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FOTO vs. SKRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FOTO vs. SKRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tuttle Capital Pure Play Photonics ETF (FOTO) and Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FOTO

1D
3.57%
1M
-13.36%
6M
YTD
1Y
3Y*
5Y*
10Y*

SKRE

1D
0.17%
1M
-5.94%
6M
-28.23%
YTD
-31.36%
1Y
-39.11%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FOTO vs. SKRE - Yearly Performance Comparison


Correlation

The correlation between FOTO and SKRE is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 29, 2026

-0.10

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Return for Risk

FOTO vs. SKRE — Risk / Return Rank

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

FOTO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


SKRE
SKRE Risk / Return Rank: 33
Overall Rank
SKRE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SKRE Sortino Ratio Rank: 33
Sortino Ratio Rank
SKRE Omega Ratio Rank: 33
Omega Ratio Rank
SKRE Calmar Ratio Rank: 33
Calmar Ratio Rank
SKRE Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FOTO vs. SKRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tuttle Capital Pure Play Photonics ETF (FOTO) and Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FOTOSKREDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.86

Calmar ratioReturn relative to maximum drawdown

-0.80

Martin ratioReturn relative to average drawdown

-1.37

FOTO vs. SKRE - Sharpe Ratio Comparison


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Drawdowns

FOTO vs. SKRE - Drawdown Comparison

The maximum FOTO drawdown since its inception was -28.53%, smaller than the maximum SKRE drawdown of -78.32%. Use the drawdown chart below to compare losses from any high point for FOTO and SKRE.


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Drawdown Indicators


FOTOSKREDifference

Max Drawdown

Largest peak-to-trough decline

-28.53%

-78.32%

+49.79%

Max Drawdown (1Y)

Largest decline over 1 year

-49.07%

Current Drawdown

Current decline from peak

-22.92%

-77.74%

+54.82%

Average Drawdown

Average peak-to-trough decline

-14.79%

-48.43%

+33.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.47%

Volatility

FOTO vs. SKRE - Volatility Comparison


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Volatility by Period


FOTOSKREDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.41%

Volatility (6M)

Calculated over the trailing 6-month period

32.27%

Volatility (1Y)

Calculated over the trailing 1-year period

77.14%

46.43%

+30.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.14%

55.10%

+22.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

77.14%

55.10%

+22.04%

FOTO vs. SKRE - Expense Ratio Comparison

Both FOTO and SKRE have an expense ratio of 0.75%.


Dividends

FOTO vs. SKRE - Dividend Comparison

FOTO has not paid dividends to shareholders, while SKRE's dividend yield for the trailing twelve months is around 0.37%.


Frequently Asked Questions


FOTO and SKRE have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

FOTO and SKRE have the same expense ratio: 0.75% per year.

SKRE has the higher dividend yield at 0.37%, compared with 0.00% for FOTO.

FOTO is categorized as Technology Equities, while SKRE is Inverse Equities.

Portfolio Optimizer

Find the right allocation for FOTO and SKRE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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