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FTXG vs. KHC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.5

Performance

FTXG vs. KHC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Food & Beverage ETF (FTXG) and The Kraft Heinz Company (KHC). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
35.69%
-50.58%
FTXG
KHC

Key characteristics

Sharpe Ratio

FTXG:

0.07

KHC:

-0.53

Sortino Ratio

FTXG:

0.18

KHC:

-0.61

Omega Ratio

FTXG:

1.02

KHC:

0.92

Calmar Ratio

FTXG:

0.05

KHC:

-0.19

Martin Ratio

FTXG:

0.21

KHC:

-1.08

Ulcer Index

FTXG:

3.81%

KHC:

9.70%

Daily Std Dev

FTXG:

11.55%

KHC:

19.71%

Max Drawdown

FTXG:

-31.53%

KHC:

-76.07%

Current Drawdown

FTXG:

-13.48%

KHC:

-55.07%

Returns By Period

In the year-to-date period, FTXG achieves a -2.09% return, which is significantly higher than KHC's -13.50% return.


FTXG

YTD

-2.09%

1M

-2.59%

6M

-0.24%

1Y

-0.07%

5Y*

3.36%

10Y*

N/A

KHC

YTD

-13.50%

1M

0.09%

6M

-5.12%

1Y

-11.04%

5Y*

3.53%

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.


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.


Sharpe ratio
The chart of Sharpe ratio for FTXG, currently valued at 0.07, compared to the broader market0.002.004.000.07-0.53
The chart of Sortino ratio for FTXG, currently valued at 0.18, compared to the broader market-2.000.002.004.006.008.0010.000.18-0.61
The chart of Omega ratio for FTXG, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.020.92
The chart of Calmar ratio for FTXG, currently valued at 0.05, compared to the broader market0.005.0010.0015.000.05-0.19
The chart of Martin ratio for FTXG, currently valued at 0.21, compared to the broader market0.0020.0040.0060.0080.00100.000.21-1.08
FTXG
KHC

The current FTXG Sharpe Ratio is 0.07, which is higher than the KHC Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of FTXG and KHC, 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 Ratio-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.07
-0.53
FTXG
KHC

Dividends

FTXG vs. KHC - Dividend Comparison

FTXG's dividend yield for the trailing twelve months is around 3.60%, less than KHC's 5.24% yield.


TTM202320222021202020192018201720162015
FTXG
First Trust Nasdaq Food & Beverage ETF
2.74%4.27%1.50%1.52%1.35%1.26%1.37%1.56%0.30%0.00%
KHC
The Kraft Heinz Company
5.24%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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.48%
-55.07%
FTXG
KHC

Volatility

FTXG vs. KHC - Volatility Comparison

The current volatility for First Trust Nasdaq Food & Beverage ETF (FTXG) is 3.80%, while The Kraft Heinz Company (KHC) has a volatility of 6.51%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.80%
6.51%
FTXG
KHC
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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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