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 -6.99%/yr vs 22.54%/yr for THRO. At a 0.39 correlation, their price movements are largely independent.
Performance
DOUG vs. THRO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DOUG achieves a -27.00% return, which is significantly lower than THRO's 10.10% return.
DOUG
- 1D
- 2.98%
- 1M
- -5.46%
- YTD
- -27.00%
- 6M
- -28.81%
- 1Y
- -32.16%
- 3Y*
- -6.99%
- 5Y*
- —
- 10Y*
- —
THRO
- 1D
- -1.58%
- 1M
- -0.59%
- YTD
- 10.10%
- 6M
- 8.78%
- 1Y
- 23.17%
- 3Y*
- 22.54%
- 5Y*
- —
- 10Y*
- —
DOUG vs. THRO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DOUG Douglas Elliman Inc. | -27.00% | 41.92% | -43.39% | -20.91% | -63.17% | 15.00% |
THRO iShares U.S. Thematic Rotation Active ETF | 10.10% | 15.04% | 32.03% | 24.40% | -17.85% | -0.85% |
Correlation
The correlation between DOUG and THRO is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 2021 | 0.39 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | -2.15 | ||
| Sortino ratioReturn per unit of downside risk | -2.61 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.30 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | 2.14 | -2.79 |
| Martin ratioReturn relative to average drawdown | -1.19 | 9.26 | -10.45 |
Loading charts...
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.
Loading charts...
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 | -83.81% | -2.91% | -80.90% |
Average DrawdownAverage peak-to-trough decline | -72.91% | -6.64% | -66.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.00% | 2.51% | +24.49% |
Volatility
DOUG vs. THRO - Volatility Comparison
Douglas Elliman Inc. (DOUG) has a higher volatility of 10.49% compared to iShares U.S. Thematic Rotation Active ETF (THRO) at 5.67%. 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.
Loading charts...
Volatility by Period
| DOUG | THRO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.49% | 5.67% | +4.82% |
Volatility (6M)Calculated over the trailing 6-month period | 51.25% | 11.21% | +40.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 68.26% | 13.91% | +54.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.77% | 18.78% | +52.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.77% | 18.78% | +52.99% |
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 0.26%.
| 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 | 0.26% | 0.15% | 0.73% | 0.55% | 0.90% |
Frequently Asked Questions
DOUG and THRO have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DOUG has higher volatility (10.49%) compared to THRO (5.67%). In terms of maximum drawdown, DOUG dropped -90.26% vs THRO's -26.54%.
THRO currently has the higher Sharpe Ratio (1.68 vs -0.47), 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.
Find the right allocation for DOUG and THRO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer