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JSTC vs. GABF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JSTC and GABF is 0.78, 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.


Performance

JSTC vs. GABF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adasina Social Justice All Cap Global ETF (JSTC) and Gabelli Financial Services Opportunities ETF (GABF). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JSTC:

0.73

GABF:

1.03

Sortino Ratio

JSTC:

1.08

GABF:

1.43

Omega Ratio

JSTC:

1.15

GABF:

1.22

Calmar Ratio

JSTC:

0.69

GABF:

1.13

Martin Ratio

JSTC:

2.96

GABF:

3.82

Ulcer Index

JSTC:

3.90%

GABF:

6.18%

Daily Std Dev

JSTC:

16.62%

GABF:

24.25%

Max Drawdown

JSTC:

-26.82%

GABF:

-20.86%

Current Drawdown

JSTC:

-1.10%

GABF:

-6.74%

Returns By Period

In the year-to-date period, JSTC achieves a 4.54% return, which is significantly higher than GABF's -0.67% return.


JSTC

YTD

4.54%

1M

4.21%

6M

-0.29%

1Y

12.00%

3Y*

8.10%

5Y*

N/A

10Y*

N/A

GABF

YTD

-0.67%

1M

5.38%

6M

-6.60%

1Y

24.73%

3Y*

23.00%

5Y*

N/A

10Y*

N/A

*Annualized

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JSTC vs. GABF - Expense Ratio Comparison

JSTC has a 0.89% expense ratio, which is higher than GABF's 0.10% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

JSTC vs. GABF — Risk-Adjusted Performance Rank

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

JSTC
The Risk-Adjusted Performance Rank of JSTC is 6464
Overall Rank
The Sharpe Ratio Rank of JSTC is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of JSTC is 6262
Sortino Ratio Rank
The Omega Ratio Rank of JSTC is 6363
Omega Ratio Rank
The Calmar Ratio Rank of JSTC is 6666
Calmar Ratio Rank
The Martin Ratio Rank of JSTC is 6969
Martin Ratio Rank

GABF
The Risk-Adjusted Performance Rank of GABF is 7979
Overall Rank
The Sharpe Ratio Rank of GABF is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of GABF is 7878
Sortino Ratio Rank
The Omega Ratio Rank of GABF is 8181
Omega Ratio Rank
The Calmar Ratio Rank of GABF is 8383
Calmar Ratio Rank
The Martin Ratio Rank of GABF is 7777
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.

JSTC vs. GABF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Adasina Social Justice All Cap Global ETF (JSTC) and Gabelli Financial Services Opportunities ETF (GABF). 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 current JSTC Sharpe Ratio is 0.73, which is comparable to the GABF Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of JSTC and GABF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

JSTC vs. GABF - Dividend Comparison

JSTC's dividend yield for the trailing twelve months is around 1.06%, less than GABF's 4.22% yield.


TTM2024202320222021
JSTC
Adasina Social Justice All Cap Global ETF
1.06%1.11%1.03%0.83%0.96%
GABF
Gabelli Financial Services Opportunities ETF
4.22%4.19%4.95%1.31%0.00%

Drawdowns

JSTC vs. GABF - Drawdown Comparison

The maximum JSTC drawdown since its inception was -26.82%, which is greater than GABF's maximum drawdown of -20.86%. Use the drawdown chart below to compare losses from any high point for JSTC and GABF.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

JSTC vs. GABF - Volatility Comparison

The current volatility for Adasina Social Justice All Cap Global ETF (JSTC) is 3.72%, while Gabelli Financial Services Opportunities ETF (GABF) has a volatility of 5.30%. This indicates that JSTC experiences smaller price fluctuations and is considered to be less risky than GABF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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