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KRMA vs. BDGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KRMA and BDGS 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

KRMA vs. BDGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Conscious Companies ETF (KRMA) and Bridges Capital Tactical ETF (BDGS). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

KRMA:

0.44

BDGS:

1.52

Sortino Ratio

KRMA:

0.78

BDGS:

2.41

Omega Ratio

KRMA:

1.11

BDGS:

1.45

Calmar Ratio

KRMA:

0.46

BDGS:

1.92

Martin Ratio

KRMA:

1.74

BDGS:

8.98

Ulcer Index

KRMA:

5.13%

BDGS:

1.95%

Daily Std Dev

KRMA:

19.37%

BDGS:

11.52%

Max Drawdown

KRMA:

-36.16%

BDGS:

-9.12%

Current Drawdown

KRMA:

-4.69%

BDGS:

-0.67%

Returns By Period

In the year-to-date period, KRMA achieves a -0.64% return, which is significantly lower than BDGS's 2.02% return.


KRMA

YTD

-0.64%

1M

9.07%

6M

-3.66%

1Y

8.44%

5Y*

15.34%

10Y*

N/A

BDGS

YTD

2.02%

1M

3.45%

6M

3.51%

1Y

17.38%

5Y*

N/A

10Y*

N/A

*Annualized

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KRMA vs. BDGS - Expense Ratio Comparison

KRMA has a 0.43% expense ratio, which is lower than BDGS's 0.85% expense ratio.


Risk-Adjusted Performance

KRMA vs. BDGS — Risk-Adjusted Performance Rank

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

KRMA
The Risk-Adjusted Performance Rank of KRMA is 4848
Overall Rank
The Sharpe Ratio Rank of KRMA is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of KRMA is 4646
Sortino Ratio Rank
The Omega Ratio Rank of KRMA is 4848
Omega Ratio Rank
The Calmar Ratio Rank of KRMA is 5252
Calmar Ratio Rank
The Martin Ratio Rank of KRMA is 5151
Martin Ratio Rank

BDGS
The Risk-Adjusted Performance Rank of BDGS is 9393
Overall Rank
The Sharpe Ratio Rank of BDGS is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BDGS is 9393
Sortino Ratio Rank
The Omega Ratio Rank of BDGS is 9696
Omega Ratio Rank
The Calmar Ratio Rank of BDGS is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BDGS is 9292
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.

KRMA vs. BDGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Conscious Companies ETF (KRMA) and Bridges Capital Tactical ETF (BDGS). 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 KRMA Sharpe Ratio is 0.44, which is lower than the BDGS Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of KRMA and BDGS, 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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Dividends

KRMA vs. BDGS - Dividend Comparison

KRMA's dividend yield for the trailing twelve months is around 0.91%, less than BDGS's 1.77% yield.


TTM202420232022202120202019201820172016
KRMA
Global X Conscious Companies ETF
0.91%0.91%1.16%0.86%1.07%0.96%1.53%1.82%1.21%0.96%
BDGS
Bridges Capital Tactical ETF
1.77%1.81%0.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

KRMA vs. BDGS - Drawdown Comparison

The maximum KRMA drawdown since its inception was -36.16%, which is greater than BDGS's maximum drawdown of -9.12%. Use the drawdown chart below to compare losses from any high point for KRMA and BDGS. For additional features, visit the drawdowns tool.


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Volatility

KRMA vs. BDGS - Volatility Comparison

Global X Conscious Companies ETF (KRMA) has a higher volatility of 6.36% compared to Bridges Capital Tactical ETF (BDGS) at 2.74%. This indicates that KRMA's price experiences larger fluctuations and is considered to be riskier than BDGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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