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

Correlation

The correlation between KOMP and MVPS is 0.90, 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. MVPS - 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 Amplify Thematic All-Stars ETF (MVPS). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.47%
13.89%
KOMP
MVPS

Key characteristics

Sharpe Ratio

KOMP:

0.50

MVPS:

0.78

Sortino Ratio

KOMP:

0.82

MVPS:

1.17

Omega Ratio

KOMP:

1.10

MVPS:

1.15

Calmar Ratio

KOMP:

0.25

MVPS:

0.51

Martin Ratio

KOMP:

2.21

MVPS:

3.79

Ulcer Index

KOMP:

4.64%

MVPS:

4.73%

Daily Std Dev

KOMP:

20.38%

MVPS:

22.93%

Max Drawdown

KOMP:

-50.06%

MVPS:

-51.36%

Current Drawdown

KOMP:

-29.42%

MVPS:

-16.74%

Returns By Period

In the year-to-date period, KOMP achieves a 9.68% return, which is significantly lower than MVPS's 18.09% return.


KOMP

YTD

9.68%

1M

-1.74%

6M

10.48%

1Y

12.73%

5Y*

8.49%

10Y*

N/A

MVPS

YTD

18.09%

1M

2.01%

6M

13.89%

1Y

20.62%

5Y*

N/A

10Y*

N/A

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


KOMP vs. MVPS - Expense Ratio Comparison

KOMP has a 0.20% expense ratio, which is lower than MVPS's 0.49% expense ratio.


MVPS
Amplify Thematic All-Stars ETF
Expense ratio chart for MVPS: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
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. MVPS - 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 Amplify Thematic All-Stars ETF (MVPS). 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 0.50, compared to the broader market0.002.004.000.500.78
The chart of Sortino ratio for KOMP, currently valued at 0.82, compared to the broader market-2.000.002.004.006.008.0010.000.821.17
The chart of Omega ratio for KOMP, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.15
The chart of Calmar ratio for KOMP, currently valued at 0.29, compared to the broader market0.005.0010.0015.000.290.51
The chart of Martin ratio for KOMP, currently valued at 2.21, compared to the broader market0.0020.0040.0060.0080.00100.002.213.79
KOMP
MVPS

The current KOMP Sharpe Ratio is 0.50, which is lower than the MVPS Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of KOMP and MVPS, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.50
0.78
KOMP
MVPS

Dividends

KOMP vs. MVPS - Dividend Comparison

KOMP's dividend yield for the trailing twelve months is around 0.67%, while MVPS has not paid dividends to shareholders.


TTM202320222021202020192018
KOMP
SPDR S&P Kensho New Economies Composite ETF
0.67%1.27%1.47%1.44%0.69%0.81%0.13%
MVPS
Amplify Thematic All-Stars ETF
0.00%0.00%0.01%0.00%0.00%0.00%0.00%

Drawdowns

KOMP vs. MVPS - Drawdown Comparison

The maximum KOMP drawdown since its inception was -50.06%, roughly equal to the maximum MVPS drawdown of -51.36%. Use the drawdown chart below to compare losses from any high point for KOMP and MVPS. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-22.80%
-16.74%
KOMP
MVPS

Volatility

KOMP vs. MVPS - Volatility Comparison

The current volatility for SPDR S&P Kensho New Economies Composite ETF (KOMP) is 6.56%, while Amplify Thematic All-Stars ETF (MVPS) has a volatility of 7.42%. This indicates that KOMP experiences smaller price fluctuations and is considered to be less risky than MVPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.56%
7.42%
KOMP
MVPS
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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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