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HACK vs. BUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HACK and BUG is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

HACK vs. BUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETFMG Prime Cyber Security ETF (HACK) and Global X Cybersecurity ETF (BUG). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
93.55%
119.75%
HACK
BUG

Key characteristics

Sharpe Ratio

HACK:

0.73

BUG:

0.70

Sortino Ratio

HACK:

1.16

BUG:

1.14

Omega Ratio

HACK:

1.16

BUG:

1.14

Calmar Ratio

HACK:

0.85

BUG:

0.87

Martin Ratio

HACK:

3.08

BUG:

3.00

Ulcer Index

HACK:

6.02%

BUG:

5.73%

Daily Std Dev

HACK:

25.50%

BUG:

24.78%

Max Drawdown

HACK:

-42.68%

BUG:

-41.66%

Current Drawdown

HACK:

-11.36%

BUG:

-9.54%

Returns By Period

In the year-to-date period, HACK achieves a -1.45% return, which is significantly lower than BUG's 3.68% return.


HACK

YTD

-1.45%

1M

-2.16%

6M

4.68%

1Y

18.69%

5Y*

13.52%

10Y*

9.69%

BUG

YTD

3.68%

1M

-1.74%

6M

7.08%

1Y

17.75%

5Y*

15.83%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HACK vs. BUG - Expense Ratio Comparison

HACK has a 0.60% expense ratio, which is higher than BUG's 0.50% expense ratio.


Expense ratio chart for HACK: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HACK: 0.60%
Expense ratio chart for BUG: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BUG: 0.50%

Risk-Adjusted Performance

HACK vs. BUG — Risk-Adjusted Performance Rank

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

HACK
The Risk-Adjusted Performance Rank of HACK is 7373
Overall Rank
The Sharpe Ratio Rank of HACK is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of HACK is 7272
Sortino Ratio Rank
The Omega Ratio Rank of HACK is 7070
Omega Ratio Rank
The Calmar Ratio Rank of HACK is 7878
Calmar Ratio Rank
The Martin Ratio Rank of HACK is 7373
Martin Ratio Rank

BUG
The Risk-Adjusted Performance Rank of BUG is 7171
Overall Rank
The Sharpe Ratio Rank of BUG is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of BUG is 7171
Sortino Ratio Rank
The Omega Ratio Rank of BUG is 6666
Omega Ratio Rank
The Calmar Ratio Rank of BUG is 7979
Calmar Ratio Rank
The Martin Ratio Rank of BUG is 7272
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.

HACK vs. BUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG Prime Cyber Security ETF (HACK) and Global X Cybersecurity ETF (BUG). 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 chart of Sharpe ratio for HACK, currently valued at 0.73, compared to the broader market-1.000.001.002.003.004.00
HACK: 0.73
BUG: 0.70
The chart of Sortino ratio for HACK, currently valued at 1.16, compared to the broader market-2.000.002.004.006.008.00
HACK: 1.16
BUG: 1.14
The chart of Omega ratio for HACK, currently valued at 1.16, compared to the broader market0.501.001.502.00
HACK: 1.16
BUG: 1.14
The chart of Calmar ratio for HACK, currently valued at 0.85, compared to the broader market0.002.004.006.008.0010.0012.00
HACK: 0.85
BUG: 0.87
The chart of Martin ratio for HACK, currently valued at 3.08, compared to the broader market0.0020.0040.0060.00
HACK: 3.08
BUG: 3.00

The current HACK Sharpe Ratio is 0.73, which is comparable to the BUG Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of HACK and BUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.73
0.70
HACK
BUG

Dividends

HACK vs. BUG - Dividend Comparison

HACK's dividend yield for the trailing twelve months is around 0.14%, more than BUG's 0.09% yield.


TTM202420232022202120202019201820172016
HACK
ETFMG Prime Cyber Security ETF
0.14%0.14%0.21%0.24%0.26%1.11%0.14%0.09%0.01%1.23%
BUG
Global X Cybersecurity ETF
0.09%0.09%0.11%1.56%0.66%0.46%0.24%0.00%0.00%0.00%

Drawdowns

HACK vs. BUG - Drawdown Comparison

The maximum HACK drawdown since its inception was -42.68%, roughly equal to the maximum BUG drawdown of -41.66%. Use the drawdown chart below to compare losses from any high point for HACK and BUG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.36%
-9.54%
HACK
BUG

Volatility

HACK vs. BUG - Volatility Comparison

ETFMG Prime Cyber Security ETF (HACK) has a higher volatility of 16.18% compared to Global X Cybersecurity ETF (BUG) at 14.02%. This indicates that HACK's price experiences larger fluctuations and is considered to be riskier than BUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
16.18%
14.02%
HACK
BUG