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FPX vs. IBUY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FPX and IBUY is 0.81, 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.


-0.50.00.51.00.8

Performance

FPX vs. IBUY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust US Equity Opportunities ETF (FPX) and Amplify Online Retail ETF (IBUY). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%180.00%JulyAugustSeptemberOctoberNovemberDecember
153.74%
160.53%
FPX
IBUY

Key characteristics

Sharpe Ratio

FPX:

1.41

IBUY:

1.03

Sortino Ratio

FPX:

1.98

IBUY:

1.53

Omega Ratio

FPX:

1.25

IBUY:

1.19

Calmar Ratio

FPX:

0.96

IBUY:

0.36

Martin Ratio

FPX:

6.74

IBUY:

4.41

Ulcer Index

FPX:

4.64%

IBUY:

5.19%

Daily Std Dev

FPX:

22.12%

IBUY:

22.19%

Max Drawdown

FPX:

-56.29%

IBUY:

-73.00%

Current Drawdown

FPX:

-8.02%

IBUY:

-52.99%

Returns By Period

In the year-to-date period, FPX achieves a 28.73% return, which is significantly higher than IBUY's 21.54% return.


FPX

YTD

28.73%

1M

-0.81%

6M

24.22%

1Y

29.06%

5Y*

9.34%

10Y*

9.95%

IBUY

YTD

21.54%

1M

1.22%

6M

19.78%

1Y

20.17%

5Y*

4.98%

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.


FPX vs. IBUY - Expense Ratio Comparison

FPX has a 0.57% expense ratio, which is lower than IBUY's 0.65% expense ratio.


IBUY
Amplify Online Retail ETF
Expense ratio chart for IBUY: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for FPX: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%

Risk-Adjusted Performance

FPX vs. IBUY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust US Equity Opportunities ETF (FPX) and Amplify Online Retail ETF (IBUY). 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 FPX, currently valued at 1.41, compared to the broader market0.002.004.001.411.03
The chart of Sortino ratio for FPX, currently valued at 1.98, compared to the broader market-2.000.002.004.006.008.0010.001.981.53
The chart of Omega ratio for FPX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.19
The chart of Calmar ratio for FPX, currently valued at 0.96, compared to the broader market0.005.0010.0015.000.960.36
The chart of Martin ratio for FPX, currently valued at 6.74, compared to the broader market0.0020.0040.0060.0080.00100.006.744.41
FPX
IBUY

The current FPX Sharpe Ratio is 1.41, which is higher than the IBUY Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of FPX and IBUY, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.41
1.03
FPX
IBUY

Dividends

FPX vs. IBUY - Dividend Comparison

FPX's dividend yield for the trailing twelve months is around 0.11%, while IBUY has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FPX
First Trust US Equity Opportunities ETF
0.09%0.27%1.08%0.14%0.28%0.67%0.88%0.68%0.77%0.62%0.79%0.51%
IBUY
Amplify Online Retail ETF
0.00%0.00%0.00%0.00%0.54%0.29%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FPX vs. IBUY - Drawdown Comparison

The maximum FPX drawdown since its inception was -56.29%, smaller than the maximum IBUY drawdown of -73.00%. Use the drawdown chart below to compare losses from any high point for FPX and IBUY. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.02%
-52.99%
FPX
IBUY

Volatility

FPX vs. IBUY - Volatility Comparison

First Trust US Equity Opportunities ETF (FPX) has a higher volatility of 8.59% compared to Amplify Online Retail ETF (IBUY) at 7.33%. This indicates that FPX's price experiences larger fluctuations and is considered to be riskier than IBUY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.59%
7.33%
FPX
IBUY
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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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