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FFIE vs. FTSL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFIE and FTSL is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

FFIE vs. FTSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Faraday Future Intelligent Electric Inc. (FFIE) and First Trust Senior Loan Fund (FTSL). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%NovemberDecember2025FebruaryMarchApril
-86.53%
27.79%
FFIE
FTSL

Key characteristics

Sharpe Ratio

FFIE:

-0.07

FTSL:

2.25

Sortino Ratio

FFIE:

4.19

FTSL:

2.86

Omega Ratio

FFIE:

1.48

FTSL:

1.69

Calmar Ratio

FFIE:

-0.34

FTSL:

2.47

Martin Ratio

FFIE:

-0.38

FTSL:

17.75

Ulcer Index

FFIE:

88.88%

FTSL:

0.37%

Daily Std Dev

FFIE:

490.30%

FTSL:

2.93%

Max Drawdown

FFIE:

-100.00%

FTSL:

-22.67%

Current Drawdown

FFIE:

-100.00%

FTSL:

0.00%

Returns By Period

In the year-to-date period, FFIE achieves a -46.50% return, which is significantly lower than FTSL's 0.87% return.


FFIE

YTD

-46.50%

1M

7.44%

6M

-37.80%

1Y

-22.25%

5Y*

N/A

10Y*

N/A

FTSL

YTD

0.87%

1M

0.35%

6M

2.64%

1Y

6.40%

5Y*

6.48%

10Y*

4.05%

*Annualized

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Risk-Adjusted Performance

FFIE vs. FTSL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FFIE
The Risk-Adjusted Performance Rank of FFIE is 6363
Overall Rank
The Sharpe Ratio Rank of FFIE is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of FFIE is 9898
Sortino Ratio Rank
The Omega Ratio Rank of FFIE is 9696
Omega Ratio Rank
The Calmar Ratio Rank of FFIE is 3030
Calmar Ratio Rank
The Martin Ratio Rank of FFIE is 4444
Martin Ratio Rank

FTSL
The Risk-Adjusted Performance Rank of FTSL is 9696
Overall Rank
The Sharpe Ratio Rank of FTSL is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of FTSL is 9494
Sortino Ratio Rank
The Omega Ratio Rank of FTSL is 9898
Omega Ratio Rank
The Calmar Ratio Rank of FTSL is 9595
Calmar Ratio Rank
The Martin Ratio Rank of FTSL is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FFIE vs. FTSL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Faraday Future Intelligent Electric Inc. (FFIE) and First Trust Senior Loan Fund (FTSL). 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.


The chart of Sharpe ratio for FFIE, currently valued at -0.07, compared to the broader market-2.00-1.000.001.002.003.00
FFIE: -0.07
FTSL: 2.25
The chart of Sortino ratio for FFIE, currently valued at 4.19, compared to the broader market-6.00-4.00-2.000.002.004.00
FFIE: 4.19
FTSL: 2.86
The chart of Omega ratio for FFIE, currently valued at 1.48, compared to the broader market0.501.001.502.00
FFIE: 1.48
FTSL: 1.69
The chart of Calmar ratio for FFIE, currently valued at -0.34, compared to the broader market0.001.002.003.004.005.00
FFIE: -0.34
FTSL: 2.47
The chart of Martin ratio for FFIE, currently valued at -0.38, compared to the broader market-5.000.005.0010.0015.0020.00
FFIE: -0.38
FTSL: 17.75

The current FFIE Sharpe Ratio is -0.07, which is lower than the FTSL Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of FFIE and FTSL, 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 Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
-0.07
2.25
FFIE
FTSL

Dividends

FFIE vs. FTSL - Dividend Comparison

FFIE has not paid dividends to shareholders, while FTSL's dividend yield for the trailing twelve months is around 7.33%.


TTM20242023202220212020201920182017201620152014
FFIE
Faraday Future Intelligent Electric Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTSL
First Trust Senior Loan Fund
7.33%7.56%7.59%4.77%3.17%3.48%4.43%4.29%3.64%3.70%3.95%3.75%

Drawdowns

FFIE vs. FTSL - Drawdown Comparison

The maximum FFIE drawdown since its inception was -100.00%, which is greater than FTSL's maximum drawdown of -22.67%. Use the drawdown chart below to compare losses from any high point for FFIE and FTSL. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-100.00%
0
FFIE
FTSL

Volatility

FFIE vs. FTSL - Volatility Comparison

Faraday Future Intelligent Electric Inc. (FFIE) has a higher volatility of 43.62% compared to First Trust Senior Loan Fund (FTSL) at 2.41%. This indicates that FFIE's price experiences larger fluctuations and is considered to be riskier than FTSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
43.62%
2.41%
FFIE
FTSL