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DJT vs. MAGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DJT and MAGS is 0.11, 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.


-0.50.00.51.00.1

Performance

DJT vs. MAGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Trump Media & Technology Group Corp. (DJT) and Roundhill Magnificent Seven ETF (MAGS). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%SeptemberOctoberNovemberDecember2025February
24.45%
24.93%
DJT
MAGS

Key characteristics

Sharpe Ratio

DJT:

-0.34

MAGS:

1.91

Sortino Ratio

DJT:

0.29

MAGS:

2.48

Omega Ratio

DJT:

1.03

MAGS:

1.32

Calmar Ratio

DJT:

-0.50

MAGS:

2.72

Martin Ratio

DJT:

-0.89

MAGS:

8.46

Ulcer Index

DJT:

49.74%

MAGS:

5.82%

Daily Std Dev

DJT:

129.95%

MAGS:

25.84%

Max Drawdown

DJT:

-87.54%

MAGS:

-18.10%

Current Drawdown

DJT:

-71.04%

MAGS:

-4.35%

Returns By Period

In the year-to-date period, DJT achieves a -17.16% return, which is significantly lower than MAGS's 1.56% return.


DJT

YTD

-17.16%

1M

-29.43%

6M

16.74%

1Y

-37.05%

5Y*

N/A

10Y*

N/A

MAGS

YTD

1.56%

1M

-0.31%

6M

21.73%

1Y

52.95%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

DJT vs. MAGS — Risk-Adjusted Performance Rank

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

DJT
The Risk-Adjusted Performance Rank of DJT is 2929
Overall Rank
The Sharpe Ratio Rank of DJT is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of DJT is 3939
Sortino Ratio Rank
The Omega Ratio Rank of DJT is 3838
Omega Ratio Rank
The Calmar Ratio Rank of DJT is 1717
Calmar Ratio Rank
The Martin Ratio Rank of DJT is 2626
Martin Ratio Rank

MAGS
The Risk-Adjusted Performance Rank of MAGS is 7474
Overall Rank
The Sharpe Ratio Rank of MAGS is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of MAGS is 7373
Sortino Ratio Rank
The Omega Ratio Rank of MAGS is 7272
Omega Ratio Rank
The Calmar Ratio Rank of MAGS is 7676
Calmar Ratio Rank
The Martin Ratio Rank of MAGS is 6969
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.

DJT vs. MAGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Trump Media & Technology Group Corp. (DJT) and Roundhill Magnificent Seven ETF (MAGS). 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 DJT, currently valued at -0.34, compared to the broader market-2.000.002.00-0.341.91
The chart of Sortino ratio for DJT, currently valued at 0.29, compared to the broader market-4.00-2.000.002.004.006.000.292.48
The chart of Omega ratio for DJT, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.32
The chart of Calmar ratio for DJT, currently valued at -0.54, compared to the broader market0.002.004.006.00-0.542.72
The chart of Martin ratio for DJT, currently valued at -0.89, compared to the broader market0.0010.0020.0030.00-0.898.46
DJT
MAGS

The current DJT Sharpe Ratio is -0.34, which is lower than the MAGS Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of DJT and MAGS, 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 Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.34
1.91
DJT
MAGS

Dividends

DJT vs. MAGS - Dividend Comparison

DJT has not paid dividends to shareholders, while MAGS's dividend yield for the trailing twelve months is around 0.80%.


TTM20242023
DJT
Trump Media & Technology Group Corp.
0.00%0.00%0.00%
MAGS
Roundhill Magnificent Seven ETF
0.80%0.81%0.44%

Drawdowns

DJT vs. MAGS - Drawdown Comparison

The maximum DJT drawdown since its inception was -87.54%, which is greater than MAGS's maximum drawdown of -18.10%. Use the drawdown chart below to compare losses from any high point for DJT and MAGS. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-57.34%
-4.35%
DJT
MAGS

Volatility

DJT vs. MAGS - Volatility Comparison

Trump Media & Technology Group Corp. (DJT) has a higher volatility of 19.89% compared to Roundhill Magnificent Seven ETF (MAGS) at 6.50%. This indicates that DJT's price experiences larger fluctuations and is considered to be riskier than MAGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2025February
19.89%
6.50%
DJT
MAGS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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