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

Correlation

The correlation between FFEB 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

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

40.00%45.00%50.00%55.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
60.30%
51.43%
FFEB
BUFR

Key characteristics

Sharpe Ratio

FFEB:

2.60

BUFR:

2.67

Sortino Ratio

FFEB:

3.61

BUFR:

3.69

Omega Ratio

FFEB:

1.53

BUFR:

1.57

Calmar Ratio

FFEB:

3.72

BUFR:

3.94

Martin Ratio

FFEB:

18.56

BUFR:

22.42

Ulcer Index

FFEB:

0.99%

BUFR:

0.72%

Daily Std Dev

FFEB:

7.06%

BUFR:

6.05%

Max Drawdown

FFEB:

-22.81%

BUFR:

-13.73%

Current Drawdown

FFEB:

-0.60%

BUFR:

-0.88%

Returns By Period

In the year-to-date period, FFEB achieves a 16.69% return, which is significantly higher than BUFR's 14.87% return.


FFEB

YTD

16.69%

1M

0.66%

6M

6.53%

1Y

17.65%

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.


FFEB vs. BUFR - Expense Ratio Comparison

FFEB 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 FFEB: 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

FFEB 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 - February (FFEB) 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 FFEB, currently valued at 2.60, compared to the broader market0.002.004.002.602.67
The chart of Sortino ratio for FFEB, currently valued at 3.61, compared to the broader market-2.000.002.004.006.008.0010.003.613.69
The chart of Omega ratio for FFEB, currently valued at 1.53, compared to the broader market0.501.001.502.002.503.001.531.57
The chart of Calmar ratio for FFEB, currently valued at 3.72, compared to the broader market0.005.0010.0015.003.723.94
The chart of Martin ratio for FFEB, currently valued at 18.56, compared to the broader market0.0020.0040.0060.0080.00100.0018.5622.42
FFEB
BUFR

The current FFEB Sharpe Ratio is 2.60, which is comparable to the BUFR Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of FFEB 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
2.60
2.67
FFEB
BUFR

Dividends

FFEB vs. BUFR - Dividend Comparison

Neither FFEB nor BUFR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FFEB vs. BUFR - Drawdown Comparison

The maximum FFEB drawdown since its inception was -22.81%, which is greater than BUFR's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for FFEB and BUFR. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.60%
-0.88%
FFEB
BUFR

Volatility

FFEB vs. BUFR - Volatility Comparison

The current volatility for FT Cboe Vest U.S. Equity Buffer ETF - February (FFEB) is 1.38%, while FT Cboe Vest Fund of Buffer ETFs (BUFR) has a volatility of 1.64%. This indicates that FFEB 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.


1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
1.38%
1.64%
FFEB
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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