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EBLU vs. AIRR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EBLU and AIRR is 0.80, 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.


Performance

EBLU vs. AIRR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ecofin Global Water ESG Fund (EBLU) and First Trust RBA American Industrial Renaissance ETF (AIRR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

EBLU:

21.11%

AIRR:

22.49%

Max Drawdown

EBLU:

-1.46%

AIRR:

-1.45%

Current Drawdown

EBLU:

-0.22%

AIRR:

-0.15%

Returns By Period


EBLU

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

AIRR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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EBLU vs. AIRR - Expense Ratio Comparison

EBLU has a 0.40% expense ratio, which is lower than AIRR's 0.70% expense ratio.


Risk-Adjusted Performance

EBLU vs. AIRR — Risk-Adjusted Performance Rank

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

EBLU
The Risk-Adjusted Performance Rank of EBLU is 4444
Overall Rank
The Sharpe Ratio Rank of EBLU is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of EBLU is 4545
Sortino Ratio Rank
The Omega Ratio Rank of EBLU is 4040
Omega Ratio Rank
The Calmar Ratio Rank of EBLU is 5252
Calmar Ratio Rank
The Martin Ratio Rank of EBLU is 4646
Martin Ratio Rank

AIRR
The Risk-Adjusted Performance Rank of AIRR is 4040
Overall Rank
The Sharpe Ratio Rank of AIRR is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of AIRR is 4545
Sortino Ratio Rank
The Omega Ratio Rank of AIRR is 4141
Omega Ratio Rank
The Calmar Ratio Rank of AIRR is 4545
Calmar Ratio Rank
The Martin Ratio Rank of AIRR is 3737
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EBLU vs. AIRR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ecofin Global Water ESG Fund (EBLU) and First Trust RBA American Industrial Renaissance ETF (AIRR). 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.



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Dividends

EBLU vs. AIRR - Dividend Comparison

Neither EBLU nor AIRR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EBLU vs. AIRR - Drawdown Comparison

The maximum EBLU drawdown since its inception was -1.46%, roughly equal to the maximum AIRR drawdown of -1.45%. Use the drawdown chart below to compare losses from any high point for EBLU and AIRR. For additional features, visit the drawdowns tool.


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Volatility

EBLU vs. AIRR - Volatility Comparison


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