ENT.L vs. ENTIX
Compare and contrast key facts about Entain plc (ENT.L) and ERShares Global Entrepreneurs™ (ENTIX).
ENTIX is managed by EntrepreneurShares. It was launched on Nov 10, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ENT.L or ENTIX.
Key characteristics
| ENT.L | ENTIX | |
|---|---|---|
| YTD Return | -24.38% | 35.08% |
| 1Y Return | -15.68% | 53.42% |
| 3Y Return (Ann) | -27.83% | -7.42% |
| 5Y Return (Ann) | -1.65% | 0.56% |
| 10Y Return (Ann) | 4.49% | 2.59% |
| Sharpe Ratio | -0.37 | 2.82 |
| Sortino Ratio | -0.29 | 3.64 |
| Omega Ratio | 0.97 | 1.48 |
| Calmar Ratio | -0.19 | 0.91 |
| Martin Ratio | -0.56 | 17.58 |
| Ulcer Index | 26.10% | 3.08% |
| Daily Std Dev | 39.70% | 19.20% |
| Max Drawdown | -78.81% | -65.33% |
| Current Drawdown | -68.37% | -38.19% |
Correlation
The correlation between ENT.L and ENTIX is 0.32, 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
ENT.L vs. ENTIX - Performance Comparison
In the year-to-date period, ENT.L achieves a -24.38% return, which is significantly lower than ENTIX's 35.08% return. Over the past 10 years, ENT.L has outperformed ENTIX with an annualized return of 4.49%, while ENTIX has yielded a comparatively lower 2.59% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ENT.L vs. ENTIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Entain plc (ENT.L) and ERShares Global Entrepreneurs™ (ENTIX). 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.
Dividends
ENT.L vs. ENTIX - Dividend Comparison
ENT.L's dividend yield for the trailing twelve months is around 0.02%, less than ENTIX's 0.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENT.L Entain plc | 0.02% | 0.02% | 0.01% | 0.00% | 0.02% | 0.04% | 0.05% | 0.04% | 0.00% | 0.09% | 0.07% | 0.07% |
ENTIX ERShares Global Entrepreneurs™ | 0.05% | 0.07% | 0.00% | 1.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.37% | 0.00% | 0.00% |
Drawdowns
ENT.L vs. ENTIX - Drawdown Comparison
The maximum ENT.L drawdown since its inception was -78.81%, which is greater than ENTIX's maximum drawdown of -65.33%. Use the drawdown chart below to compare losses from any high point for ENT.L and ENTIX. For additional features, visit the drawdowns tool.
Volatility
ENT.L vs. ENTIX - Volatility Comparison
Entain plc (ENT.L) has a higher volatility of 12.82% compared to ERShares Global Entrepreneurs™ (ENTIX) at 5.76%. This indicates that ENT.L's price experiences larger fluctuations and is considered to be riskier than ENTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.