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

Correlation

The correlation between FDEC 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

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

30.00%35.00%40.00%45.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
48.26%
43.12%
FDEC
BUFR

Key characteristics

Sharpe Ratio

FDEC:

2.77

BUFR:

2.67

Sortino Ratio

FDEC:

3.90

BUFR:

3.69

Omega Ratio

FDEC:

1.61

BUFR:

1.57

Calmar Ratio

FDEC:

3.97

BUFR:

3.94

Martin Ratio

FDEC:

22.43

BUFR:

22.42

Ulcer Index

FDEC:

0.72%

BUFR:

0.72%

Daily Std Dev

FDEC:

5.86%

BUFR:

6.05%

Max Drawdown

FDEC:

-15.67%

BUFR:

-13.73%

Current Drawdown

FDEC:

0.00%

BUFR:

-0.88%

Returns By Period

The year-to-date returns for both stocks are quite close, with FDEC having a 14.95% return and BUFR slightly lower at 14.87%.


FDEC

YTD

14.95%

1M

0.80%

6M

5.58%

1Y

15.52%

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.


FDEC vs. BUFR - Expense Ratio Comparison

FDEC 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 FDEC: 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

FDEC 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 - December (FDEC) 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 FDEC, currently valued at 2.77, compared to the broader market0.002.004.002.772.67
The chart of Sortino ratio for FDEC, currently valued at 3.90, compared to the broader market-2.000.002.004.006.008.0010.003.903.69
The chart of Omega ratio for FDEC, currently valued at 1.61, compared to the broader market0.501.001.502.002.503.001.611.57
The chart of Calmar ratio for FDEC, currently valued at 3.97, compared to the broader market0.005.0010.0015.003.973.94
The chart of Martin ratio for FDEC, currently valued at 22.43, compared to the broader market0.0020.0040.0060.0080.00100.0022.4322.42
FDEC
BUFR

The current FDEC Sharpe Ratio is 2.77, which is comparable to the BUFR Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of FDEC 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
2.77
2.67
FDEC
BUFR

Dividends

FDEC vs. BUFR - Dividend Comparison

Neither FDEC nor BUFR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FDEC vs. BUFR - Drawdown Comparison

The maximum FDEC drawdown since its inception was -15.67%, which is greater than BUFR's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for FDEC and BUFR. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-0.88%
FDEC
BUFR

Volatility

FDEC vs. BUFR - Volatility Comparison

The current volatility for FT Cboe Vest U.S. Equity Buffer ETF - December (FDEC) is 0.47%, while FT Cboe Vest Fund of Buffer ETFs (BUFR) has a volatility of 1.64%. This indicates that FDEC 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.


0.00%1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
0.47%
1.64%
FDEC
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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