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EDOG vs. SGDJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EDOG and SGDJ is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

EDOG vs. SGDJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Emerging Sector Dividend Dogs ETF (EDOG) and Sprott Junior Gold Miners ETF (SGDJ). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
2.30%
9.40%
EDOG
SGDJ

Key characteristics

Sharpe Ratio

EDOG:

0.36

SGDJ:

0.62

Sortino Ratio

EDOG:

0.58

SGDJ:

1.07

Omega Ratio

EDOG:

1.07

SGDJ:

1.13

Calmar Ratio

EDOG:

0.49

SGDJ:

0.46

Martin Ratio

EDOG:

1.32

SGDJ:

2.57

Ulcer Index

EDOG:

3.52%

SGDJ:

8.50%

Daily Std Dev

EDOG:

13.02%

SGDJ:

35.08%

Max Drawdown

EDOG:

-44.29%

SGDJ:

-59.27%

Current Drawdown

EDOG:

-8.14%

SGDJ:

-26.05%

Returns By Period

In the year-to-date period, EDOG achieves a 2.05% return, which is significantly lower than SGDJ's 20.93% return.


EDOG

YTD

2.05%

1M

-2.26%

6M

2.92%

1Y

3.21%

5Y*

4.40%

10Y*

2.92%

SGDJ

YTD

20.93%

1M

-6.18%

6M

10.12%

1Y

18.22%

5Y*

5.12%

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.


EDOG vs. SGDJ - Expense Ratio Comparison

EDOG has a 0.60% expense ratio, which is higher than SGDJ's 0.50% expense ratio.


EDOG
ALPS Emerging Sector Dividend Dogs ETF
Expense ratio chart for EDOG: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for SGDJ: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

EDOG vs. SGDJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Emerging Sector Dividend Dogs ETF (EDOG) and Sprott Junior Gold Miners ETF (SGDJ). 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 EDOG, currently valued at 0.36, compared to the broader market0.002.004.000.360.62
The chart of Sortino ratio for EDOG, currently valued at 0.58, compared to the broader market-2.000.002.004.006.008.0010.000.581.07
The chart of Omega ratio for EDOG, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.13
The chart of Calmar ratio for EDOG, currently valued at 0.49, compared to the broader market0.005.0010.0015.000.490.46
The chart of Martin ratio for EDOG, currently valued at 1.32, compared to the broader market0.0020.0040.0060.0080.00100.001.322.57
EDOG
SGDJ

The current EDOG Sharpe Ratio is 0.36, which is lower than the SGDJ Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of EDOG and SGDJ, 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.36
0.62
EDOG
SGDJ

Dividends

EDOG vs. SGDJ - Dividend Comparison

EDOG's dividend yield for the trailing twelve months is around 6.53%, which matches SGDJ's 6.47% yield.


TTM2023202220212020201920182017201620152014
EDOG
ALPS Emerging Sector Dividend Dogs ETF
6.53%6.53%5.07%4.11%2.60%4.93%5.37%2.89%2.97%4.55%3.31%
SGDJ
Sprott Junior Gold Miners ETF
6.47%4.55%2.45%2.20%1.97%0.65%0.00%0.14%1.77%0.85%0.00%

Drawdowns

EDOG vs. SGDJ - Drawdown Comparison

The maximum EDOG drawdown since its inception was -44.29%, smaller than the maximum SGDJ drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for EDOG and SGDJ. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.14%
-26.05%
EDOG
SGDJ

Volatility

EDOG vs. SGDJ - Volatility Comparison

The current volatility for ALPS Emerging Sector Dividend Dogs ETF (EDOG) is 4.22%, while Sprott Junior Gold Miners ETF (SGDJ) has a volatility of 11.37%. This indicates that EDOG experiences smaller price fluctuations and is considered to be less risky than SGDJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.22%
11.37%
EDOG
SGDJ
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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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