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KRUZ vs. BUFH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KRUZ vs. BUFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Unusual Whales Subversive Republican Trading ETF (KRUZ) and FT Vest Laddered Max Buffer ETF (BUFH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


KRUZ

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

BUFH

1D
0.00%
1M
0.00%
YTD
2.30%
6M
2.28%
1Y
6.28%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KRUZ vs. BUFH - Yearly Performance Comparison


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Return for Risk

KRUZ vs. BUFH — Risk / Return Rank

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

KRUZ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


BUFH
BUFH Risk / Return Rank: 9191
Overall Rank
BUFH Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
BUFH Sortino Ratio Rank: 9494
Sortino Ratio Rank
BUFH Omega Ratio Rank: 9494
Omega Ratio Rank
BUFH Calmar Ratio Rank: 8484
Calmar Ratio Rank
BUFH Martin Ratio Rank: 9292
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.

KRUZ vs. BUFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Unusual Whales Subversive Republican Trading ETF (KRUZ) and FT Vest Laddered Max Buffer ETF (BUFH). 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.


KRUZBUFHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.59

Calmar ratioReturn relative to maximum drawdown

4.11

Martin ratioReturn relative to average drawdown

19.34

KRUZ vs. BUFH - Sharpe Ratio Comparison


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Drawdowns

KRUZ vs. BUFH - Drawdown Comparison


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Drawdown Indicators


KRUZBUFHDifference

Max Drawdown

Largest peak-to-trough decline

-1.53%

Max Drawdown (1Y)

Largest decline over 1 year

-1.53%

Current Drawdown

Current decline from peak

-0.26%

Average Drawdown

Average peak-to-trough decline

-0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

Volatility

KRUZ vs. BUFH - Volatility Comparison


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Volatility by Period


KRUZBUFHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

Volatility (6M)

Calculated over the trailing 6-month period

1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.37%

KRUZ vs. BUFH - Expense Ratio Comparison

KRUZ has a 0.83% expense ratio, which is lower than BUFH's 0.95% expense ratio.


Dividends

KRUZ vs. BUFH - Dividend Comparison

Neither KRUZ nor BUFH has paid dividends to shareholders.


PositionTTM202520242023
BUFH
FT Vest Laddered Max Buffer ETF
0.00%0.00%0.00%0.00%
KRUZ
Unusual Whales Subversive Republican Trading ETF
0.00%0.00%0.57%1.01%

Frequently Asked Questions


On fees, KRUZ is cheaper at 0.83% per year. The better choice depends on whether you care most about return, fees, risk, or income.

KRUZ is cheaper with a 0.83% expense ratio, compared with 0.95% for BUFH.

KRUZ and BUFH have nearly identical dividend yields, around 0.00%.

KRUZ is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: Subversive and First Trust. Their fees differ too: 0.83% for KRUZ and 0.95% for BUFH.

Portfolio Optimizer

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