FTXG vs. KHC
Compare and contrast key facts about First Trust Nasdaq Food & Beverage ETF (FTXG) and The Kraft Heinz Company (KHC).
FTXG is a passively managed fund by First Trust that tracks the performance of the Nasdaq U.S. Smart Food & Beverage Index. It was launched on Sep 20, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTXG or KHC.
Key characteristics
| FTXG | KHC | |
|---|---|---|
| YTD Return | 1.39% | -8.96% |
| 1Y Return | 7.41% | 3.55% |
| 3Y Return (Ann) | 0.75% | -0.12% |
| 5Y Return (Ann) | 5.18% | 4.17% |
| Sharpe Ratio | 0.64 | 0.18 |
| Sortino Ratio | 0.98 | 0.36 |
| Omega Ratio | 1.11 | 1.05 |
| Calmar Ratio | 0.45 | 0.06 |
| Martin Ratio | 2.39 | 0.42 |
| Ulcer Index | 3.13% | 8.02% |
| Daily Std Dev | 11.68% | 19.12% |
| Max Drawdown | -31.53% | -76.07% |
| Current Drawdown | -10.41% | -52.71% |
Correlation
The correlation between FTXG and KHC is 0.50, 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.
Performance
FTXG vs. KHC - Performance Comparison
In the year-to-date period, FTXG achieves a 1.39% return, which is significantly higher than KHC's -8.96% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FTXG vs. KHC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Food & Beverage ETF (FTXG) and The Kraft Heinz Company (KHC). 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.
Dividends
FTXG vs. KHC - Dividend Comparison
FTXG's dividend yield for the trailing twelve months is around 2.63%, less than KHC's 4.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTXG First Trust Nasdaq Food & Beverage ETF | 2.63% | 4.27% | 1.50% | 1.52% | 1.35% | 1.26% | 1.37% | 1.56% | 0.30% | 0.00% |
KHC The Kraft Heinz Company | 4.92% | 4.33% | 3.93% | 4.46% | 4.62% | 4.98% | 5.81% | 3.15% | 2.69% | 2.34% |
Drawdowns
FTXG vs. KHC - Drawdown Comparison
The maximum FTXG drawdown since its inception was -31.53%, smaller than the maximum KHC drawdown of -76.07%. Use the drawdown chart below to compare losses from any high point for FTXG and KHC. For additional features, visit the drawdowns tool.
Volatility
FTXG vs. KHC - Volatility Comparison
The current volatility for First Trust Nasdaq Food & Beverage ETF (FTXG) is 2.49%, while The Kraft Heinz Company (KHC) has a volatility of 4.78%. This indicates that FTXG experiences smaller price fluctuations and is considered to be less risky than KHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.