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

Correlation

The correlation between IRONX and RSST 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

IRONX vs. RSST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ironclad Managed Risk Fund (IRONX) and Return Stacked U.S. Stocks & Managed Futures ETF (RSST). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
15.12%
22.83%
IRONX
RSST

Key characteristics

Sharpe Ratio

IRONX:

1.84

RSST:

0.81

Sortino Ratio

IRONX:

2.54

RSST:

1.20

Omega Ratio

IRONX:

1.35

RSST:

1.15

Calmar Ratio

IRONX:

1.53

RSST:

1.05

Martin Ratio

IRONX:

11.45

RSST:

2.76

Ulcer Index

IRONX:

1.41%

RSST:

6.90%

Daily Std Dev

IRONX:

8.73%

RSST:

23.62%

Max Drawdown

IRONX:

-20.55%

RSST:

-18.16%

Current Drawdown

IRONX:

-2.07%

RSST:

-6.74%

Returns By Period

In the year-to-date period, IRONX achieves a 16.20% return, which is significantly lower than RSST's 20.94% return.


IRONX

YTD

16.20%

1M

-0.70%

6M

6.30%

1Y

15.99%

5Y*

3.63%

10Y*

1.37%

RSST

YTD

20.94%

1M

2.66%

6M

-0.27%

1Y

19.94%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


IRONX vs. RSST - Expense Ratio Comparison

IRONX has a 1.25% expense ratio, which is higher than RSST's 1.04% expense ratio.


IRONX
Ironclad Managed Risk Fund
Expense ratio chart for IRONX: current value at 1.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.25%
Expense ratio chart for RSST: current value at 1.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.04%

Risk-Adjusted Performance

IRONX vs. RSST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ironclad Managed Risk Fund (IRONX) and Return Stacked U.S. Stocks & Managed Futures ETF (RSST). 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 IRONX, currently valued at 1.84, compared to the broader market-1.000.001.002.003.001.840.81
The chart of Sortino ratio for IRONX, currently valued at 2.54, compared to the broader market-2.000.002.004.006.008.002.541.20
The chart of Omega ratio for IRONX, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.351.15
The chart of Calmar ratio for IRONX, currently valued at 3.39, compared to the broader market0.002.004.006.008.0010.0012.003.391.05
The chart of Martin ratio for IRONX, currently valued at 11.45, compared to the broader market0.0010.0020.0030.0040.0050.0060.0011.452.76
IRONX
RSST

The current IRONX Sharpe Ratio is 1.84, which is higher than the RSST Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of IRONX and RSST, 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 Ratio1.001.502.002.50Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22
1.84
0.81
IRONX
RSST

Dividends

IRONX vs. RSST - Dividend Comparison

IRONX's dividend yield for the trailing twelve months is around 0.19%, more than RSST's 0.09% yield.


TTM20232022202120202019
IRONX
Ironclad Managed Risk Fund
0.19%0.00%0.00%0.00%0.00%1.00%
RSST
Return Stacked U.S. Stocks & Managed Futures ETF
0.09%0.93%0.00%0.00%0.00%0.00%

Drawdowns

IRONX vs. RSST - Drawdown Comparison

The maximum IRONX drawdown since its inception was -20.55%, which is greater than RSST's maximum drawdown of -18.16%. Use the drawdown chart below to compare losses from any high point for IRONX and RSST. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.07%
-6.74%
IRONX
RSST

Volatility

IRONX vs. RSST - Volatility Comparison

The current volatility for Ironclad Managed Risk Fund (IRONX) is 3.55%, while Return Stacked U.S. Stocks & Managed Futures ETF (RSST) has a volatility of 6.24%. This indicates that IRONX experiences smaller price fluctuations and is considered to be less risky than RSST 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
3.55%
6.24%
IRONX
RSST
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