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HTUS vs. ARGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HTUS and ARGT is 0.43, 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.


-0.50.00.51.00.4

Performance

HTUS vs. ARGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hull Tactical US ETF (HTUS) and Global X MSCI Argentina ETF (ARGT). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
174.91%
340.78%
HTUS
ARGT

Key characteristics

Sharpe Ratio

HTUS:

1.84

ARGT:

2.22

Sortino Ratio

HTUS:

2.51

ARGT:

2.85

Omega Ratio

HTUS:

1.36

ARGT:

1.35

Calmar Ratio

HTUS:

3.39

ARGT:

3.81

Martin Ratio

HTUS:

15.07

ARGT:

9.77

Ulcer Index

HTUS:

1.59%

ARGT:

6.10%

Daily Std Dev

HTUS:

13.00%

ARGT:

26.86%

Max Drawdown

HTUS:

-47.47%

ARGT:

-61.68%

Current Drawdown

HTUS:

-3.21%

ARGT:

-6.85%

Returns By Period

In the year-to-date period, HTUS achieves a 26.44% return, which is significantly lower than ARGT's 60.77% return.


HTUS

YTD

26.44%

1M

-0.80%

6M

9.26%

1Y

26.60%

5Y*

15.76%

10Y*

N/A

ARGT

YTD

60.77%

1M

0.90%

6M

45.54%

1Y

58.04%

5Y*

27.51%

10Y*

17.13%

Compare stocks, funds, or ETFs

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


HTUS vs. ARGT - Expense Ratio Comparison

HTUS has a 0.97% expense ratio, which is higher than ARGT's 0.60% expense ratio.


HTUS
Hull Tactical US ETF
Expense ratio chart for HTUS: current value at 0.97% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.97%
Expense ratio chart for ARGT: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

HTUS vs. ARGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hull Tactical US ETF (HTUS) and Global X MSCI Argentina ETF (ARGT). 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.


Sharpe ratio
The chart of Sharpe ratio for HTUS, currently valued at 1.84, compared to the broader market0.002.004.001.842.22
The chart of Sortino ratio for HTUS, currently valued at 2.51, compared to the broader market-2.000.002.004.006.008.0010.002.512.85
The chart of Omega ratio for HTUS, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.361.35
The chart of Calmar ratio for HTUS, currently valued at 3.39, compared to the broader market0.005.0010.0015.003.393.81
The chart of Martin ratio for HTUS, currently valued at 15.07, compared to the broader market0.0020.0040.0060.0080.00100.0015.079.77
HTUS
ARGT

The current HTUS Sharpe Ratio is 1.84, which is comparable to the ARGT Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of HTUS and ARGT, 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 Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.84
2.22
HTUS
ARGT

Dividends

HTUS vs. ARGT - Dividend Comparison

HTUS's dividend yield for the trailing twelve months is around 0.94%, more than ARGT's 0.90% yield.


TTM20232022202120202019201820172016201520142013
HTUS
Hull Tactical US ETF
0.94%1.18%7.86%7.21%3.77%0.92%10.57%8.29%3.02%0.00%0.00%0.00%
ARGT
Global X MSCI Argentina ETF
0.90%1.59%2.45%0.93%0.28%1.21%1.34%0.49%0.36%0.89%0.47%0.62%

Drawdowns

HTUS vs. ARGT - Drawdown Comparison

The maximum HTUS drawdown since its inception was -47.47%, smaller than the maximum ARGT drawdown of -61.68%. Use the drawdown chart below to compare losses from any high point for HTUS and ARGT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.21%
-6.85%
HTUS
ARGT

Volatility

HTUS vs. ARGT - Volatility Comparison

The current volatility for Hull Tactical US ETF (HTUS) is 3.62%, while Global X MSCI Argentina ETF (ARGT) has a volatility of 9.03%. This indicates that HTUS experiences smaller price fluctuations and is considered to be less risky than ARGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.62%
9.03%
HTUS
ARGT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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