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DAMD vs. SHRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DAMD vs. SHRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Daily Target 2X Short AMD ETF (DAMD) and Gotham Short Strategies ETF (SHRT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DAMD achieves a -90.01% return, which is significantly lower than SHRT's -15.80% return.


DAMD

1D
21.08%
1M
-30.23%
YTD
-90.01%
6M
-89.96%
1Y
3Y*
5Y*
10Y*

SHRT

1D
1.63%
1M
-1.51%
YTD
-15.80%
6M
-14.56%
1Y
-19.95%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DAMD vs. SHRT - Yearly Performance Comparison


2026 (YTD)2025
DAMD
Defiance Daily Target 2X Short AMD ETF
-90.01%22.15%
SHRT
Gotham Short Strategies ETF
-15.80%1.67%

Correlation

The correlation between DAMD and SHRT is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 17, 2025

0.53

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Return for Risk

DAMD vs. SHRT — Risk / Return Rank

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

DAMD

SHRT
SHRT Risk / Return Rank: 00
Overall Rank
SHRT Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SHRT Sortino Ratio Rank: 00
Sortino Ratio Rank
SHRT Omega Ratio Rank: 00
Omega Ratio Rank
SHRT Calmar Ratio Rank: 11
Calmar Ratio Rank
SHRT Martin Ratio Rank: 00
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.

DAMD vs. SHRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2X Short AMD ETF (DAMD) and Gotham Short Strategies ETF (SHRT). 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.


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

DAMD vs. SHRT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DAMDSHRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.52

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.71

-0.74

+0.03

Drawdowns

DAMD vs. SHRT - Drawdown Comparison

The maximum DAMD drawdown since its inception was -93.52%, which is greater than SHRT's maximum drawdown of -25.98%. Use the drawdown chart below to compare losses from any high point for DAMD and SHRT.


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Drawdown Indicators


DAMDSHRTDifference

Max Drawdown

Largest peak-to-trough decline

-93.52%

-25.98%

-67.54%

Max Drawdown (1Y)

Largest decline over 1 year

-22.73%

Current Drawdown

Current decline from peak

-91.57%

-24.49%

-67.08%

Average Drawdown

Average peak-to-trough decline

-39.60%

-8.17%

-31.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.58%

Volatility

DAMD vs. SHRT - Volatility Comparison


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Volatility by Period


DAMDSHRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

Volatility (6M)

Calculated over the trailing 6-month period

11.06%

Volatility (1Y)

Calculated over the trailing 1-year period

138.28%

13.16%

+125.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

138.28%

12.80%

+125.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

138.28%

12.80%

+125.48%

DAMD vs. SHRT - Expense Ratio Comparison

DAMD has a 1.31% expense ratio, which is lower than SHRT's 1.35% expense ratio.


Dividends

DAMD vs. SHRT - Dividend Comparison

DAMD has not paid dividends to shareholders, while SHRT's dividend yield for the trailing twelve months is around 0.08%.


PositionTTM202520242023
DAMD
Defiance Daily Target 2X Short AMD ETF
0.00%0.00%0.00%0.00%
SHRT
Gotham Short Strategies ETF
0.08%0.07%0.85%0.27%

Frequently Asked Questions


DAMD and SHRT have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DAMD is cheaper at 1.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DAMD is cheaper with a 1.31% expense ratio, compared with 1.35% for SHRT.

SHRT has the higher dividend yield at 0.08%, compared with 0.00% for DAMD.

They also come from different issuers: Defiance and Gotham. Their fees differ too: 1.31% for DAMD and 1.35% for SHRT.

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