PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CSHI vs. THTA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

CSHI vs. THTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neos Enhanced Income Cash Alternative ETF (CSHI) and SoFi Enhanced Yield ETF (THTA). The values are adjusted to include any dividend payments, if applicable.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2.00%JuneJulyAugustSeptemberOctoberNovember
2.93%
0.54%
CSHI
THTA

Returns By Period

In the year-to-date period, CSHI achieves a 5.13% return, which is significantly lower than THTA's 5.57% return.


CSHI

YTD

5.13%

1M

0.48%

6M

2.93%

1Y

5.65%

5Y (annualized)

N/A

10Y (annualized)

N/A

THTA

YTD

5.57%

1M

1.73%

6M

0.54%

1Y

6.59%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


CSHITHTA
Sharpe Ratio5.770.56
Sortino Ratio9.710.68
Omega Ratio2.991.27
Calmar Ratio14.110.55
Martin Ratio140.982.30
Ulcer Index0.04%2.87%
Daily Std Dev0.98%11.84%
Max Drawdown-0.40%-11.94%
Current Drawdown0.00%-2.20%

Compare stocks, funds, or ETFs

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


CSHI vs. THTA - Expense Ratio Comparison

CSHI has a 0.38% expense ratio, which is lower than THTA's 0.49% expense ratio.


THTA
SoFi Enhanced Yield ETF
Expense ratio chart for THTA: 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%
Expense ratio chart for CSHI: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%

Correlation

-0.50.00.51.00.1

The correlation between CSHI and THTA is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

CSHI vs. THTA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Neos Enhanced Income Cash Alternative ETF (CSHI) and SoFi Enhanced Yield ETF (THTA). 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 CSHI, currently valued at 5.77, compared to the broader market0.002.004.005.770.56
The chart of Sortino ratio for CSHI, currently valued at 9.71, compared to the broader market-2.000.002.004.006.008.0010.0012.009.710.68
The chart of Omega ratio for CSHI, currently valued at 2.99, compared to the broader market0.501.001.502.002.503.002.991.27
The chart of Calmar ratio for CSHI, currently valued at 14.11, compared to the broader market0.005.0010.0015.0014.110.55
The chart of Martin ratio for CSHI, currently valued at 140.98, compared to the broader market0.0020.0040.0060.0080.00100.00120.00140.982.30
CSHI
THTA

The current CSHI Sharpe Ratio is 5.77, which is higher than the THTA Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of CSHI and THTA, 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 Ratio1.002.003.004.005.006.0012 PMTue 1912 PMWed 2012 PMThu 2112 PMFri 22
5.77
0.56
CSHI
THTA

Dividends

CSHI vs. THTA - Dividend Comparison

CSHI's dividend yield for the trailing twelve months is around 5.77%, less than THTA's 12.13% yield.


TTM20232022
CSHI
Neos Enhanced Income Cash Alternative ETF
5.77%6.15%1.52%
THTA
SoFi Enhanced Yield ETF
12.13%0.58%0.00%

Drawdowns

CSHI vs. THTA - Drawdown Comparison

The maximum CSHI drawdown since its inception was -0.40%, smaller than the maximum THTA drawdown of -11.94%. Use the drawdown chart below to compare losses from any high point for CSHI and THTA. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-2.20%
CSHI
THTA

Volatility

CSHI vs. THTA - Volatility Comparison

The current volatility for Neos Enhanced Income Cash Alternative ETF (CSHI) is 0.13%, while SoFi Enhanced Yield ETF (THTA) has a volatility of 1.29%. This indicates that CSHI experiences smaller price fluctuations and is considered to be less risky than THTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
0.13%
1.29%
CSHI
THTA