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KROP vs. WFH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KROP vs. WFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X AgTech & Food Innovation ETF (KROP) and Direxion Work From Home ETF (WFH). The values are adjusted to include any dividend payments, if applicable.

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KROP vs. WFH - Yearly Performance Comparison


2026 (YTD)20252024202320222021
KROP
Global X AgTech & Food Innovation ETF
15.06%7.95%-8.74%-23.86%-27.23%-18.75%
WFH
Direxion Work From Home ETF
0.00%15.47%18.55%35.75%-45.26%0.20%

Returns By Period


KROP

1D
0.91%
1M
-4.77%
YTD
15.06%
6M
15.34%
1Y
18.33%
3Y*
-5.23%
5Y*
10Y*

WFH

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KROP vs. WFH - Expense Ratio Comparison

KROP has a 0.50% expense ratio, which is higher than WFH's 0.45% expense ratio.


Return for Risk

KROP vs. WFH — Risk / Return Rank

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

KROP
KROP Risk / Return Rank: 5151
Overall Rank
KROP Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
KROP Sortino Ratio Rank: 5050
Sortino Ratio Rank
KROP Omega Ratio Rank: 4848
Omega Ratio Rank
KROP Calmar Ratio Rank: 6666
Calmar Ratio Rank
KROP Martin Ratio Rank: 4242
Martin Ratio Rank

WFH
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.

KROP vs. WFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X AgTech & Food Innovation ETF (KROP) and Direxion Work From Home ETF (WFH). 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.


KROPWFHDifference

Sharpe ratio

Return per unit of total volatility

0.96

Sortino ratio

Return per unit of downside risk

1.41

Omega ratio

Gain probability vs. loss probability

1.19

Calmar ratio

Return relative to maximum drawdown

1.78

Martin ratio

Return relative to average drawdown

4.21

KROP vs. WFH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KROPWFHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.60

Correlation

The correlation between KROP and WFH is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

KROP vs. WFH - Dividend Comparison

KROP's dividend yield for the trailing twelve months is around 2.37%, more than WFH's 0.91% yield.


TTM202520242023202220212020
KROP
Global X AgTech & Food Innovation ETF
2.37%2.73%1.89%1.36%0.71%0.69%0.00%
WFH
Direxion Work From Home ETF
0.91%0.94%0.50%0.67%0.42%0.79%0.86%

Drawdowns

KROP vs. WFH - Drawdown Comparison


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Drawdown Indicators


KROPWFHDifference

Max Drawdown

Largest peak-to-trough decline

-61.96%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

Current Drawdown

Current decline from peak

-49.60%

Average Drawdown

Average peak-to-trough decline

-44.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.78%

Volatility

KROP vs. WFH - Volatility Comparison


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Volatility by Period


KROPWFHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

Volatility (6M)

Calculated over the trailing 6-month period

12.34%

Volatility (1Y)

Calculated over the trailing 1-year period

19.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.43%