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KOMP vs. IRBO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KOMP and IRBO is 0.88, 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.


-0.50.00.51.00.9

Performance

KOMP vs. IRBO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Kensho New Economies Composite ETF (KOMP) and iShares Robotics and Artificial Intelligence Multisector ETF (IRBO). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
86.10%
60.14%
KOMP
IRBO

Key characteristics

Returns By Period


KOMP

YTD

11.19%

1M

-0.85%

6M

12.21%

1Y

11.94%

5Y*

8.78%

10Y*

N/A

IRBO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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KOMP vs. IRBO - Expense Ratio Comparison

KOMP has a 0.20% expense ratio, which is lower than IRBO's 0.47% expense ratio.


IRBO
iShares Robotics and Artificial Intelligence Multisector ETF
Expense ratio chart for IRBO: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
Expense ratio chart for KOMP: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

KOMP vs. IRBO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Kensho New Economies Composite ETF (KOMP) and iShares Robotics and Artificial Intelligence Multisector ETF (IRBO). 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 KOMP, currently valued at 0.70, compared to the broader market0.002.004.000.70-0.07
The chart of Sortino ratio for KOMP, currently valued at 1.08, compared to the broader market-2.000.002.004.006.008.0010.001.080.03
The chart of Omega ratio for KOMP, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.00
The chart of Calmar ratio for KOMP, currently valued at 0.35, compared to the broader market0.005.0010.0015.000.35-0.03
The chart of Martin ratio for KOMP, currently valued at 3.07, compared to the broader market0.0020.0040.0060.0080.00100.003.07-0.23
KOMP
IRBO


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.70
-0.07
KOMP
IRBO

Dividends

KOMP vs. IRBO - Dividend Comparison

KOMP's dividend yield for the trailing twelve months is around 0.66%, while IRBO has not paid dividends to shareholders.


TTM202320222021202020192018
KOMP
SPDR S&P Kensho New Economies Composite ETF
0.66%1.27%1.47%1.44%0.69%0.81%0.13%
IRBO
iShares Robotics and Artificial Intelligence Multisector ETF
0.35%0.62%0.13%1.14%0.53%0.69%0.34%

Drawdowns

KOMP vs. IRBO - Drawdown Comparison


-40.00%-35.00%-30.00%-25.00%JulyAugustSeptemberOctoberNovemberDecember
-28.45%
-32.91%
KOMP
IRBO

Volatility

KOMP vs. IRBO - Volatility Comparison

SPDR S&P Kensho New Economies Composite ETF (KOMP) has a higher volatility of 6.70% compared to iShares Robotics and Artificial Intelligence Multisector ETF (IRBO) at 0.00%. This indicates that KOMP's price experiences larger fluctuations and is considered to be riskier than IRBO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.70%
0
KOMP
IRBO
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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.

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