DOUG vs. THRO

Last updated Apr 1, 2026

Compare and contrast key facts about Douglas Elliman Inc. (DOUG) and iShares U.S. Thematic Rotation Active ETF (THRO).

THRO is an actively managed fund by iShares. It was launched on Dec 14, 2021.

Performance

DOUG vs. THRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Douglas Elliman Inc. (DOUG) and iShares U.S. Thematic Rotation Active ETF (THRO). The values are adjusted to include any dividend payments, if applicable.

DOUG vs. THRO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DOUG Douglas Elliman Inc.	-30.80%	41.92%	-43.39%	-20.91%	-63.17%	-5.19%
THRO iShares U.S. Thematic Rotation Active ETF	-6.03%	15.04%	32.03%	24.40%	-17.85%	-0.23%

Returns By Period

In the year-to-date period, DOUG achieves a -30.80% return, which is significantly lower than THRO's -6.03% return.

DOUG

• 1D: 0.61%
• 1M: -28.07%
• YTD: -30.80%
• 6M: -42.66%
• 1Y: -4.65%
• 3Y*: -17.28%
• 5Y*: —
• 10Y*: —

THRO

• 1D: 3.19%
• 1M: -5.19%
• YTD: -6.03%
• 6M: -4.26%
• 1Y: 14.50%
• 3Y*: 17.79%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

DOUG vs. THRO — Risk / Return Rank

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

DOUG

DOUG Risk / Return Rank: 40
DOUG Sharpe Ratio Rank: 38
DOUG Sortino Ratio Rank: 42
DOUG Omega Ratio Rank: 42
DOUG Calmar Ratio Rank: 39
DOUG Martin Ratio Rank: 39

THRO

THRO Risk / Return Rank: 52
THRO Sharpe Ratio Rank: 46
THRO Sortino Ratio Rank: 49
THRO Omega Ratio Rank: 49
THRO Calmar Ratio Rank: 57
THRO Martin Ratio Rank: 58

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	DOUG	THRO	Difference
Sharpe ratio Return per unit of total volatility	-0.06	0.80	-0.86
Sortino ratio Return per unit of downside risk	0.48	1.27	-0.79
Omega ratio Gain probability vs. loss probability	1.07	1.18	-0.11
Calmar ratio Return relative to maximum drawdown	-0.07	1.38	-1.45
Martin ratio Return relative to average drawdown	-0.19	5.51	-5.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DOUG vs. THRO - Sharpe Ratio Comparison

The current DOUG Sharpe Ratio is -0.06, which is lower than the THRO Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of DOUG and THRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DOUG	THRO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.06	0.80	-0.86
Sharpe Ratio (All Time) Calculated using the full available price history	-0.50	0.52	-1.02

Correlation

The correlation between DOUG and THRO is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

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 0.19%.

	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	0.19%	0.15%	0.73%	0.55%	0.90%

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.

Drawdown Indicators

	DOUG	THRO	Difference
Max Drawdown Largest peak-to-trough decline	-90.26%	-26.54%	-63.72%
Max Drawdown (1Y) Largest decline over 1 year	-48.55%	-10.97%	-37.58%
Current Drawdown Current decline from peak	-84.65%	-8.03%	-76.62%
Average Drawdown Average peak-to-trough decline	-72.43%	-6.92%	-65.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.88%	2.74%	+16.14%

Volatility

DOUG vs. THRO - Volatility Comparison

Douglas Elliman Inc. (DOUG) has a higher volatility of 33.38% compared to iShares U.S. Thematic Rotation Active ETF (THRO) at 5.66%. 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.

Volatility by Period

	DOUG	THRO	Difference
Volatility (1M) Calculated over the trailing 1-month period	33.38%	5.66%	+27.72%
Volatility (6M) Calculated over the trailing 6-month period	49.00%	10.33%	+38.67%
Volatility (1Y) Calculated over the trailing 1-year period	77.04%	18.25%	+58.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	71.57%	18.89%	+52.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	71.57%	18.89%	+52.68%