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KRUZ vs. SMH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

KRUZ vs. SMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Unusual Whales Subversive Republican Trading ETF (KRUZ) and VanEck Vectors Semiconductor ETF (SMH). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
11.13%
0.14%
KRUZ
SMH

Returns By Period

In the year-to-date period, KRUZ achieves a 20.40% return, which is significantly lower than SMH's 39.89% return.


KRUZ

YTD

20.40%

1M

4.44%

6M

11.13%

1Y

29.43%

5Y (annualized)

N/A

10Y (annualized)

N/A

SMH

YTD

39.89%

1M

-1.76%

6M

0.15%

1Y

51.80%

5Y (annualized)

33.24%

10Y (annualized)

28.03%

Key characteristics


KRUZSMH
Sharpe Ratio2.391.50
Sortino Ratio3.252.01
Omega Ratio1.441.26
Calmar Ratio3.702.09
Martin Ratio14.225.56
Ulcer Index2.07%9.31%
Daily Std Dev12.29%34.44%
Max Drawdown-10.03%-95.73%
Current Drawdown0.00%-13.03%

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KRUZ vs. SMH - Expense Ratio Comparison

KRUZ has a 0.83% expense ratio, which is higher than SMH's 0.35% expense ratio.


KRUZ
Unusual Whales Subversive Republican Trading ETF
Expense ratio chart for KRUZ: current value at 0.83% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.83%
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Correlation

-0.50.00.51.00.6

The correlation between KRUZ and SMH is 0.63, 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.

Risk-Adjusted Performance

KRUZ vs. SMH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Unusual Whales Subversive Republican Trading ETF (KRUZ) and VanEck Vectors Semiconductor ETF (SMH). 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 KRUZ, currently valued at 2.39, compared to the broader market0.002.004.002.391.50
The chart of Sortino ratio for KRUZ, currently valued at 3.25, compared to the broader market-2.000.002.004.006.008.0010.0012.003.252.01
The chart of Omega ratio for KRUZ, currently valued at 1.44, compared to the broader market0.501.001.502.002.503.001.441.26
The chart of Calmar ratio for KRUZ, currently valued at 3.70, compared to the broader market0.005.0010.0015.0020.003.702.09
The chart of Martin ratio for KRUZ, currently valued at 14.22, compared to the broader market0.0020.0040.0060.0080.00100.0014.225.56
KRUZ
SMH

The current KRUZ Sharpe Ratio is 2.39, which is higher than the SMH Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of KRUZ and SMH, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.39
1.50
KRUZ
SMH

Dividends

KRUZ vs. SMH - Dividend Comparison

KRUZ's dividend yield for the trailing twelve months is around 0.84%, more than SMH's 0.43% yield.


TTM20232022202120202019201820172016201520142013
KRUZ
Unusual Whales Subversive Republican Trading ETF
0.84%1.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMH
VanEck Vectors Semiconductor ETF
0.43%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%

Drawdowns

KRUZ vs. SMH - Drawdown Comparison

The maximum KRUZ drawdown since its inception was -10.03%, smaller than the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for KRUZ and SMH. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-13.03%
KRUZ
SMH

Volatility

KRUZ vs. SMH - Volatility Comparison

The current volatility for Unusual Whales Subversive Republican Trading ETF (KRUZ) is 4.46%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 8.43%. This indicates that KRUZ experiences smaller price fluctuations and is considered to be less risky than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
4.46%
8.43%
KRUZ
SMH