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LBAY vs. MKTN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LBAY vs. MKTN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leatherback Long/Short Alternative Yield ETF (LBAY) and Federated Hermes MDT Market Neutral ETF (MKTN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LBAY achieves a 3.90% return, which is significantly higher than MKTN's 0.14% return.


LBAY

1D
0.94%
1M
-3.88%
YTD
3.90%
6M
4.36%
1Y
4.26%
3Y*
2.12%
5Y*
4.68%
10Y*

MKTN

1D
0.31%
1M
-0.11%
YTD
0.14%
6M
0.27%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LBAY vs. MKTN - Yearly Performance Comparison


Correlation

The correlation between LBAY and MKTN is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 25, 2025

0.03

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Return for Risk

LBAY vs. MKTN — Risk / Return Rank

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

LBAY
LBAY Risk / Return Rank: 1212
Overall Rank
LBAY Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
LBAY Sortino Ratio Rank: 1212
Sortino Ratio Rank
LBAY Omega Ratio Rank: 1212
Omega Ratio Rank
LBAY Calmar Ratio Rank: 1212
Calmar Ratio Rank
LBAY Martin Ratio Rank: 1212
Martin Ratio Rank

MKTN

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

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.

LBAY vs. MKTN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leatherback Long/Short Alternative Yield ETF (LBAY) and Federated Hermes MDT Market Neutral ETF (MKTN). 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.


LBAYMKTNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.06

Calmar ratioReturn relative to maximum drawdown

0.31

Martin ratioReturn relative to average drawdown

0.80

LBAY vs. MKTN - Sharpe Ratio Comparison


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Drawdowns

LBAY vs. MKTN - Drawdown Comparison

The maximum LBAY drawdown since its inception was -15.99%, which is greater than MKTN's maximum drawdown of -4.13%. Use the drawdown chart below to compare losses from any high point for LBAY and MKTN.


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Drawdown Indicators


LBAYMKTNDifference

Max Drawdown

Largest peak-to-trough decline

-15.99%

-4.13%

-11.86%

Max Drawdown (1Y)

Largest decline over 1 year

-13.61%

Max Drawdown (3Y)

Largest decline over 3 years

-14.57%

Max Drawdown (5Y)

Largest decline over 5 years

-15.99%

Current Drawdown

Current decline from peak

-12.80%

-1.76%

-11.04%

Average Drawdown

Average peak-to-trough decline

-6.84%

-1.20%

-5.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.33%

Volatility

LBAY vs. MKTN - Volatility Comparison


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Volatility by Period


LBAYMKTNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

Volatility (6M)

Calculated over the trailing 6-month period

12.52%

Volatility (1Y)

Calculated over the trailing 1-year period

15.63%

6.74%

+8.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.56%

6.74%

+6.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.76%

6.74%

+7.02%

Dividends

LBAY vs. MKTN - Dividend Comparison

LBAY's dividend yield for the trailing twelve months is around 3.89%, more than MKTN's 0.51% yield.


PositionTTM202520242023202220212020
LBAY
Leatherback Long/Short Alternative Yield ETF
3.89%3.80%3.77%3.47%2.74%2.96%0.29%
MKTN
Federated Hermes MDT Market Neutral ETF
0.51%0.51%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LBAY and MKTN have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LBAY has the higher dividend yield at 3.89%, compared with 0.51% for MKTN.

They also come from different issuers: Toroso Investments and Federated Hermes.

Portfolio Optimizer

Find the right allocation for LBAY and MKTN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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