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GAUG vs. ^SP600
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between GAUG and ^SP600 is 0.92, 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.


Performance

GAUG vs. ^SP600 - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Moderate Buffer ETF - August (GAUG) and S&P 600 (^SP600). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GAUG:

0.77

^SP600:

-0.10

Sortino Ratio

GAUG:

1.15

^SP600:

0.03

Omega Ratio

GAUG:

1.20

^SP600:

1.00

Calmar Ratio

GAUG:

0.74

^SP600:

-0.08

Martin Ratio

GAUG:

3.40

^SP600:

-0.23

Ulcer Index

GAUG:

2.19%

^SP600:

10.47%

Daily Std Dev

GAUG:

9.98%

^SP600:

24.34%

Max Drawdown

GAUG:

-10.08%

^SP600:

-59.17%

Current Drawdown

GAUG:

-0.56%

^SP600:

-16.86%

Returns By Period

In the year-to-date period, GAUG achieves a 1.73% return, which is significantly higher than ^SP600's -8.80% return.


GAUG

YTD

1.73%

1M

3.73%

6M

1.10%

1Y

7.66%

3Y*

N/A

5Y*

N/A

10Y*

N/A

^SP600

YTD

-8.80%

1M

5.07%

6M

-16.20%

1Y

-2.37%

3Y*

1.30%

5Y*

9.84%

10Y*

6.00%

*Annualized

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S&P 600

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

GAUG vs. ^SP600 — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GAUG
The Risk-Adjusted Performance Rank of GAUG is 7070
Overall Rank
The Sharpe Ratio Rank of GAUG is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of GAUG is 6666
Sortino Ratio Rank
The Omega Ratio Rank of GAUG is 7777
Omega Ratio Rank
The Calmar Ratio Rank of GAUG is 6969
Calmar Ratio Rank
The Martin Ratio Rank of GAUG is 7474
Martin Ratio Rank

^SP600
The Risk-Adjusted Performance Rank of ^SP600 is 1919
Overall Rank
The Sharpe Ratio Rank of ^SP600 is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP600 is 1919
Sortino Ratio Rank
The Omega Ratio Rank of ^SP600 is 1919
Omega Ratio Rank
The Calmar Ratio Rank of ^SP600 is 1818
Calmar Ratio Rank
The Martin Ratio Rank of ^SP600 is 1919
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GAUG vs. ^SP600 - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Moderate Buffer ETF - August (GAUG) and S&P 600 (^SP600). 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.


The current GAUG Sharpe Ratio is 0.77, which is higher than the ^SP600 Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of GAUG and ^SP600, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Drawdowns

GAUG vs. ^SP600 - Drawdown Comparison

The maximum GAUG drawdown since its inception was -10.08%, smaller than the maximum ^SP600 drawdown of -59.17%. Use the drawdown chart below to compare losses from any high point for GAUG and ^SP600.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

GAUG vs. ^SP600 - Volatility Comparison

The current volatility for FT Cboe Vest U.S. Equity Moderate Buffer ETF - August (GAUG) is 2.86%, while S&P 600 (^SP600) has a volatility of 6.56%. This indicates that GAUG experiences smaller price fluctuations and is considered to be less risky than ^SP600 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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