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HTUS vs. MKTN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HTUS vs. MKTN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hull Tactical US ETF (HTUS) and Federated Hermes MDT Market Neutral ETF (MKTN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HTUS achieves a 8.95% return, which is significantly higher than MKTN's 0.14% return.


HTUS

1D
-1.20%
1M
-0.99%
YTD
8.95%
6M
8.55%
1Y
24.12%
3Y*
20.35%
5Y*
14.66%
10Y*
12.20%

MKTN

1D
0.31%
1M
-0.11%
YTD
0.14%
6M
0.27%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HTUS vs. MKTN - Yearly Performance Comparison


2026 (YTD)2025
HTUS
Hull Tactical US ETF
8.95%4.67%
MKTN
Federated Hermes MDT Market Neutral ETF
0.14%3.22%

Correlation

The correlation between HTUS and MKTN is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 25, 2025

0.02

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Return for Risk

HTUS vs. MKTN — Risk / Return Rank

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

HTUS
HTUS Risk / Return Rank: 6868
Overall Rank
HTUS Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
HTUS Sortino Ratio Rank: 6868
Sortino Ratio Rank
HTUS Omega Ratio Rank: 6969
Omega Ratio Rank
HTUS Calmar Ratio Rank: 5959
Calmar Ratio Rank
HTUS Martin Ratio Rank: 7676
Martin Ratio Rank

MKTN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

HTUS vs. MKTN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hull Tactical US ETF (HTUS) and Federated Hermes MDT Market Neutral ETF (MKTN). 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.


HTUSMKTNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

2.79

Martin ratioReturn relative to average drawdown

13.82

HTUS vs. MKTN - Sharpe Ratio Comparison


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Drawdowns

HTUS vs. MKTN - Drawdown Comparison

The maximum HTUS drawdown since its inception was -47.50%, which is greater than MKTN's maximum drawdown of -4.13%. Use the drawdown chart below to compare losses from any high point for HTUS and MKTN.


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Drawdown Indicators


HTUSMKTNDifference

Max Drawdown

Largest peak-to-trough decline

-47.50%

-4.13%

-43.37%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

Max Drawdown (3Y)

Largest decline over 3 years

-24.41%

Max Drawdown (5Y)

Largest decline over 5 years

-24.41%

Max Drawdown (10Y)

Largest decline over 10 years

-47.50%

Current Drawdown

Current decline from peak

-2.67%

-1.76%

-0.91%

Average Drawdown

Average peak-to-trough decline

-4.05%

-1.20%

-2.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

Volatility

HTUS vs. MKTN - Volatility Comparison


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Volatility by Period


HTUSMKTNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

Volatility (6M)

Calculated over the trailing 6-month period

10.00%

Volatility (1Y)

Calculated over the trailing 1-year period

12.04%

6.74%

+5.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.09%

6.74%

+12.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.49%

6.74%

+14.75%

Dividends

HTUS vs. MKTN - Dividend Comparison

HTUS's dividend yield for the trailing twelve months is around 10.91%, more than MKTN's 0.51% yield.


PositionTTM2025202420232022202120202019201820172016
HTUS
Hull Tactical US ETF
10.91%11.89%17.80%1.18%5.63%7.20%3.77%0.92%8.69%8.29%3.02%
MKTN
Federated Hermes MDT Market Neutral ETF
0.51%0.51%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HTUS and MKTN have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HTUS has the higher dividend yield at 10.91%, compared with 0.51% for MKTN.

They also come from different issuers: Exchange Traded Concepts and Federated Hermes.

Portfolio Optimizer

Find the right allocation for HTUS and MKTN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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