EKG vs. LFSC
EKG (First Trust Nasdaq Lux Digital Health Solutions ETF) and LFSC (F/m Emerald Life Sciences Innovation ETF) are both Health & Biotech Equities funds. EKG is passively managed, while LFSC is actively managed. Over the past year, EKG returned -0.93% vs 58.79% for LFSC. A 0.64 correlation means they provide meaningful diversification when combined. EKG charges 0.65%/yr vs 0.54%/yr for LFSC.
Performance
EKG vs. LFSC - Performance Comparison
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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*
- —
EKG vs. LFSC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EKG First Trust Nasdaq Lux Digital Health Solutions ETF | -10.11% | 11.89% | 3.40% |
LFSC F/m Emerald Life Sciences Innovation ETF | 3.84% | 56.54% | -6.02% |
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
EKG
LFSC
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.
| EKG | LFSC | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EKG | LFSC | Difference | |
|---|---|---|---|
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
| EKG | LFSC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -20.78% | -3.57% | -17.21% |
Average DrawdownAverage peak-to-trough decline | -22.66% | -7.82% | -14.84% |
Ulcer IndexDepth 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
| EKG | LFSC | Difference | |
|---|---|---|---|
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.
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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