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GOOX vs. CRCD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GOOX vs. CRCD - 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 T-REX 2X Inverse CRCL Daily Target ETF (CRCD). The values are adjusted to include any dividend payments, if applicable.

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GOOX vs. CRCD - Yearly Performance Comparison


Returns By Period

In the year-to-date period, GOOX achieves a -15.09% return, which is significantly higher than CRCD's -78.35% return.


GOOX

1D
5.75%
1M
-8.54%
YTD
-15.09%
6M
32.03%
1Y
184.75%
3Y*
5Y*
10Y*

CRCD

1D
10.22%
1M
-13.49%
YTD
-78.35%
6M
-67.72%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GOOX vs. CRCD - Expense Ratio Comparison

GOOX has a 1.05% expense ratio, which is lower than CRCD's 1.50% expense ratio.


Return for Risk

GOOX vs. CRCD — Risk / Return Rank

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

GOOX
GOOX Risk / Return Rank: 9696
Overall Rank
GOOX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOOX Sortino Ratio Rank: 9696
Sortino Ratio Rank
GOOX Omega Ratio Rank: 9393
Omega Ratio Rank
GOOX Calmar Ratio Rank: 9797
Calmar Ratio Rank
GOOX Martin Ratio Rank: 9696
Martin Ratio Rank

CRCD
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GOOX vs. CRCD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Long Alphabet Daily Target ETF (GOOX) and T-REX 2X Inverse CRCL Daily Target ETF (CRCD). 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.


GOOXCRCDDifference

Sharpe ratio

Return per unit of total volatility

3.03

Sortino ratio

Return per unit of downside risk

3.46

Omega ratio

Gain probability vs. loss probability

1.43

Calmar ratio

Return relative to maximum drawdown

4.99

Martin ratio

Return relative to average drawdown

18.01

GOOX vs. CRCD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GOOXCRCDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

-0.44

+1.43

Correlation

The correlation between GOOX and CRCD is -0.20. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

GOOX vs. CRCD - Dividend Comparison

GOOX's dividend yield for the trailing twelve months is around 0.36%, while CRCD has not paid dividends to shareholders.


Drawdowns

GOOX vs. CRCD - Drawdown Comparison

The maximum GOOX drawdown since its inception was -52.46%, smaller than the maximum CRCD drawdown of -94.38%. Use the drawdown chart below to compare losses from any high point for GOOX and CRCD.


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Drawdown Indicators


GOOXCRCDDifference

Max Drawdown

Largest peak-to-trough decline

-52.46%

-94.38%

+41.92%

Max Drawdown (1Y)

Largest decline over 1 year

-38.98%

Current Drawdown

Current decline from peak

-28.97%

-89.73%

+60.76%

Average Drawdown

Average peak-to-trough decline

-17.66%

-41.29%

+23.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.79%

Volatility

GOOX vs. CRCD - Volatility Comparison


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Volatility by Period


GOOXCRCDDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.50%

Volatility (6M)

Calculated over the trailing 6-month period

39.23%

Volatility (1Y)

Calculated over the trailing 1-year period

61.39%

203.67%

-142.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.54%

203.67%

-144.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.54%

203.67%

-144.13%