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ESPO vs. SNSR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ESPOSNSR
YTD Return10.21%2.61%
1Y Return21.05%12.21%
3Y Return (Ann)-0.76%3.99%
5Y Return (Ann)15.84%15.44%
Sharpe Ratio1.160.78
Daily Std Dev19.53%18.79%
Max Drawdown-50.99%-38.46%
Current Drawdown-18.68%-8.46%

Correlation

0.73
-1.001.00

The correlation between ESPO and SNSR is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

ESPO vs. SNSR - Performance Comparison

In the year-to-date period, ESPO achieves a 10.21% return, which is significantly higher than SNSR's 2.61% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


60.00%70.00%80.00%90.00%100.00%110.00%120.00%OctoberNovemberDecember2024FebruaryMarch
115.45%
104.83%
ESPO
SNSR

Compare stocks, funds, or ETFs


VanEck Vectors Video Gaming and eSports ETF

Global X Internet of Things ETF

ESPO vs. SNSR - Expense Ratio Comparison

ESPO has a 0.55% expense ratio, which is lower than SNSR's 0.68% expense ratio.

SNSR
Global X Internet of Things ETF
0.50%1.00%1.50%2.00%0.68%
0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

ESPO vs. SNSR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Video Gaming and eSports ETF (ESPO) and Global X Internet of Things ETF (SNSR). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ESPO
VanEck Vectors Video Gaming and eSports ETF
1.16
SNSR
Global X Internet of Things ETF
0.78

ESPO vs. SNSR - Sharpe Ratio Comparison

The current ESPO Sharpe Ratio is 1.16, which is higher than the SNSR Sharpe Ratio of 0.78. The chart below compares the 12-month rolling Sharpe Ratio of ESPO and SNSR.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00OctoberNovemberDecember2024FebruaryMarch
1.16
0.78
ESPO
SNSR

Dividends

ESPO vs. SNSR - Dividend Comparison

ESPO's dividend yield for the trailing twelve months is around 0.87%, more than SNSR's 0.72% yield.


TTM20232022202120202019201820172016
ESPO
VanEck Vectors Video Gaming and eSports ETF
0.87%0.96%0.91%3.36%0.12%0.22%0.04%0.00%0.00%
SNSR
Global X Internet of Things ETF
0.72%0.74%0.82%0.43%0.21%1.12%1.25%1.11%0.31%

Drawdowns

ESPO vs. SNSR - Drawdown Comparison

The maximum ESPO drawdown since its inception was -50.99%, which is greater than SNSR's maximum drawdown of -38.46%. The drawdown chart below compares losses from any high point along the way for ESPO and SNSR


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%OctoberNovemberDecember2024FebruaryMarch
-18.68%
-8.46%
ESPO
SNSR

Volatility

ESPO vs. SNSR - Volatility Comparison

VanEck Vectors Video Gaming and eSports ETF (ESPO) and Global X Internet of Things ETF (SNSR) have volatilities of 4.75% and 4.84%, 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.


4.00%5.00%6.00%7.00%OctoberNovemberDecember2024FebruaryMarch
4.75%
4.84%
ESPO
SNSR