ENTIX vs. ENT.L
Compare and contrast key facts about ERShares Global Entrepreneurs™ (ENTIX) and Entain plc (ENT.L).
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: ENTIX or ENT.L.
Key characteristics
| ENTIX | ENT.L | |
|---|---|---|
| YTD Return | 35.08% | -24.38% |
| 1Y Return | 53.42% | -15.68% |
| 3Y Return (Ann) | -7.42% | -27.83% |
| 5Y Return (Ann) | 0.56% | -1.65% |
| 10Y Return (Ann) | 2.59% | 4.49% |
| Sharpe Ratio | 2.82 | -0.37 |
| Sortino Ratio | 3.64 | -0.29 |
| Omega Ratio | 1.48 | 0.97 |
| Calmar Ratio | 0.91 | -0.19 |
| Martin Ratio | 17.58 | -0.56 |
| Ulcer Index | 3.08% | 26.10% |
| Daily Std Dev | 19.20% | 39.70% |
| Max Drawdown | -65.33% | -78.81% |
| Current Drawdown | -38.19% | -68.37% |
Correlation
The correlation between ENTIX and ENT.L 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
ENTIX vs. ENT.L - Performance Comparison
In the year-to-date period, ENTIX achieves a 35.08% return, which is significantly higher than ENT.L's -24.38% return. Over the past 10 years, ENTIX has underperformed ENT.L with an annualized return of 2.59%, while ENT.L has yielded a comparatively higher 4.49% 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
ENTIX vs. ENT.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ERShares Global Entrepreneurs™ (ENTIX) and Entain plc (ENT.L). 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
ENTIX vs. ENT.L - Dividend Comparison
ENTIX's dividend yield for the trailing twelve months is around 0.05%, more than ENT.L's 0.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
ENTIX vs. ENT.L - Drawdown Comparison
The maximum ENTIX drawdown since its inception was -65.33%, smaller than the maximum ENT.L drawdown of -78.81%. Use the drawdown chart below to compare losses from any high point for ENTIX and ENT.L. For additional features, visit the drawdowns tool.
Volatility
ENTIX vs. ENT.L - Volatility Comparison
The current volatility for ERShares Global Entrepreneurs™ (ENTIX) is 5.76%, while Entain plc (ENT.L) has a volatility of 12.82%. This indicates that ENTIX experiences smaller price fluctuations and is considered to be less risky than ENT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.