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DEEP vs. CALF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


DEEPCALF
YTD Return-6.47%-3.88%
1Y Return9.06%24.37%
3Y Return (Ann)0.47%5.04%
5Y Return (Ann)3.04%13.81%
Sharpe Ratio0.421.15
Daily Std Dev19.84%19.93%
Max Drawdown-51.92%-47.58%
Current Drawdown-9.51%-6.24%

Correlation

-0.50.00.51.00.9

The correlation between DEEP and CALF is 0.86, 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.

Performance

DEEP vs. CALF - Performance Comparison

In the year-to-date period, DEEP achieves a -6.47% return, which is significantly lower than CALF's -3.88% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


40.00%60.00%80.00%100.00%120.00%NovemberDecember2024FebruaryMarchApril
44.51%
103.50%
DEEP
CALF

Compare stocks, funds, or ETFs

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


Roundhill Acquirers Deep Value ETF

Pacer US Small Cap Cash Cows 100 ETF

DEEP vs. CALF - Expense Ratio Comparison

DEEP has a 0.80% expense ratio, which is higher than CALF's 0.59% expense ratio.


DEEP
Roundhill Acquirers Deep Value ETF
Expense ratio chart for DEEP: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for CALF: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

Risk-Adjusted Performance

DEEP vs. CALF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Acquirers Deep Value ETF (DEEP) and Pacer US Small Cap Cash Cows 100 ETF (CALF). 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.


DEEP
Sharpe ratio
The chart of Sharpe ratio for DEEP, currently valued at 0.42, compared to the broader market-1.000.001.002.003.004.000.42
Sortino ratio
The chart of Sortino ratio for DEEP, currently valued at 0.76, compared to the broader market-2.000.002.004.006.008.000.76
Omega ratio
The chart of Omega ratio for DEEP, currently valued at 1.09, compared to the broader market1.001.502.001.09
Calmar ratio
The chart of Calmar ratio for DEEP, currently valued at 0.39, compared to the broader market0.002.004.006.008.0010.000.39
Martin ratio
The chart of Martin ratio for DEEP, currently valued at 1.43, compared to the broader market0.0010.0020.0030.0040.0050.0060.001.43
CALF
Sharpe ratio
The chart of Sharpe ratio for CALF, currently valued at 1.15, compared to the broader market-1.000.001.002.003.004.001.15
Sortino ratio
The chart of Sortino ratio for CALF, currently valued at 1.81, compared to the broader market-2.000.002.004.006.008.001.81
Omega ratio
The chart of Omega ratio for CALF, currently valued at 1.20, compared to the broader market1.001.502.001.20
Calmar ratio
The chart of Calmar ratio for CALF, currently valued at 1.08, compared to the broader market0.002.004.006.008.0010.001.08
Martin ratio
The chart of Martin ratio for CALF, currently valued at 6.04, compared to the broader market0.0010.0020.0030.0040.0050.0060.006.04

DEEP vs. CALF - Sharpe Ratio Comparison

The current DEEP Sharpe Ratio is 0.42, which is lower than the CALF Sharpe Ratio of 1.15. The chart below compares the 12-month rolling Sharpe Ratio of DEEP and CALF.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
0.42
1.15
DEEP
CALF

Dividends

DEEP vs. CALF - Dividend Comparison

DEEP's dividend yield for the trailing twelve months is around 1.75%, more than CALF's 1.13% yield.


TTM2023202220212020201920182017201620152014
DEEP
Roundhill Acquirers Deep Value ETF
1.75%1.67%1.28%1.43%4.03%3.49%2.78%2.01%3.14%3.98%0.42%
CALF
Pacer US Small Cap Cash Cows 100 ETF
1.13%1.18%0.85%2.63%0.82%0.99%1.39%0.70%0.00%0.00%0.00%

Drawdowns

DEEP vs. CALF - Drawdown Comparison

The maximum DEEP drawdown since its inception was -51.92%, which is greater than CALF's maximum drawdown of -47.58%. Use the drawdown chart below to compare losses from any high point for DEEP and CALF. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-9.51%
-6.24%
DEEP
CALF

Volatility

DEEP vs. CALF - Volatility Comparison

Roundhill Acquirers Deep Value ETF (DEEP) and Pacer US Small Cap Cash Cows 100 ETF (CALF) have volatilities of 5.27% and 5.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%NovemberDecember2024FebruaryMarchApril
5.27%
5.11%
DEEP
CALF