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EMOP vs. BUFC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMOP vs. BUFC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Emerging Markets Opportunities ETF (EMOP) and AB Conservative Buffer ETF (BUFC). The values are adjusted to include any dividend payments, if applicable.

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EMOP vs. BUFC - Yearly Performance Comparison


2026 (YTD)2025
EMOP
AB Emerging Markets Opportunities ETF
9.93%16.69%
BUFC
AB Conservative Buffer ETF
-1.39%5.64%

Returns By Period

In the year-to-date period, EMOP achieves a 9.93% return, which is significantly higher than BUFC's -1.39% return.


EMOP

1D
2.13%
1M
-5.57%
YTD
9.93%
6M
14.42%
1Y
3Y*
5Y*
10Y*

BUFC

1D
0.29%
1M
-0.92%
YTD
-1.39%
6M
0.25%
1Y
5.30%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMOP vs. BUFC - Expense Ratio Comparison

EMOP has a 0.70% expense ratio, which is higher than BUFC's 0.69% expense ratio.


Return for Risk

EMOP vs. BUFC — Risk / Return Rank

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

EMOP

BUFC
BUFC Risk / Return Rank: 4040
Overall Rank
BUFC Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
BUFC Sortino Ratio Rank: 3737
Sortino Ratio Rank
BUFC Omega Ratio Rank: 4444
Omega Ratio Rank
BUFC Calmar Ratio Rank: 3434
Calmar Ratio Rank
BUFC Martin Ratio Rank: 4949
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.

EMOP vs. BUFC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Emerging Markets Opportunities ETF (EMOP) and AB Conservative Buffer ETF (BUFC). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

EMOP vs. BUFC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EMOPBUFCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

2.06

1.15

+0.91

Correlation

The correlation between EMOP and BUFC is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EMOP vs. BUFC - Dividend Comparison

EMOP's dividend yield for the trailing twelve months is around 0.61%, while BUFC has not paid dividends to shareholders.


Drawdowns

EMOP vs. BUFC - Drawdown Comparison

The maximum EMOP drawdown since its inception was -12.88%, which is greater than BUFC's maximum drawdown of -8.29%. Use the drawdown chart below to compare losses from any high point for EMOP and BUFC.


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Drawdown Indicators


EMOPBUFCDifference

Max Drawdown

Largest peak-to-trough decline

-12.88%

-8.29%

-4.59%

Max Drawdown (1Y)

Largest decline over 1 year

-5.29%

Current Drawdown

Current decline from peak

-7.79%

-2.35%

-5.44%

Average Drawdown

Average peak-to-trough decline

-1.92%

-0.78%

-1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

Volatility

EMOP vs. BUFC - Volatility Comparison


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Volatility by Period


EMOPBUFCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

Volatility (6M)

Calculated over the trailing 6-month period

3.56%

Volatility (1Y)

Calculated over the trailing 1-year period

18.23%

7.31%

+10.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.23%

5.77%

+12.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

5.77%

+12.46%