PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FAPR vs. BUFR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FAPR and BUFR is 0.92, 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.


-0.50.00.51.00.9

Performance

FAPR vs. BUFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Buffer ETF – April (FAPR) and FT Cboe Vest Fund of Buffer ETFs (BUFR). The values are adjusted to include any dividend payments, if applicable.

25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
37.28%
35.40%
FAPR
BUFR

Key characteristics

Sharpe Ratio

FAPR:

3.15

BUFR:

2.67

Sortino Ratio

FAPR:

4.30

BUFR:

3.69

Omega Ratio

FAPR:

1.71

BUFR:

1.57

Calmar Ratio

FAPR:

4.08

BUFR:

3.94

Martin Ratio

FAPR:

25.39

BUFR:

22.42

Ulcer Index

FAPR:

0.75%

BUFR:

0.72%

Daily Std Dev

FAPR:

6.04%

BUFR:

6.05%

Max Drawdown

FAPR:

-15.96%

BUFR:

-13.73%

Current Drawdown

FAPR:

-0.76%

BUFR:

-0.88%

Returns By Period

In the year-to-date period, FAPR achieves a 17.91% return, which is significantly higher than BUFR's 14.87% return.


FAPR

YTD

17.91%

1M

0.38%

6M

5.83%

1Y

18.56%

5Y*

N/A

10Y*

N/A

BUFR

YTD

14.87%

1M

0.49%

6M

5.73%

1Y

15.43%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FAPR vs. BUFR - Expense Ratio Comparison

FAPR has a 0.85% expense ratio, which is lower than BUFR's 1.05% expense ratio.


BUFR
FT Cboe Vest Fund of Buffer ETFs
Expense ratio chart for BUFR: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%
Expense ratio chart for FAPR: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Risk-Adjusted Performance

FAPR vs. BUFR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Buffer ETF – April (FAPR) and FT Cboe Vest Fund of Buffer ETFs (BUFR). 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 ratio
The chart of Sharpe ratio for FAPR, currently valued at 3.15, compared to the broader market0.002.004.003.152.67
The chart of Sortino ratio for FAPR, currently valued at 4.30, compared to the broader market-2.000.002.004.006.008.0010.004.303.69
The chart of Omega ratio for FAPR, currently valued at 1.71, compared to the broader market0.501.001.502.002.503.001.711.57
The chart of Calmar ratio for FAPR, currently valued at 4.08, compared to the broader market0.005.0010.0015.004.083.94
The chart of Martin ratio for FAPR, currently valued at 25.39, compared to the broader market0.0020.0040.0060.0080.00100.0025.3922.42
FAPR
BUFR

The current FAPR Sharpe Ratio is 3.15, which is comparable to the BUFR Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of FAPR and BUFR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
3.15
2.67
FAPR
BUFR

Dividends

FAPR vs. BUFR - Dividend Comparison

Neither FAPR nor BUFR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FAPR vs. BUFR - Drawdown Comparison

The maximum FAPR drawdown since its inception was -15.96%, which is greater than BUFR's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for FAPR and BUFR. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.76%
-0.88%
FAPR
BUFR

Volatility

FAPR vs. BUFR - Volatility Comparison

The current volatility for FT Cboe Vest U.S. Equity Buffer ETF – April (FAPR) is 1.33%, while FT Cboe Vest Fund of Buffer ETFs (BUFR) has a volatility of 1.64%. This indicates that FAPR experiences smaller price fluctuations and is considered to be less risky than BUFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%3.00%3.50%4.00%JulyAugustSeptemberOctoberNovemberDecember
1.33%
1.64%
FAPR
BUFR
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab