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FOTO vs. STHH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FOTO vs. STHH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tuttle Capital Pure Play Photonics ETF (FOTO) and STMicroelectronics NV ADRhedged (STHH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FOTO

1D
4.81%
1M
-7.92%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

STHH

1D
-0.49%
1M
-23.24%
6M
87.74%
YTD
107.29%
1Y
114.11%
3Y*
5Y*
10Y*
ALL TIME*
100.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$6.45M$6.59M$20.09M
$179.41K$298.65K$521.22K

FOTO vs. STHH - Yearly Performance Comparison


Correlation

The correlation between FOTO and STHH is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.79

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Return for Risk

FOTO vs. STHH — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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.


STHH
STHH Risk / Return Rank: 7979
Overall Rank
STHH Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
STHH Sortino Ratio Rank: 7575
Sortino Ratio Rank
STHH Omega Ratio Rank: 8080
Omega Ratio Rank
STHH Calmar Ratio Rank: 8080
Calmar Ratio Rank
STHH Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FOTO vs. STHH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tuttle Capital Pure Play Photonics ETF (FOTO) and STMicroelectronics NV ADRhedged (STHH). 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.


FOTOSTHHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

3.02

Martin ratioReturn relative to average drawdown

9.83

FOTO vs. STHH - Sharpe Ratio Comparison


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Drawdowns

FOTO vs. STHH - Drawdown Comparison

The maximum FOTO drawdown since its inception was -41.14%, which is greater than STHH's maximum drawdown of -37.98%. Use the drawdown chart below to compare losses from any high point for FOTO and STHH.


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Drawdown Indicators


FOTOSTHHDifference

Max Drawdown

Largest peak-to-trough decline

-41.14%

-37.98%

-3.16%

Max Drawdown (1Y)

Largest decline over 1 year

-37.98%

Current Drawdown

Current decline from peak

-30.07%

-33.80%

+3.73%

Average Drawdown

Average peak-to-trough decline

-19.66%

-10.91%

-8.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.65%

Volatility

FOTO vs. STHH - Volatility Comparison


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Volatility by Period


FOTOSTHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.83%

Volatility (6M)

Calculated over the trailing 6-month period

48.53%

Volatility (1Y)

Calculated over the trailing 1-year period

80.72%

56.48%

+24.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

80.72%

55.09%

+25.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.72%

55.09%

+25.63%

FOTO vs. STHH - Expense Ratio Comparison

FOTO has a 0.75% expense ratio, which is higher than STHH's 0.19% expense ratio.


Dividends

FOTO vs. STHH - Dividend Comparison

FOTO has not paid dividends to shareholders, while STHH's dividend yield for the trailing twelve months is around 0.97%.


Frequently Asked Questions


FOTO and STHH have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, STHH is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

STHH is cheaper with a 0.19% expense ratio, compared with 0.75% for FOTO.

STHH has the higher dividend yield at 0.97%, compared with 0.00% for FOTO.

They also come from different issuers: Tuttle and ADRhedged. Their fees differ too: 0.75% for FOTO and 0.19% for STHH.

Portfolio Optimizer

Find the right allocation for FOTO and STHH

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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