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

Key characteristics


KRUZSPY
YTD Return19.68%27.04%
1Y Return34.80%39.75%
Sharpe Ratio2.713.15
Sortino Ratio3.674.19
Omega Ratio1.501.59
Calmar Ratio4.254.60
Martin Ratio16.3920.85
Ulcer Index2.06%1.85%
Daily Std Dev12.45%12.29%
Max Drawdown-10.03%-55.19%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.9

The correlation between KRUZ and SPY is 0.88, 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

KRUZ vs. SPY - Performance Comparison

In the year-to-date period, KRUZ achieves a 19.68% return, which is significantly lower than SPY's 27.04% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
31.84%
47.65%
KRUZ
SPY

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KRUZ vs. SPY - Expense Ratio Comparison

KRUZ has a 0.83% expense ratio, which is higher than SPY's 0.09% 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 SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

KRUZ vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Unusual Whales Subversive Republican Trading ETF (KRUZ) and SPDR S&P 500 ETF (SPY). 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.


KRUZ
Sharpe ratio
The chart of Sharpe ratio for KRUZ, currently valued at 2.71, compared to the broader market-2.000.002.004.006.002.71
Sortino ratio
The chart of Sortino ratio for KRUZ, currently valued at 3.67, compared to the broader market-2.000.002.004.006.008.0010.0012.003.67
Omega ratio
The chart of Omega ratio for KRUZ, currently valued at 1.50, compared to the broader market1.001.502.002.503.001.50
Calmar ratio
The chart of Calmar ratio for KRUZ, currently valued at 4.25, compared to the broader market0.005.0010.0015.004.25
Martin ratio
The chart of Martin ratio for KRUZ, currently valued at 16.39, compared to the broader market0.0020.0040.0060.0080.00100.00120.0016.39
SPY
Sharpe ratio
The chart of Sharpe ratio for SPY, currently valued at 3.15, compared to the broader market-2.000.002.004.006.003.15
Sortino ratio
The chart of Sortino ratio for SPY, currently valued at 4.19, compared to the broader market-2.000.002.004.006.008.0010.0012.004.19
Omega ratio
The chart of Omega ratio for SPY, currently valued at 1.59, compared to the broader market1.001.502.002.503.001.59
Calmar ratio
The chart of Calmar ratio for SPY, currently valued at 4.60, compared to the broader market0.005.0010.0015.004.60
Martin ratio
The chart of Martin ratio for SPY, currently valued at 20.85, compared to the broader market0.0020.0040.0060.0080.00100.00120.0020.85

KRUZ vs. SPY - Sharpe Ratio Comparison

The current KRUZ Sharpe Ratio is 2.71, which is comparable to the SPY Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of KRUZ and SPY, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.71
3.15
KRUZ
SPY

Dividends

KRUZ vs. SPY - Dividend Comparison

KRUZ's dividend yield for the trailing twelve months is around 0.84%, less than SPY's 1.17% 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%
SPY
SPDR S&P 500 ETF
1.17%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

KRUZ vs. SPY - Drawdown Comparison

The maximum KRUZ drawdown since its inception was -10.03%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for KRUZ and SPY. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
KRUZ
SPY

Volatility

KRUZ vs. SPY - Volatility Comparison

Unusual Whales Subversive Republican Trading ETF (KRUZ) has a higher volatility of 4.69% compared to SPDR S&P 500 ETF (SPY) at 3.95%. This indicates that KRUZ's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.69%
3.95%
KRUZ
SPY