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

Correlation

The correlation between EDOG and SGDJ is 0.18, 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.


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.

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Key characteristics

Sharpe Ratio

EDOG:

0.55

SGDJ:

1.33

Sortino Ratio

EDOG:

0.94

SGDJ:

2.03

Omega Ratio

EDOG:

1.13

SGDJ:

1.25

Calmar Ratio

EDOG:

0.61

SGDJ:

1.46

Martin Ratio

EDOG:

1.82

SGDJ:

6.74

Ulcer Index

EDOG:

5.14%

SGDJ:

8.15%

Daily Std Dev

EDOG:

16.07%

SGDJ:

38.24%

Max Drawdown

EDOG:

-44.29%

SGDJ:

-59.27%

Current Drawdown

EDOG:

-1.96%

SGDJ:

-0.83%

Returns By Period

In the year-to-date period, EDOG achieves a 7.01% return, which is significantly lower than SGDJ's 45.48% return. Over the past 10 years, EDOG has underperformed SGDJ with an annualized return of 3.04%, while SGDJ has yielded a comparatively higher 7.69% annualized return.


EDOG

YTD

7.01%

1M

9.90%

6M

3.36%

1Y

8.37%

5Y*

12.18%

10Y*

3.04%

SGDJ

YTD

45.48%

1M

13.43%

6M

32.89%

1Y

50.37%

5Y*

12.51%

10Y*

7.69%

*Annualized

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EDOG vs. SGDJ - Expense Ratio Comparison

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


Risk-Adjusted Performance

EDOG vs. SGDJ — Risk-Adjusted Performance Rank

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

EDOG
The Risk-Adjusted Performance Rank of EDOG is 6464
Overall Rank
The Sharpe Ratio Rank of EDOG is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of EDOG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of EDOG is 6363
Omega Ratio Rank
The Calmar Ratio Rank of EDOG is 7070
Calmar Ratio Rank
The Martin Ratio Rank of EDOG is 5858
Martin Ratio Rank

SGDJ
The Risk-Adjusted Performance Rank of SGDJ is 8989
Overall Rank
The Sharpe Ratio Rank of SGDJ is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of SGDJ is 9090
Sortino Ratio Rank
The Omega Ratio Rank of SGDJ is 8888
Omega Ratio Rank
The Calmar Ratio Rank of SGDJ is 9090
Calmar Ratio Rank
The Martin Ratio Rank of SGDJ is 8989
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.

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.


The current EDOG Sharpe Ratio is 0.55, which is lower than the SGDJ Sharpe Ratio of 1.33. 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.


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Dividends

EDOG vs. SGDJ - Dividend Comparison

EDOG's dividend yield for the trailing twelve months is around 6.81%, more than SGDJ's 4.51% yield.


TTM20242023202220212020201920182017201620152014
EDOG
ALPS Emerging Sector Dividend Dogs ETF
6.81%6.55%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
4.51%6.55%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.


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Volatility

EDOG vs. SGDJ - Volatility Comparison

The current volatility for ALPS Emerging Sector Dividend Dogs ETF (EDOG) is 3.62%, while Sprott Junior Gold Miners ETF (SGDJ) has a volatility of 14.28%. 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.


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