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DYNF vs. BRNY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DYNF and BRNY is 0.87, 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

DYNF vs. BRNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock U.S. Equity Factor Rotation ETF (DYNF) and Burney U.S. Factor Rotation ETF (BRNY). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
92.77%
73.33%
DYNF
BRNY

Key characteristics

Sharpe Ratio

DYNF:

2.31

BRNY:

2.24

Sortino Ratio

DYNF:

3.07

BRNY:

2.93

Omega Ratio

DYNF:

1.43

BRNY:

1.40

Calmar Ratio

DYNF:

3.51

BRNY:

3.53

Martin Ratio

DYNF:

15.40

BRNY:

14.76

Ulcer Index

DYNF:

2.12%

BRNY:

2.21%

Daily Std Dev

DYNF:

14.16%

BRNY:

14.53%

Max Drawdown

DYNF:

-34.72%

BRNY:

-10.96%

Current Drawdown

DYNF:

-2.79%

BRNY:

-5.10%

Returns By Period

The year-to-date returns for both stocks are quite close, with DYNF having a 31.53% return and BRNY slightly lower at 30.06%.


DYNF

YTD

31.53%

1M

0.08%

6M

10.62%

1Y

31.41%

5Y*

15.20%

10Y*

N/A

BRNY

YTD

30.06%

1M

-1.04%

6M

13.27%

1Y

30.89%

5Y*

N/A

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.


DYNF vs. BRNY - Expense Ratio Comparison

DYNF has a 0.30% expense ratio, which is lower than BRNY's 0.79% expense ratio.


BRNY
Burney U.S. Factor Rotation ETF
Expense ratio chart for BRNY: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for DYNF: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Risk-Adjusted Performance

DYNF vs. BRNY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock U.S. Equity Factor Rotation ETF (DYNF) and Burney U.S. Factor Rotation ETF (BRNY). 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 DYNF, currently valued at 2.31, compared to the broader market0.002.004.002.312.24
The chart of Sortino ratio for DYNF, currently valued at 3.07, compared to the broader market-2.000.002.004.006.008.0010.003.072.93
The chart of Omega ratio for DYNF, currently valued at 1.43, compared to the broader market0.501.001.502.002.503.001.431.40
The chart of Calmar ratio for DYNF, currently valued at 3.51, compared to the broader market0.005.0010.0015.003.513.53
The chart of Martin ratio for DYNF, currently valued at 15.40, compared to the broader market0.0020.0040.0060.0080.00100.0015.4014.76
DYNF
BRNY

The current DYNF Sharpe Ratio is 2.31, which is comparable to the BRNY Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of DYNF and BRNY, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.31
2.24
DYNF
BRNY

Dividends

DYNF vs. BRNY - Dividend Comparison

DYNF's dividend yield for the trailing twelve months is around 0.65%, more than BRNY's 0.22% yield.


TTM20232022202120202019
DYNF
BlackRock U.S. Equity Factor Rotation ETF
0.65%1.11%1.65%5.24%1.52%1.22%
BRNY
Burney U.S. Factor Rotation ETF
0.22%0.69%0.22%0.00%0.00%0.00%

Drawdowns

DYNF vs. BRNY - Drawdown Comparison

The maximum DYNF drawdown since its inception was -34.72%, which is greater than BRNY's maximum drawdown of -10.96%. Use the drawdown chart below to compare losses from any high point for DYNF and BRNY. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.79%
-5.10%
DYNF
BRNY

Volatility

DYNF vs. BRNY - Volatility Comparison

The current volatility for BlackRock U.S. Equity Factor Rotation ETF (DYNF) is 3.82%, while Burney U.S. Factor Rotation ETF (BRNY) has a volatility of 4.99%. This indicates that DYNF experiences smaller price fluctuations and is considered to be less risky than BRNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.82%
4.99%
DYNF
BRNY
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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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