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GOOX vs. AMT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GOOX and AMT is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

GOOX vs. AMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Rex 2X Long Alphabet Daily Target ETF (GOOX) and American Tower Corporation (AMT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GOOX:

-0.54

AMT:

0.81

Sortino Ratio

GOOX:

-0.50

AMT:

1.42

Omega Ratio

GOOX:

0.94

AMT:

1.19

Calmar Ratio

GOOX:

-0.66

AMT:

0.69

Martin Ratio

GOOX:

-1.30

AMT:

2.04

Ulcer Index

GOOX:

26.46%

AMT:

12.43%

Daily Std Dev

GOOX:

62.00%

AMT:

27.24%

Max Drawdown

GOOX:

-52.46%

AMT:

-98.70%

Current Drawdown

GOOX:

-48.83%

AMT:

-19.07%

Returns By Period

In the year-to-date period, GOOX achieves a -39.83% return, which is significantly lower than AMT's 20.92% return.


GOOX

YTD

-39.83%

1M

-2.96%

6M

-34.26%

1Y

-32.28%

5Y*

N/A

10Y*

N/A

AMT

YTD

20.92%

1M

6.46%

6M

10.88%

1Y

23.18%

5Y*

1.12%

10Y*

11.61%

*Annualized

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Risk-Adjusted Performance

GOOX vs. AMT — Risk-Adjusted Performance Rank

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

GOOX
The Risk-Adjusted Performance Rank of GOOX is 44
Overall Rank
The Sharpe Ratio Rank of GOOX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOX is 55
Sortino Ratio Rank
The Omega Ratio Rank of GOOX is 66
Omega Ratio Rank
The Calmar Ratio Rank of GOOX is 11
Calmar Ratio Rank
The Martin Ratio Rank of GOOX is 22
Martin Ratio Rank

AMT
The Risk-Adjusted Performance Rank of AMT is 7676
Overall Rank
The Sharpe Ratio Rank of AMT is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of AMT is 7676
Sortino Ratio Rank
The Omega Ratio Rank of AMT is 7474
Omega Ratio Rank
The Calmar Ratio Rank of AMT is 7878
Calmar Ratio Rank
The Martin Ratio Rank of AMT is 7373
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.

GOOX vs. AMT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Long Alphabet Daily Target ETF (GOOX) and American Tower Corporation (AMT). 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 GOOX Sharpe Ratio is -0.54, which is lower than the AMT Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of GOOX and AMT, 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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Dividends

GOOX vs. AMT - Dividend Comparison

GOOX's dividend yield for the trailing twelve months is around 27.89%, more than AMT's 2.98% yield.


TTM20242023202220212020201920182017201620152014
GOOX
T-Rex 2X Long Alphabet Daily Target ETF
27.89%16.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMT
American Tower Corporation
2.98%3.53%2.99%2.77%1.78%2.02%1.64%1.99%1.84%2.05%1.87%1.42%

Drawdowns

GOOX vs. AMT - Drawdown Comparison

The maximum GOOX drawdown since its inception was -52.46%, smaller than the maximum AMT drawdown of -98.70%. Use the drawdown chart below to compare losses from any high point for GOOX and AMT. For additional features, visit the drawdowns tool.


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Volatility

GOOX vs. AMT - Volatility Comparison

T-Rex 2X Long Alphabet Daily Target ETF (GOOX) has a higher volatility of 24.08% compared to American Tower Corporation (AMT) at 8.54%. This indicates that GOOX's price experiences larger fluctuations and is considered to be riskier than AMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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