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EDOC vs. AGNG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EDOC and AGNG is 0.70, 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.


Performance

EDOC vs. AGNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Telemedicine & Digital Health ETF (EDOC) and Global X Aging Population ETF (AGNG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

EDOC:

0.55

AGNG:

0.49

Sortino Ratio

EDOC:

0.84

AGNG:

0.73

Omega Ratio

EDOC:

1.10

AGNG:

1.09

Calmar Ratio

EDOC:

0.20

AGNG:

0.48

Martin Ratio

EDOC:

1.33

AGNG:

1.44

Ulcer Index

EDOC:

9.56%

AGNG:

4.85%

Daily Std Dev

EDOC:

27.06%

AGNG:

15.21%

Max Drawdown

EDOC:

-64.25%

AGNG:

-30.58%

Current Drawdown

EDOC:

-53.78%

AGNG:

-5.03%

Returns By Period

In the year-to-date period, EDOC achieves a 6.41% return, which is significantly higher than AGNG's 3.84% return.


EDOC

YTD

6.41%

1M

8.17%

6M

-0.19%

1Y

15.45%

3Y*

-4.29%

5Y*

N/A

10Y*

N/A

AGNG

YTD

3.84%

1M

1.13%

6M

-1.41%

1Y

6.39%

3Y*

6.99%

5Y*

5.99%

10Y*

N/A

*Annualized

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Global X Aging Population ETF

EDOC vs. AGNG - Expense Ratio Comparison

EDOC has a 0.68% expense ratio, which is higher than AGNG's 0.50% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

EDOC vs. AGNG — Risk-Adjusted Performance Rank

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

EDOC
The Risk-Adjusted Performance Rank of EDOC is 4040
Overall Rank
The Sharpe Ratio Rank of EDOC is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of EDOC is 4646
Sortino Ratio Rank
The Omega Ratio Rank of EDOC is 4040
Omega Ratio Rank
The Calmar Ratio Rank of EDOC is 2727
Calmar Ratio Rank
The Martin Ratio Rank of EDOC is 4040
Martin Ratio Rank

AGNG
The Risk-Adjusted Performance Rank of AGNG is 4242
Overall Rank
The Sharpe Ratio Rank of AGNG is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of AGNG is 3939
Sortino Ratio Rank
The Omega Ratio Rank of AGNG is 3838
Omega Ratio Rank
The Calmar Ratio Rank of AGNG is 5151
Calmar Ratio Rank
The Martin Ratio Rank of AGNG is 4242
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.

EDOC vs. AGNG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Telemedicine & Digital Health ETF (EDOC) and Global X Aging Population ETF (AGNG). 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.


The current EDOC Sharpe Ratio is 0.55, which is comparable to the AGNG Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of EDOC and AGNG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

EDOC vs. AGNG - Dividend Comparison

EDOC has not paid dividends to shareholders, while AGNG's dividend yield for the trailing twelve months is around 0.80%.


TTM202420232022202120202019201820172016
EDOC
Global X Telemedicine & Digital Health ETF
0.00%0.00%0.00%0.00%0.00%0.03%0.00%0.00%0.00%0.00%
AGNG
Global X Aging Population ETF
0.80%0.83%0.96%0.49%0.72%0.36%0.84%1.00%1.03%1.05%

Drawdowns

EDOC vs. AGNG - Drawdown Comparison

The maximum EDOC drawdown since its inception was -64.25%, which is greater than AGNG's maximum drawdown of -30.58%. Use the drawdown chart below to compare losses from any high point for EDOC and AGNG.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

EDOC vs. AGNG - Volatility Comparison

Global X Telemedicine & Digital Health ETF (EDOC) has a higher volatility of 6.53% compared to Global X Aging Population ETF (AGNG) at 5.25%. This indicates that EDOC's price experiences larger fluctuations and is considered to be riskier than AGNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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