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

Correlation

The correlation between FAUG and DMAY is 0.88, 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. DMAY - 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 U.S. Equity Deep Buffer ETF - May (DMAY). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.95%
6.57%
FAUG
DMAY

Key characteristics

Sharpe Ratio

FAUG:

2.70

DMAY:

2.39

Sortino Ratio

FAUG:

3.75

DMAY:

3.25

Omega Ratio

FAUG:

1.59

DMAY:

1.56

Calmar Ratio

FAUG:

6.13

DMAY:

3.07

Martin Ratio

FAUG:

27.96

DMAY:

17.11

Ulcer Index

FAUG:

0.59%

DMAY:

0.81%

Daily Std Dev

FAUG:

6.09%

DMAY:

5.81%

Max Drawdown

FAUG:

-22.33%

DMAY:

-13.90%

Current Drawdown

FAUG:

-1.21%

DMAY:

-1.07%

Returns By Period

In the year-to-date period, FAUG achieves a 14.79% return, which is significantly higher than DMAY's 13.04% return.


FAUG

YTD

14.79%

1M

0.30%

6M

6.02%

1Y

15.54%

5Y*

8.61%

10Y*

N/A

DMAY

YTD

13.04%

1M

0.42%

6M

6.30%

1Y

13.57%

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. DMAY - Expense Ratio Comparison

Both FAUG and DMAY have an expense ratio of 0.85%.


FAUG
FT Cboe Vest U.S. Equity Buffer ETF - August
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%
Expense ratio chart for DMAY: 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. DMAY - 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 U.S. Equity Deep Buffer ETF - May (DMAY). 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 2.70, compared to the broader market0.002.004.002.702.39
The chart of Sortino ratio for FAUG, currently valued at 3.75, compared to the broader market-2.000.002.004.006.008.0010.003.753.25
The chart of Omega ratio for FAUG, currently valued at 1.59, compared to the broader market0.501.001.502.002.503.001.591.56
The chart of Calmar ratio for FAUG, currently valued at 6.13, compared to the broader market0.005.0010.0015.006.133.07
The chart of Martin ratio for FAUG, currently valued at 27.96, compared to the broader market0.0020.0040.0060.0080.00100.0027.9617.11
FAUG
DMAY

The current FAUG Sharpe Ratio is 2.70, which is comparable to the DMAY Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of FAUG and DMAY, 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
2.70
2.39
FAUG
DMAY

Dividends

FAUG vs. DMAY - Dividend Comparison

Neither FAUG nor DMAY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FAUG vs. DMAY - Drawdown Comparison

The maximum FAUG drawdown since its inception was -22.33%, which is greater than DMAY's maximum drawdown of -13.90%. Use the drawdown chart below to compare losses from any high point for FAUG and DMAY. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.21%
-1.07%
FAUG
DMAY

Volatility

FAUG vs. DMAY - Volatility Comparison

FT Cboe Vest U.S. Equity Buffer ETF - August (FAUG) has a higher volatility of 1.96% compared to FT Cboe Vest U.S. Equity Deep Buffer ETF - May (DMAY) at 1.74%. This indicates that FAUG's price experiences larger fluctuations and is considered to be riskier than DMAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
1.96%
1.74%
FAUG
DMAY
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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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