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EKG vs. LFSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EKG vs. LFSC - 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 F/m Emerald Life Sciences Innovation ETF (LFSC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EKG achieves a -10.11% return, which is significantly lower than LFSC's 3.84% return.


EKG

1D
-0.20%
1M
2.98%
YTD
-10.11%
6M
-12.99%
1Y
-0.93%
3Y*
-0.66%
5Y*
10Y*

LFSC

1D
1.08%
1M
-1.63%
YTD
3.84%
6M
1.68%
1Y
58.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EKG vs. LFSC - Yearly Performance Comparison


Correlation

The correlation between EKG and LFSC is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2024

0.64

The correlation between EKG and LFSC has been stable across timeframes, ranging from 0.60 to 0.64 - a consistent structural relationship.

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Return for Risk

EKG vs. LFSC — Risk / Return Rank

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

EKG
EKG Risk / Return Rank: 88
Overall Rank
EKG Sharpe Ratio Rank: 88
Sharpe Ratio Rank
EKG Sortino Ratio Rank: 88
Sortino Ratio Rank
EKG Omega Ratio Rank: 88
Omega Ratio Rank
EKG Calmar Ratio Rank: 88
Calmar Ratio Rank
EKG Martin Ratio Rank: 88
Martin Ratio Rank

LFSC
LFSC Risk / Return Rank: 6767
Overall Rank
LFSC Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
LFSC Sortino Ratio Rank: 7070
Sortino Ratio Rank
LFSC Omega Ratio Rank: 6262
Omega Ratio Rank
LFSC Calmar Ratio Rank: 7373
Calmar Ratio Rank
LFSC Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EKG vs. LFSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Lux Digital Health Solutions ETF (EKG) and F/m Emerald Life Sciences Innovation ETF (LFSC). 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.


EKGLFSCDifference
Sharpe ratioReturn per unit of total volatility

-2.32

Sortino ratioReturn per unit of downside risk

-3.09

Omega ratioGain probability vs. loss probability

1.01

1.38

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.04

3.64

-3.68

Martin ratioReturn relative to average drawdown

-0.10

10.14

-10.23

EKG vs. LFSC - Sharpe Ratio Comparison

The current EKG Sharpe Ratio is -0.04, which is lower than the LFSC Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of EKG and LFSC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EKGLFSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

2.28

-2.32

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

1.07

-1.20

Drawdowns

EKG vs. LFSC - Drawdown Comparison

The maximum EKG drawdown since its inception was -43.82%, which is greater than LFSC's maximum drawdown of -29.74%. Use the drawdown chart below to compare losses from any high point for EKG and LFSC.


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Drawdown Indicators


EKGLFSCDifference

Max Drawdown

Largest peak-to-trough decline

-43.82%

-29.74%

-14.08%

Max Drawdown (1Y)

Largest decline over 1 year

-22.09%

-16.25%

-5.84%

Max Drawdown (3Y)

Largest decline over 3 years

-34.49%

Current Drawdown

Current decline from peak

-20.78%

-3.57%

-17.21%

Average Drawdown

Average peak-to-trough decline

-22.66%

-7.82%

-14.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.73%

5.82%

+3.91%

Volatility

EKG vs. LFSC - Volatility Comparison

First Trust Nasdaq Lux Digital Health Solutions ETF (EKG) and F/m Emerald Life Sciences Innovation ETF (LFSC) have volatilities of 7.09% and 7.43%, 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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Volatility by Period


EKGLFSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.09%

7.43%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

16.42%

18.52%

-2.10%

Volatility (1Y)

Calculated over the trailing 1-year period

21.57%

26.01%

-4.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.07%

28.90%

-1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.07%

28.90%

-1.83%

EKG vs. LFSC - Expense Ratio Comparison

EKG has a 0.65% expense ratio, which is higher than LFSC's 0.54% expense ratio.


Dividends

EKG vs. LFSC - Dividend Comparison

Neither EKG nor LFSC has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EKG and LFSC have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LFSC has higher volatility (7.43%) compared to EKG (7.09%). In terms of maximum drawdown, EKG dropped -43.82% vs LFSC's -29.74%.

On 1-year performance, LFSC leads with 58.79% vs -0.93% for EKG. On fees, LFSC is cheaper at 0.54% per year. On volatility, EKG has been the lower-risk option at 7.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, LFSC has performed better with a 58.79% return vs -0.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LFSC is cheaper with a 0.54% expense ratio, compared with 0.65% for EKG.

EKG and LFSC have nearly identical dividend yields, around 0.00%.

They also come from different issuers: First Trust and F/m Investments. Their fees differ too: 0.65% for EKG and 0.54% for LFSC.

LFSC currently has the higher Sharpe Ratio (2.28 vs -0.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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