FTXG vs. KHC
FTXG (First Trust Nasdaq Food & Beverage ETF) is Consumer Staples Equities fund tracking the Nasdaq U.S. Smart Food & Beverage Index, while KHC (The Kraft Heinz Company) is a stock. Over the past 5 years, FTXG returned 0.99%/yr vs -2.95%/yr for KHC. Their 0.56 correlation means they have sometimes moved together and sometimes differently.
Performance
FTXG vs. KHC - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with FTXG having a 10.45% return and KHC slightly lower at 10.35%.
FTXG
- 1D
- -1.71%
- 1M
- -0.33%
- 6M
- 3.47%
- YTD
- 10.45%
- 1Y
- 6.32%
- 3Y*
- -1.62%
- 5Y*
- 0.99%
- 10Y*
- —
- ALL TIME*
- 3.45%
KHC
- 1D
- -2.01%
- 1M
- 1.89%
- 6M
- 12.72%
- YTD
- 10.35%
- 1Y
- 0.64%
- 3Y*
- -5.34%
- 5Y*
- -2.95%
- 10Y*
- -7.07%
- ALL TIME*
- -4.53%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $101.20K | $96.76K | $248.57K | |
| $371.12M | $335.76M | $343.45M |
FTXG vs. KHC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTXG First Trust Nasdaq Food & Beverage ETF | 10.45% | -6.52% | -2.52% | -6.48% | 6.15% | 13.48% | 6.63% | 23.97% | -12.09% | 5.64% |
KHC The Kraft Heinz Company | 10.35% | -16.31% | -12.96% | -5.04% | 18.18% | 7.98% | 13.78% | -21.20% | -42.25% | -8.37% |
Correlation
The correlation between FTXG and KHC is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.72 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2016 | 0.56 |
The correlation between FTXG and KHC shifts across timeframes, from 0.56 (all time) to 0.77 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
FTXG vs. KHC — Risk / Return Rank
FTXG
KHC
FTXG vs. KHC - Risk-Adjusted Trends 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.
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.
| FTXG | KHC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.03 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | 0.02 | +0.61 |
| Martin ratioReturn relative to average drawdown | 1.13 | 0.04 | +1.09 |
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Drawdowns
FTXG vs. KHC - Drawdown Comparison
The maximum FTXG drawdown since its inception was -31.52%, 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.
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Drawdown Indicators
| FTXG | KHC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.52% | -76.07% | +44.55% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -21.67% | +11.53% |
Max Drawdown (3Y)Largest decline over 3 years | -18.10% | -38.72% | +20.62% |
Max Drawdown (5Y)Largest decline over 5 years | -21.68% | -41.69% | +20.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -76.07% | — |
Current DrawdownCurrent decline from peak | -11.06% | -58.25% | +47.19% |
Average DrawdownAverage peak-to-trough decline | -7.71% | -42.64% | +34.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.68% | 11.75% | -6.07% |
Volatility
FTXG vs. KHC - Volatility Comparison
The current volatility for First Trust Nasdaq Food & Beverage ETF (FTXG) is 6.10%, while The Kraft Heinz Company (KHC) has a volatility of 9.40%. 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.
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Volatility by Period
| FTXG | KHC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 9.40% | -3.30% |
Volatility (6M)Calculated over the trailing 6-month period | 11.18% | 20.48% | -9.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.55% | 27.18% | -12.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.75% | 23.04% | -8.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.67% | 27.32% | -10.65% |
Dividends
FTXG vs. KHC - Dividend Comparison
FTXG's dividend yield for the trailing twelve months is around 2.51%, less than KHC's 6.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTXG First Trust Nasdaq Food & Beverage ETF | 2.51% | 2.93% | 2.75% | 4.27% | 1.50% | 1.52% | 1.35% | 1.25% | 1.37% | 1.56% | 0.30% | 0.00% |
KHC The Kraft Heinz Company | 6.19% | 6.60% | 5.21% | 4.33% | 3.93% | 4.46% | 4.62% | 4.98% | 5.81% | 3.15% | 2.69% | 25.01% |
Frequently Asked Questions
FTXG and KHC have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KHC has higher volatility (9.40%) compared to FTXG (6.10%). In terms of maximum drawdown, FTXG dropped -31.52% vs KHC's -76.07%.
FTXG currently has the higher Sharpe Ratio (0.44 vs 0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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