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

Correlation

The correlation between DMAY and FAUG is 0.88, 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.


-0.50.00.51.00.9

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.

-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.62%
5.32%
DMAY
FAUG

Key characteristics

Sharpe Ratio

DMAY:

2.18

FAUG:

2.34

Sortino Ratio

DMAY:

2.96

FAUG:

3.22

Omega Ratio

DMAY:

1.50

FAUG:

1.51

Calmar Ratio

DMAY:

2.79

FAUG:

5.37

Martin Ratio

DMAY:

15.62

FAUG:

24.73

Ulcer Index

DMAY:

0.81%

FAUG:

0.58%

Daily Std Dev

DMAY:

5.80%

FAUG:

6.15%

Max Drawdown

DMAY:

-13.90%

FAUG:

-22.33%

Current Drawdown

DMAY:

-1.67%

FAUG:

-1.91%

Returns By Period

In the year-to-date period, DMAY achieves a 12.35% return, which is significantly lower than FAUG's 13.98% return.


DMAY

YTD

12.35%

1M

-0.08%

6M

5.62%

1Y

13.20%

5Y*

N/A

10Y*

N/A

FAUG

YTD

13.98%

1M

-0.41%

6M

5.32%

1Y

15.60%

5Y*

8.46%

10Y*

N/A

Compare stocks, funds, or ETFs

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


DMAY vs. FAUG - Expense Ratio Comparison

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


DMAY
FT Cboe Vest U.S. Equity Deep Buffer ETF - May
Expense ratio chart for DMAY: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for FAUG: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for DMAY, currently valued at 2.18, compared to the broader market0.002.004.002.182.34
The chart of Sortino ratio for DMAY, currently valued at 2.96, compared to the broader market-2.000.002.004.006.008.0010.002.963.22
The chart of Omega ratio for DMAY, currently valued at 1.50, compared to the broader market0.501.001.502.002.503.001.501.51
The chart of Calmar ratio for DMAY, currently valued at 2.79, compared to the broader market0.005.0010.0015.002.795.37
The chart of Martin ratio for DMAY, currently valued at 15.62, compared to the broader market0.0020.0040.0060.0080.00100.0015.6224.73
DMAY
FAUG

The current DMAY Sharpe Ratio is 2.18, which is comparable to the FAUG Sharpe Ratio of 2.34. 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.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.18
2.34
DMAY
FAUG

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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.67%
-1.91%
DMAY
FAUG

Volatility

DMAY vs. FAUG - Volatility Comparison

The current volatility for FT Cboe Vest U.S. Equity Deep Buffer ETF - May (DMAY) is 1.63%, while FT Cboe Vest U.S. Equity Buffer ETF - August (FAUG) has a volatility of 1.82%. This indicates that DMAY experiences smaller price fluctuations and is considered to be less risky than FAUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
1.63%
1.82%
DMAY
FAUG
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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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