PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IBUY vs. FPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IBUY and FPX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

IBUY vs. FPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Online Retail ETF (IBUY) and First Trust US Equity Opportunities ETF (FPX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
19.78%
24.22%
IBUY
FPX

Key characteristics

Sharpe Ratio

IBUY:

1.03

FPX:

1.41

Sortino Ratio

IBUY:

1.53

FPX:

1.98

Omega Ratio

IBUY:

1.19

FPX:

1.25

Calmar Ratio

IBUY:

0.36

FPX:

0.96

Martin Ratio

IBUY:

4.41

FPX:

6.74

Ulcer Index

IBUY:

5.19%

FPX:

4.64%

Daily Std Dev

IBUY:

22.19%

FPX:

22.12%

Max Drawdown

IBUY:

-73.00%

FPX:

-56.29%

Current Drawdown

IBUY:

-52.99%

FPX:

-8.02%

Returns By Period

In the year-to-date period, IBUY achieves a 21.54% return, which is significantly lower than FPX's 28.73% return.


IBUY

YTD

21.54%

1M

1.22%

6M

19.78%

1Y

20.17%

5Y*

4.98%

10Y*

N/A

FPX

YTD

28.73%

1M

-0.81%

6M

24.22%

1Y

29.06%

5Y*

9.34%

10Y*

9.95%

Compare stocks, funds, or ETFs

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


IBUY vs. FPX - Expense Ratio Comparison

IBUY has a 0.65% expense ratio, which is higher than FPX's 0.57% expense ratio.


IBUY
Amplify Online Retail ETF
Expense ratio chart for IBUY: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for FPX: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%

Risk-Adjusted Performance

IBUY vs. FPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Online Retail ETF (IBUY) and First Trust US Equity Opportunities ETF (FPX). 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 IBUY, currently valued at 1.03, compared to the broader market0.002.004.001.031.41
The chart of Sortino ratio for IBUY, currently valued at 1.53, compared to the broader market-2.000.002.004.006.008.0010.001.531.98
The chart of Omega ratio for IBUY, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.25
The chart of Calmar ratio for IBUY, currently valued at 0.36, compared to the broader market0.005.0010.0015.000.360.96
The chart of Martin ratio for IBUY, currently valued at 4.41, compared to the broader market0.0020.0040.0060.0080.00100.004.416.74
IBUY
FPX

The current IBUY Sharpe Ratio is 1.03, which is comparable to the FPX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of IBUY and FPX, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.03
1.41
IBUY
FPX

Dividends

IBUY vs. FPX - Dividend Comparison

IBUY has not paid dividends to shareholders, while FPX's dividend yield for the trailing twelve months is around 0.11%.


TTM20232022202120202019201820172016201520142013
IBUY
Amplify Online Retail ETF
0.00%0.00%0.00%0.00%0.54%0.29%0.00%0.00%0.00%0.00%0.00%0.00%
FPX
First Trust US Equity Opportunities ETF
0.11%0.27%1.08%0.14%0.28%0.67%0.88%0.68%0.77%0.62%0.79%0.51%

Drawdowns

IBUY vs. FPX - Drawdown Comparison

The maximum IBUY drawdown since its inception was -73.00%, which is greater than FPX's maximum drawdown of -56.29%. Use the drawdown chart below to compare losses from any high point for IBUY and FPX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-52.99%
-8.02%
IBUY
FPX

Volatility

IBUY vs. FPX - Volatility Comparison

The current volatility for Amplify Online Retail ETF (IBUY) is 7.33%, while First Trust US Equity Opportunities ETF (FPX) has a volatility of 8.59%. This indicates that IBUY experiences smaller price fluctuations and is considered to be less risky than FPX 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
7.33%
8.59%
IBUY
FPX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab