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DMAY vs. FAUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DMAY and FAUG is 0.90, 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

DMAY vs. FAUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Deep Buffer ETF - May (DMAY) and FT Cboe Vest U.S. Equity Buffer ETF - August (FAUG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DMAY:

0.49

FAUG:

0.51

Sortino Ratio

DMAY:

0.76

FAUG:

0.83

Omega Ratio

DMAY:

1.12

FAUG:

1.14

Calmar Ratio

DMAY:

0.49

FAUG:

0.50

Martin Ratio

DMAY:

1.93

FAUG:

2.24

Ulcer Index

DMAY:

3.15%

FAUG:

2.86%

Daily Std Dev

DMAY:

12.21%

FAUG:

12.10%

Max Drawdown

DMAY:

-13.90%

FAUG:

-22.33%

Current Drawdown

DMAY:

-5.04%

FAUG:

-4.37%

Returns By Period

In the year-to-date period, DMAY achieves a -2.33% return, which is significantly lower than FAUG's -1.59% return.


DMAY

YTD

-2.33%

1M

4.84%

6M

-2.59%

1Y

5.97%

5Y*

N/A

10Y*

N/A

FAUG

YTD

-1.59%

1M

5.58%

6M

-2.01%

1Y

5.97%

5Y*

9.16%

10Y*

N/A

*Annualized

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DMAY vs. FAUG - Expense Ratio Comparison

Both DMAY and FAUG have an expense ratio of 0.85%.


Risk-Adjusted Performance

DMAY vs. FAUG — Risk-Adjusted Performance Rank

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

DMAY
The Risk-Adjusted Performance Rank of DMAY is 5959
Overall Rank
The Sharpe Ratio Rank of DMAY is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of DMAY is 5454
Sortino Ratio Rank
The Omega Ratio Rank of DMAY is 6060
Omega Ratio Rank
The Calmar Ratio Rank of DMAY is 6161
Calmar Ratio Rank
The Martin Ratio Rank of DMAY is 6060
Martin Ratio Rank

FAUG
The Risk-Adjusted Performance Rank of FAUG is 6363
Overall Rank
The Sharpe Ratio Rank of FAUG is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FAUG is 5858
Sortino Ratio Rank
The Omega Ratio Rank of FAUG is 6969
Omega Ratio Rank
The Calmar Ratio Rank of FAUG is 6262
Calmar Ratio Rank
The Martin Ratio Rank of FAUG is 6666
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.

DMAY vs. FAUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Deep Buffer ETF - May (DMAY) and FT Cboe Vest U.S. Equity Buffer ETF - August (FAUG). 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.


The current DMAY Sharpe Ratio is 0.49, which is comparable to the FAUG Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of DMAY and FAUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

DMAY vs. FAUG - Dividend Comparison

Neither DMAY nor FAUG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DMAY vs. FAUG - Drawdown Comparison

The maximum DMAY drawdown since its inception was -13.90%, smaller than the maximum FAUG drawdown of -22.33%. Use the drawdown chart below to compare losses from any high point for DMAY and FAUG. For additional features, visit the drawdowns tool.


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Volatility

DMAY vs. FAUG - Volatility Comparison

FT Cboe Vest U.S. Equity Deep Buffer ETF - May (DMAY) and FT Cboe Vest U.S. Equity Buffer ETF - August (FAUG) have volatilities of 4.86% and 4.74%, 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.


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