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KDRN vs. FAAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KDRN vs. FAAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kingsbarn Tactical Bond ETF (KDRN) and First Trust Alternative Absolute Return Strategy ETF (FAAR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KDRN achieves a 1.33% return, which is significantly lower than FAAR's 20.28% return.


KDRN

1D
0.09%
1M
0.56%
YTD
1.33%
6M
1.24%
1Y
3.40%
3Y*
3.44%
5Y*
10Y*

FAAR

1D
0.31%
1M
-4.57%
YTD
20.28%
6M
20.86%
1Y
26.92%
3Y*
10.85%
5Y*
8.03%
10Y*
4.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KDRN vs. FAAR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
KDRN
Kingsbarn Tactical Bond ETF
1.33%4.65%1.30%10.06%-12.05%0.06%
FAAR
First Trust Alternative Absolute Return Strategy ETF
20.28%8.07%5.97%-5.63%10.15%1.71%

Correlation

The correlation between KDRN and FAAR is -0.25, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.25

Correlation (3Y)
Calculated over the trailing 3-year period

-0.10

Correlation (All Time)
Calculated using the full available price history since Dec 21, 2021

-0.09

The correlation between KDRN and FAAR shifts across timeframes, from -0.25 (1 year) to -0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

KDRN vs. FAAR — Risk / Return Rank

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

KDRN
KDRN Risk / Return Rank: 3232
Overall Rank
KDRN Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
KDRN Sortino Ratio Rank: 3030
Sortino Ratio Rank
KDRN Omega Ratio Rank: 3131
Omega Ratio Rank
KDRN Calmar Ratio Rank: 4141
Calmar Ratio Rank
KDRN Martin Ratio Rank: 2929
Martin Ratio Rank

FAAR
FAAR Risk / Return Rank: 7171
Overall Rank
FAAR Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FAAR Sortino Ratio Rank: 6666
Sortino Ratio Rank
FAAR Omega Ratio Rank: 5858
Omega Ratio Rank
FAAR Calmar Ratio Rank: 8787
Calmar Ratio Rank
FAAR Martin Ratio Rank: 7878
Martin Ratio Rank
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.

KDRN vs. FAAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kingsbarn Tactical Bond ETF (KDRN) and First Trust Alternative Absolute Return Strategy ETF (FAAR). 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.


KDRNFAARDifference
Sharpe ratioReturn per unit of total volatility

-0.94

Sortino ratioReturn per unit of downside risk

-1.30

Omega ratioGain probability vs. loss probability

1.20

1.34

-0.14

Calmar ratioReturn relative to maximum drawdown

2.02

4.72

-2.70

Martin ratioReturn relative to average drawdown

3.99

14.40

-10.41

KDRN vs. FAAR - Sharpe Ratio Comparison

The current KDRN Sharpe Ratio is 1.07, which is lower than the FAAR Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of KDRN and FAAR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

KDRN vs. FAAR - Drawdown Comparison

The maximum KDRN drawdown since its inception was -15.29%, smaller than the maximum FAAR drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for KDRN and FAAR.


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Drawdown Indicators


KDRNFAARDifference

Max Drawdown

Largest peak-to-trough decline

-15.29%

-18.03%

+2.74%

Max Drawdown (1Y)

Largest decline over 1 year

-1.77%

-5.68%

+3.91%

Max Drawdown (3Y)

Largest decline over 3 years

-4.94%

-11.54%

+6.60%

Max Drawdown (5Y)

Largest decline over 5 years

-18.03%

Max Drawdown (10Y)

Largest decline over 10 years

-18.03%

Current Drawdown

Current decline from peak

-0.71%

-5.39%

+4.68%

Average Drawdown

Average peak-to-trough decline

-4.72%

-7.83%

+3.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

1.87%

-0.97%

Volatility

KDRN vs. FAAR - Volatility Comparison

The current volatility for Kingsbarn Tactical Bond ETF (KDRN) is 0.68%, while First Trust Alternative Absolute Return Strategy ETF (FAAR) has a volatility of 2.50%. This indicates that KDRN experiences smaller price fluctuations and is considered to be less risky than FAAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KDRNFAARDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.68%

2.50%

-1.82%

Volatility (6M)

Calculated over the trailing 6-month period

2.01%

9.71%

-7.70%

Volatility (1Y)

Calculated over the trailing 1-year period

3.35%

13.36%

-10.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.58%

12.95%

-6.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.58%

11.53%

-4.95%

KDRN vs. FAAR - Expense Ratio Comparison

KDRN has a 1.09% expense ratio, which is higher than FAAR's 0.95% expense ratio.


Dividends

KDRN vs. FAAR - Dividend Comparison

KDRN's dividend yield for the trailing twelve months is around 3.11%, less than FAAR's 9.57% yield.


PositionTTM202520242023202220212020201920182017
FAAR
First Trust Alternative Absolute Return Strategy ETF
9.57%11.63%3.45%3.20%5.82%6.49%3.05%1.02%0.58%2.83%
KDRN
Kingsbarn Tactical Bond ETF
3.11%2.54%2.83%2.84%2.11%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


KDRN and FAAR have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FAAR has higher volatility (2.50%) compared to KDRN (0.68%). In terms of maximum drawdown, KDRN dropped -15.29% vs FAAR's -18.03%.

On 3-year performance, FAAR leads with 10.85% vs 3.44% for KDRN. On fees, FAAR is cheaper at 0.95% per year. On volatility, KDRN has been the lower-risk option at 0.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, FAAR has performed better with a 10.85% return vs 3.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FAAR is cheaper with a 0.95% expense ratio, compared with 1.09% for KDRN.

FAAR has the higher dividend yield at 9.57%, compared with 3.11% for KDRN.

KDRN is categorized as Intermediate Core-Plus Bond, while FAAR is Commodities. They also come from different issuers: Kingsbarn and First Trust. Their fees differ too: 1.09% for KDRN and 0.95% for FAAR.

FAAR currently has the higher Sharpe Ratio (2.01 vs 1.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for KDRN and FAAR

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