EATZ vs. EAT

Last updated Apr 1, 2026

Compare and contrast key facts about AdvisorShares Restaurant ETF (EATZ) and Brinker International, Inc. (EAT).

EATZ is an actively managed fund by AdvisorShares. It was launched on Apr 20, 2021.

Performance

EATZ vs. EAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Restaurant ETF (EATZ) and Brinker International, Inc. (EAT). The values are adjusted to include any dividend payments, if applicable.

EATZ vs. EAT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
EATZ AdvisorShares Restaurant ETF	-0.73%	-6.67%	23.21%	25.23%	-20.68%	-5.06%
EAT Brinker International, Inc.	-0.52%	8.49%	206.37%	35.32%	-12.79%	-45.40%

Returns By Period

In the year-to-date period, EATZ achieves a -0.73% return, which is significantly lower than EAT's -0.52% return.

EATZ

• 1D: 1.62%
• 1M: -7.59%
• YTD: -0.73%
• 6M: -5.70%
• 1Y: -4.92%
• 3Y*: 9.29%
• 5Y*: —
• 10Y*: —

EAT

• 1D: 4.45%
• 1M: -3.66%
• YTD: -0.52%
• 6M: 12.70%
• 1Y: -4.21%
• 3Y*: 55.46%
• 5Y*: 14.70%
• 10Y*: 13.50%

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

Return for Risk

EATZ vs. EAT — Risk / Return Rank

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

EATZ

EATZ Risk / Return Rank: 8
EATZ Sharpe Ratio Rank: 7
EATZ Sortino Ratio Rank: 7
EATZ Omega Ratio Rank: 7
EATZ Calmar Ratio Rank: 9
EATZ Martin Ratio Rank: 9

EAT

EAT Risk / Return Rank: 37
EAT Sharpe Ratio Rank: 38
EAT Sortino Ratio Rank: 35
EAT Omega Ratio Rank: 34
EAT Calmar Ratio Rank: 40
EAT Martin Ratio Rank: 39

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.

EATZ vs. EAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Restaurant ETF (EATZ) and Brinker International, Inc. (EAT). 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.

	EATZ	EAT	Difference
Sharpe ratio Return per unit of total volatility	-0.23	-0.09	-0.14
Sortino ratio Return per unit of downside risk	-0.19	0.20	-0.40
Omega ratio Gain probability vs. loss probability	0.98	1.03	-0.05
Calmar ratio Return relative to maximum drawdown	-0.20	-0.07	-0.12
Martin ratio Return relative to average drawdown	-0.38	-0.17	-0.21
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EATZ vs. EAT - Sharpe Ratio Comparison

The current EATZ Sharpe Ratio is -0.23, which is lower than the EAT Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of EATZ and EAT, 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

	EATZ	EAT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.23	-0.09	-0.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.31	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.25	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	0.28	-0.21

Correlation

The correlation between EATZ and EAT is 0.69, 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

EATZ vs. EAT - Dividend Comparison

EATZ's dividend yield for the trailing twelve months is around 0.50%, while EAT has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EATZ AdvisorShares Restaurant ETF	0.50%	0.50%	0.18%	0.49%	2.35%	0.15%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EAT Brinker International, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.67%	3.62%	3.46%	3.71%	2.67%	2.50%

Drawdowns

EATZ vs. EAT - Drawdown Comparison

The maximum EATZ drawdown since its inception was -34.40%, smaller than the maximum EAT drawdown of -88.40%. Use the drawdown chart below to compare losses from any high point for EATZ and EAT.

Drawdown Indicators

	EATZ	EAT	Difference
Max Drawdown Largest peak-to-trough decline	-34.40%	-88.40%	+54.00%
Max Drawdown (1Y) Largest decline over 1 year	-23.21%	-44.41%	+21.20%
Max Drawdown (5Y) Largest decline over 5 years	—	-69.36%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-84.94%	—
Current Drawdown Current decline from peak	-18.11%	-24.52%	+6.41%
Average Drawdown Average peak-to-trough decline	-13.38%	-24.34%	+10.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.13%	19.76%	-7.63%

Volatility

EATZ vs. EAT - Volatility Comparison

The current volatility for AdvisorShares Restaurant ETF (EATZ) is 5.04%, while Brinker International, Inc. (EAT) has a volatility of 14.15%. This indicates that EATZ experiences smaller price fluctuations and is considered to be less risky than EAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EATZ	EAT	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.04%	14.15%	-9.11%
Volatility (6M) Calculated over the trailing 6-month period	13.55%	32.94%	-19.39%
Volatility (1Y) Calculated over the trailing 1-year period	21.22%	47.17%	-25.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.65%	48.38%	-26.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.65%	54.55%	-32.90%