ENTR vs. ARCC
Compare and contrast key facts about ERShares Entrepreneurs ETF (ENTR) and Ares Capital Corporation (ARCC).
ENTR is a passively managed fund by Capital Impact Advisors that tracks the performance of the Entrepreneur 30 Index. It was launched on Nov 8, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ENTR or ARCC.
Key characteristics
| ENTR | ARCC | |
|---|---|---|
| YTD Return | 30.77% | 15.25% |
| 1Y Return | 54.24% | 21.51% |
| 3Y Return (Ann) | 1.43% | 11.26% |
| 5Y Return (Ann) | 11.36% | 13.44% |
| Sharpe Ratio | 2.31 | 1.85 |
| Sortino Ratio | 3.09 | 2.60 |
| Omega Ratio | 1.39 | 1.34 |
| Calmar Ratio | 1.25 | 3.03 |
| Martin Ratio | 14.57 | 12.86 |
| Ulcer Index | 3.60% | 1.64% |
| Daily Std Dev | 22.66% | 11.40% |
| Max Drawdown | -56.28% | -79.36% |
| Current Drawdown | -10.42% | -0.87% |
Correlation
The correlation between ENTR and ARCC is 0.38, 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
ENTR vs. ARCC - Performance Comparison
In the year-to-date period, ENTR achieves a 30.77% return, which is significantly higher than ARCC's 15.25% 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
ENTR vs. ARCC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ERShares Entrepreneurs ETF (ENTR) and Ares Capital Corporation (ARCC). 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
ENTR vs. ARCC - Dividend Comparison
ENTR's dividend yield for the trailing twelve months is around 0.05%, less than ARCC's 8.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENTR ERShares Entrepreneurs ETF | 0.05% | 0.06% | 0.00% | 57.75% | 6.31% | 0.08% | 0.19% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% |
ARCC Ares Capital Corporation | 8.92% | 9.59% | 10.12% | 7.65% | 9.47% | 9.01% | 9.88% | 9.67% | 9.22% | 11.02% | 10.06% | 8.84% |
Drawdowns
ENTR vs. ARCC - Drawdown Comparison
The maximum ENTR drawdown since its inception was -56.28%, smaller than the maximum ARCC drawdown of -79.36%. Use the drawdown chart below to compare losses from any high point for ENTR and ARCC. For additional features, visit the drawdowns tool.
Volatility
ENTR vs. ARCC - Volatility Comparison
ERShares Entrepreneurs ETF (ENTR) has a higher volatility of 7.32% compared to Ares Capital Corporation (ARCC) at 3.36%. This indicates that ENTR's price experiences larger fluctuations and is considered to be riskier than ARCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.