DYNF vs. NANC
Compare and contrast key facts about BlackRock U.S. Equity Factor Rotation ETF (DYNF) and Subversive Unusual Whales Democratic ETF (NANC).
DYNF and NANC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DYNF is an actively managed fund by Blackrock Financial Management. It was launched on Mar 19, 2019. NANC is an actively managed fund by Subversive. It was launched on Feb 7, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DYNF or NANC.
Performance
DYNF vs. NANC - Performance Comparison
Returns By Period
In the year-to-date period, DYNF achieves a 31.42% return, which is significantly higher than NANC's 28.61% return.
DYNF
31.42%
1.57%
15.02%
39.43%
16.05%
N/A
NANC
28.61%
2.06%
12.84%
36.54%
N/A
N/A
Key characteristics
| DYNF | NANC | |
|---|---|---|
| Sharpe Ratio | 2.78 | 2.40 |
| Sortino Ratio | 3.68 | 3.13 |
| Omega Ratio | 1.51 | 1.44 |
| Calmar Ratio | 4.17 | 3.26 |
| Martin Ratio | 18.55 | 14.00 |
| Ulcer Index | 2.09% | 2.58% |
| Daily Std Dev | 13.96% | 15.02% |
| Max Drawdown | -34.72% | -11.06% |
| Current Drawdown | -1.03% | -1.41% |
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DYNF vs. NANC - Expense Ratio Comparison
DYNF has a 0.30% expense ratio, which is lower than NANC's 0.75% expense ratio.
Correlation
The correlation between DYNF and NANC is 0.94, 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.
Risk-Adjusted Performance
DYNF vs. NANC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock U.S. Equity Factor Rotation ETF (DYNF) and Subversive Unusual Whales Democratic ETF (NANC). 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.
Dividends
DYNF vs. NANC - Dividend Comparison
DYNF's dividend yield for the trailing twelve months is around 0.58%, less than NANC's 0.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
DYNF BlackRock U.S. Equity Factor Rotation ETF | 0.58% | 1.11% | 1.65% | 5.24% | 1.52% | 1.22% |
NANC Subversive Unusual Whales Democratic ETF | 0.73% | 0.94% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DYNF vs. NANC - Drawdown Comparison
The maximum DYNF drawdown since its inception was -34.72%, which is greater than NANC's maximum drawdown of -11.06%. Use the drawdown chart below to compare losses from any high point for DYNF and NANC. For additional features, visit the drawdowns tool.
Volatility
DYNF vs. NANC - Volatility Comparison
The current volatility for BlackRock U.S. Equity Factor Rotation ETF (DYNF) is 4.21%, while Subversive Unusual Whales Democratic ETF (NANC) has a volatility of 4.71%. This indicates that DYNF experiences smaller price fluctuations and is considered to be less risky than NANC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.