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EKG vs. GLTR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EKG and GLTR is 0.22, 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

EKG vs. GLTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Lux Digital Health Solutions ETF (EKG) and Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

EKG:

0.30

GLTR:

1.37

Sortino Ratio

EKG:

0.53

GLTR:

1.78

Omega Ratio

EKG:

1.07

GLTR:

1.22

Calmar Ratio

EKG:

0.18

GLTR:

1.85

Martin Ratio

EKG:

0.79

GLTR:

5.83

Ulcer Index

EKG:

8.00%

GLTR:

4.24%

Daily Std Dev

EKG:

25.88%

GLTR:

19.60%

Max Drawdown

EKG:

-43.82%

GLTR:

-55.70%

Current Drawdown

EKG:

-20.82%

GLTR:

-2.45%

Returns By Period

In the year-to-date period, EKG achieves a 0.54% return, which is significantly lower than GLTR's 21.30% return.


EKG

YTD

0.54%

1M

8.03%

6M

-5.81%

1Y

8.87%

3Y*

3.21%

5Y*

N/A

10Y*

N/A

GLTR

YTD

21.30%

1M

2.41%

6M

17.61%

1Y

28.08%

3Y*

14.68%

5Y*

10.18%

10Y*

8.00%

*Annualized

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EKG vs. GLTR - Expense Ratio Comparison

EKG has a 0.65% expense ratio, which is higher than GLTR's 0.60% expense ratio.


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

Risk-Adjusted Performance

EKG vs. GLTR — Risk-Adjusted Performance Rank

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

EKG
The Risk-Adjusted Performance Rank of EKG is 2828
Overall Rank
The Sharpe Ratio Rank of EKG is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of EKG is 2929
Sortino Ratio Rank
The Omega Ratio Rank of EKG is 2727
Omega Ratio Rank
The Calmar Ratio Rank of EKG is 2626
Calmar Ratio Rank
The Martin Ratio Rank of EKG is 2828
Martin Ratio Rank

GLTR
The Risk-Adjusted Performance Rank of GLTR is 8686
Overall Rank
The Sharpe Ratio Rank of GLTR is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of GLTR is 8585
Sortino Ratio Rank
The Omega Ratio Rank of GLTR is 8080
Omega Ratio Rank
The Calmar Ratio Rank of GLTR is 9191
Calmar Ratio Rank
The Martin Ratio Rank of GLTR is 8686
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.

EKG vs. GLTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Lux Digital Health Solutions ETF (EKG) and Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR). 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 EKG Sharpe Ratio is 0.30, which is lower than the GLTR Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of EKG and GLTR, 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

EKG vs. GLTR - Dividend Comparison

Neither EKG nor GLTR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EKG vs. GLTR - Drawdown Comparison

The maximum EKG drawdown since its inception was -43.82%, smaller than the maximum GLTR drawdown of -55.70%. Use the drawdown chart below to compare losses from any high point for EKG and GLTR.


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

Volatility

EKG vs. GLTR - Volatility Comparison

First Trust Nasdaq Lux Digital Health Solutions ETF (EKG) and Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) have volatilities of 7.45% and 7.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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