DOUG vs. THRO
DOUG (Douglas Elliman Inc.) is a stock, while THRO (iShares U.S. Thematic Rotation Active ETF) is Tactical Allocation fund actively managed by iShares. Over the past 3 years, DOUG returned -5.93%/yr vs 22.13%/yr for THRO. Their 0.39 correlation means their historical movements had little consistent relationship.
Performance
DOUG vs. THRO - Performance Comparison
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Returns By Period
In the year-to-date period, DOUG achieves a -26.58% return, which is significantly lower than THRO's 12.26% return.
DOUG
- 1D
- 2.96%
- 1M
- -11.22%
- 6M
- -35.79%
- YTD
- -26.58%
- 1Y
- -17.92%
- 3Y*
- -5.93%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -29.76%
THRO
- 1D
- 1.43%
- 1M
- 1.36%
- 6M
- 10.09%
- YTD
- 12.26%
- 1Y
- 22.01%
- 3Y*
- 22.13%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.99%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $398.28K | $594.12K | $777.61K | |
| $20.83M | $25.08M | $80.87M |
DOUG vs. THRO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DOUG Douglas Elliman Inc. | -26.58% | 41.92% | -43.39% | -20.91% | -63.17% | 15.00% |
THRO iShares U.S. Thematic Rotation Active ETF | 12.26% | 15.04% | 32.03% | 24.40% | -17.85% | -0.85% |
Correlation
The correlation between DOUG and THRO is 0.32, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.32 |
Correlation (3Y) Balances recent behavior with more history. | 0.32 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 2021 | 0.39 |
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Return for Risk
DOUG vs. THRO — Risk / Return Rank
DOUG
THRO
DOUG vs. THRO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Douglas Elliman Inc. (DOUG) and iShares U.S. Thematic Rotation Active ETF (THRO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DOUG | THRO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.15 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.27 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | 2.03 | -2.39 |
| Martin ratioReturn relative to average drawdown | -0.61 | 8.29 | -8.90 |
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Drawdowns
DOUG vs. THRO - Drawdown Comparison
The maximum DOUG drawdown since its inception was -90.26%, which is greater than THRO's maximum drawdown of -26.54%. Use the drawdown chart below to compare losses from any high point for DOUG and THRO.
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Drawdown Indicators
| DOUG | THRO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.26% | -26.54% | -63.72% |
Max Drawdown (1Y)Largest decline over 1 year | -49.84% | -10.87% | -38.97% |
Max Drawdown (3Y)Largest decline over 3 years | -66.45% | -19.07% | -47.38% |
Current DrawdownCurrent decline from peak | -83.71% | -1.01% | -82.70% |
Average DrawdownAverage peak-to-trough decline | -73.16% | -6.54% | -66.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.65% | 2.66% | +26.99% |
Volatility
DOUG vs. THRO - Volatility Comparison
Douglas Elliman Inc. (DOUG) has a higher volatility of 11.74% compared to iShares U.S. Thematic Rotation Active ETF (THRO) at 4.62%. This indicates that DOUG's price experiences larger fluctuations and is considered to be riskier than THRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DOUG | THRO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.74% | 4.62% | +7.12% |
Volatility (6M)Calculated over the trailing 6-month period | 49.94% | 11.78% | +38.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.27% | 14.50% | +48.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.22% | 18.70% | +52.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.22% | 18.70% | +52.52% |
Dividends
DOUG vs. THRO - Dividend Comparison
DOUG has not paid dividends to shareholders, while THRO's dividend yield for the trailing twelve months is around 0.25%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DOUG Douglas Elliman Inc. | 0.00% | 0.00% | 0.00% | 3.31% | 4.91% |
THRO iShares U.S. Thematic Rotation Active ETF | 0.25% | 0.15% | 0.73% | 0.55% | 0.90% |
Frequently Asked Questions
DOUG and THRO have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DOUG has higher volatility (11.74%) compared to THRO (4.62%). In terms of maximum drawdown, DOUG dropped -90.26% vs THRO's -26.54%.
THRO currently has the higher Sharpe Ratio (1.53 vs -0.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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