Sortino Ratio Rank
FITE Omega Ratio Rank: 5757
Omega Ratio Rank
FITE Calmar Ratio Rank: 7979
Calmar Ratio Rank
FITE Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CRCD vs. FITE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Inverse CRCL Daily Target ETF (CRCD) and SPDR S&P Kensho Future Security ETF (FITE). 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.


CRCDFITEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

3.19

Martin ratioReturn relative to average drawdown

7.73

CRCD vs. FITE - Sharpe Ratio Comparison


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Drawdowns

CRCD vs. FITE - Drawdown Comparison

The maximum CRCD drawdown since its inception was -96.95%, which is greater than FITE's maximum drawdown of -36.90%. Use the drawdown chart below to compare losses from any high point for CRCD and FITE.


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Drawdown Indicators


CRCDFITEDifference

Max Drawdown

Largest peak-to-trough decline

-96.95%

-36.90%

-60.05%

Max Drawdown (1Y)

Largest decline over 1 year

-15.35%

Max Drawdown (3Y)

Largest decline over 3 years

-22.07%

Max Drawdown (5Y)

Largest decline over 5 years

-27.14%

Current Drawdown

Current decline from peak

-92.13%

-3.92%

-88.21%

Average Drawdown

Average peak-to-trough decline

-62.08%

-7.41%

-54.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.31%

Volatility

CRCD vs. FITE - Volatility Comparison


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Volatility by Period


CRCDFITEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.73%

Volatility (6M)

Calculated over the trailing 6-month period

22.41%

Volatility (1Y)

Calculated over the trailing 1-year period

198.01%

27.77%

+170.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

198.01%

23.15%

+174.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

198.01%

23.32%

+174.69%

CRCD vs. FITE - Expense Ratio Comparison

CRCD has a 1.50% expense ratio, which is higher than FITE's 0.45% expense ratio.


Dividends

CRCD vs. FITE - Dividend Comparison

CRCD has not paid dividends to shareholders, while FITE's dividend yield for the trailing twelve months is around 0.12%.


PositionTTM20252024202320222021202020192018
CRCD
T-REX 2X Inverse CRCL Daily Target ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FITE
SPDR S&P Kensho Future Security ETF
0.12%0.23%0.12%0.13%0.12%0.92%0.88%0.44%1.79%

Frequently Asked Questions


CRCD and FITE have a correlation of -0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FITE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FITE is cheaper with a 0.45% expense ratio, compared with 1.50% for CRCD.

FITE has the higher dividend yield at 0.12%, compared with 0.00% for CRCD.

CRCD is categorized as Inverse Equities, while FITE is Technology Equities. They also come from different issuers: T-Rex and State Street. Their fees differ too: 1.50% for CRCD and 0.45% for FITE.

Portfolio Optimizer

Find the right allocation for CRCD and FITE

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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