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GSIB vs. ABAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSIB vs. ABAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Themes Global Systemically Important Banks ETF (GSIB) and American Battery Technology Company Common Stock (ABAT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GSIB achieves a 22.66% return, which is significantly higher than ABAT's -37.43% return.


GSIB

1D
-0.11%
1M
6.55%
6M
18.14%
YTD
22.66%
1Y
49.09%
3Y*
5Y*
10Y*
ALL TIME*
45.58%

ABAT

1D
2.45%
1M
-25.62%
6M
-48.27%
YTD
-37.43%
1Y
-5.00%
3Y*
5Y*
10Y*
ALL TIME*
-45.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$7.01M$8.06M$19.57M
$2.37M$1.31M$753.15K

GSIB vs. ABAT - Yearly Performance Comparison


2026 (YTD)202520242023
GSIB
Themes Global Systemically Important Banks ETF
22.66%61.67%32.86%1.75%
ABAT
American Battery Technology Company Common Stock
-37.43%35.77%-47.55%0.64%

Correlation

The correlation between GSIB and ABAT is 0.32, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.32

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2023

0.24

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Return for Risk

GSIB vs. ABAT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GSIB
GSIB Risk / Return Rank: 9090
Overall Rank
GSIB Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GSIB Sortino Ratio Rank: 9393
Sortino Ratio Rank
GSIB Omega Ratio Rank: 9191
Omega Ratio Rank
GSIB Calmar Ratio Rank: 8787
Calmar Ratio Rank
GSIB Martin Ratio Rank: 8585
Martin Ratio Rank

ABAT
ABAT Risk / Return Rank: 4848
Overall Rank
ABAT Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
ABAT Sortino Ratio Rank: 5858
Sortino Ratio Rank
ABAT Omega Ratio Rank: 5656
Omega Ratio Rank
ABAT Calmar Ratio Rank: 4343
Calmar Ratio Rank
ABAT Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GSIB vs. ABAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Themes Global Systemically Important Banks ETF (GSIB) and American Battery Technology Company Common Stock (ABAT). 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.


GSIBABATDifference
Sharpe ratioReturn per unit of total volatility

+2.66

Sortino ratioReturn per unit of downside risk

+2.70

Omega ratioGain probability vs. loss probability

1.43

1.11

+0.32

Calmar ratioReturn relative to maximum drawdown

3.38

-0.05

+3.43

Martin ratioReturn relative to average drawdown

11.87

-0.06

+11.93

GSIB vs. ABAT - Sharpe Ratio Comparison

The current GSIB Sharpe Ratio is 2.63, which is higher than the ABAT Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of GSIB and ABAT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GSIB vs. ABAT - Drawdown Comparison

The maximum GSIB drawdown since its inception was -17.71%, smaller than the maximum ABAT drawdown of -93.56%. Use the drawdown chart below to compare losses from any high point for GSIB and ABAT.


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Drawdown Indicators


GSIBABATDifference

Max Drawdown

Largest peak-to-trough decline

-17.71%

-93.56%

+75.85%

Max Drawdown (1Y)

Largest decline over 1 year

-13.90%

-81.99%

+68.09%

Current Drawdown

Current decline from peak

-0.11%

-82.29%

+82.18%

Average Drawdown

Average peak-to-trough decline

-1.99%

-77.67%

+75.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

60.96%

-57.01%

Volatility

GSIB vs. ABAT - Volatility Comparison

The current volatility for Themes Global Systemically Important Banks ETF (GSIB) is 5.74%, while American Battery Technology Company Common Stock (ABAT) has a volatility of 18.32%. This indicates that GSIB experiences smaller price fluctuations and is considered to be less risky than ABAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSIBABATDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.74%

18.32%

-12.58%

Volatility (6M)

Calculated over the trailing 6-month period

14.93%

63.31%

-48.38%

Volatility (1Y)

Calculated over the trailing 1-year period

17.90%

126.50%

-108.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.46%

120.53%

-102.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.46%

120.53%

-102.07%

Dividends

GSIB vs. ABAT - Dividend Comparison

GSIB's dividend yield for the trailing twelve months is around 1.55%, while ABAT has not paid dividends to shareholders.


Frequently Asked Questions


GSIB and ABAT have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ABAT has higher volatility (18.32%) compared to GSIB (5.74%). In terms of maximum drawdown, GSIB dropped -17.71% vs ABAT's -93.56%.

GSIB currently has the higher Sharpe Ratio (2.63 vs -0.03), 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.

Portfolio Optimizer

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