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FAUG vs. BUFR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FAUG and BUFR is 0.91, 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

FAUG 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 - August (FAUG) and FT Cboe Vest Fund of Buffer ETFs (BUFR). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.33%
5.05%
FAUG
BUFR

Key characteristics

Sharpe Ratio

FAUG:

2.34

BUFR:

2.35

Sortino Ratio

FAUG:

3.22

BUFR:

3.24

Omega Ratio

FAUG:

1.51

BUFR:

1.49

Calmar Ratio

FAUG:

5.37

BUFR:

3.51

Martin Ratio

FAUG:

24.73

BUFR:

20.02

Ulcer Index

FAUG:

0.58%

BUFR:

0.72%

Daily Std Dev

FAUG:

6.15%

BUFR:

6.10%

Max Drawdown

FAUG:

-22.33%

BUFR:

-13.73%

Current Drawdown

FAUG:

-1.91%

BUFR:

-1.49%

Returns By Period

The year-to-date returns for both investments are quite close, with FAUG having a 13.98% return and BUFR slightly higher at 14.15%.


FAUG

YTD

13.98%

1M

-0.41%

6M

5.32%

1Y

15.60%

5Y*

8.46%

10Y*

N/A

BUFR

YTD

14.15%

1M

-0.10%

6M

5.06%

1Y

15.41%

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.


FAUG vs. BUFR - Expense Ratio Comparison

FAUG 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 FAUG: 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

FAUG 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 - August (FAUG) 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 FAUG, currently valued at 2.34, compared to the broader market0.002.004.002.342.35
The chart of Sortino ratio for FAUG, currently valued at 3.22, compared to the broader market-2.000.002.004.006.008.0010.003.223.24
The chart of Omega ratio for FAUG, currently valued at 1.51, compared to the broader market0.501.001.502.002.503.001.511.49
The chart of Calmar ratio for FAUG, currently valued at 5.37, compared to the broader market0.005.0010.0015.005.373.51
The chart of Martin ratio for FAUG, currently valued at 24.73, compared to the broader market0.0020.0040.0060.0080.00100.0024.7320.02
FAUG
BUFR

The current FAUG Sharpe Ratio is 2.34, which is comparable to the BUFR Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of FAUG 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 Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.34
2.35
FAUG
BUFR

Dividends

FAUG vs. BUFR - Dividend Comparison

Neither FAUG nor BUFR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FAUG vs. BUFR - Drawdown Comparison

The maximum FAUG drawdown since its inception was -22.33%, which is greater than BUFR's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for FAUG and BUFR. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.91%
-1.49%
FAUG
BUFR

Volatility

FAUG vs. BUFR - Volatility Comparison

FT Cboe Vest U.S. Equity Buffer ETF - August (FAUG) has a higher volatility of 1.82% compared to FT Cboe Vest Fund of Buffer ETFs (BUFR) at 1.52%. This indicates that FAUG's price experiences larger fluctuations and is considered to be riskier than BUFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%JulyAugustSeptemberOctoberNovemberDecember
1.82%
1.52%
FAUG
BUFR
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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.

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