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LBAY vs. SPEDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LBAY vs. SPEDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leatherback Long/Short Alternative Yield ETF (LBAY) and Alger Dynamic Opportunities Fund (SPEDX). 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 2.94% return, which is significantly lower than SPEDX's 9.52% return.


LBAY

1D
-0.82%
1M
-4.77%
YTD
2.94%
6M
3.57%
1Y
3.91%
3Y*
1.80%
5Y*
4.52%
10Y*

SPEDX

1D
0.71%
1M
3.72%
YTD
9.52%
6M
8.20%
1Y
13.51%
3Y*
13.25%
5Y*
4.60%
10Y*
9.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LBAY vs. SPEDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LBAY
Leatherback Long/Short Alternative Yield ETF
2.94%4.08%-3.49%-8.54%22.41%22.27%5.03%
SPEDX
Alger Dynamic Opportunities Fund
9.52%6.22%23.03%4.24%-13.90%3.96%8.29%

Correlation

The correlation between LBAY and SPEDX is -0.28, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.28

Correlation (3Y)
Calculated over the trailing 3-year period

-0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2020

0.06

The correlation between LBAY and SPEDX shifts across timeframes, from -0.28 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LBAY vs. SPEDX — Risk / Return Rank

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

LBAY
LBAY Risk / Return Rank: 1111
Overall Rank
LBAY Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
LBAY Sortino Ratio Rank: 1111
Sortino Ratio Rank
LBAY Omega Ratio Rank: 1111
Omega Ratio Rank
LBAY Calmar Ratio Rank: 1111
Calmar Ratio Rank
LBAY Martin Ratio Rank: 1212
Martin Ratio Rank

SPEDX
SPEDX Risk / Return Rank: 1717
Overall Rank
SPEDX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SPEDX Sortino Ratio Rank: 1717
Sortino Ratio Rank
SPEDX Omega Ratio Rank: 1616
Omega Ratio Rank
SPEDX Calmar Ratio Rank: 1818
Calmar Ratio Rank
SPEDX Martin Ratio Rank: 1515
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.

LBAY vs. SPEDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leatherback Long/Short Alternative Yield ETF (LBAY) and Alger Dynamic Opportunities Fund (SPEDX). 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.


LBAYSPEDXDifference
Sharpe ratioReturn per unit of total volatility

-0.84

Sortino ratioReturn per unit of downside risk

-1.12

Omega ratioGain probability vs. loss probability

1.06

1.20

-0.14

Calmar ratioReturn relative to maximum drawdown

0.29

1.43

-1.14

Martin ratioReturn relative to average drawdown

0.74

3.94

-3.20

LBAY vs. SPEDX - Sharpe Ratio Comparison

The current LBAY Sharpe Ratio is 0.25, which is lower than the SPEDX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of LBAY and SPEDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LBAY vs. SPEDX - Drawdown Comparison

The maximum LBAY drawdown since its inception was -15.99%, smaller than the maximum SPEDX drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for LBAY and SPEDX.


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Drawdown Indicators


LBAYSPEDXDifference

Max Drawdown

Largest peak-to-trough decline

-15.99%

-29.02%

+13.03%

Max Drawdown (1Y)

Largest decline over 1 year

-13.61%

-9.18%

-4.43%

Max Drawdown (3Y)

Largest decline over 3 years

-14.57%

-13.23%

-1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-15.99%

-29.02%

+13.03%

Max Drawdown (10Y)

Largest decline over 10 years

-29.02%

Current Drawdown

Current decline from peak

-13.61%

0.00%

-13.61%

Average Drawdown

Average peak-to-trough decline

-6.83%

-6.93%

+0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.27%

3.31%

+1.96%

Volatility

LBAY vs. SPEDX - Volatility Comparison

The current volatility for Leatherback Long/Short Alternative Yield ETF (LBAY) is 4.08%, while Alger Dynamic Opportunities Fund (SPEDX) has a volatility of 5.42%. This indicates that LBAY experiences smaller price fluctuations and is considered to be less risky than SPEDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LBAYSPEDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

5.42%

-1.34%

Volatility (6M)

Calculated over the trailing 6-month period

12.54%

9.42%

+3.12%

Volatility (1Y)

Calculated over the trailing 1-year period

15.64%

11.95%

+3.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.56%

12.01%

+1.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.76%

12.93%

+0.83%

LBAY vs. SPEDX - Expense Ratio Comparison

LBAY has a 1.09% expense ratio, which is higher than SPEDX's 0.91% expense ratio.


Dividends

LBAY vs. SPEDX - Dividend Comparison

LBAY's dividend yield for the trailing twelve months is around 3.93%, more than SPEDX's 0.08% yield.


PositionTTM2025202420232022202120202019201820172016
LBAY
Leatherback Long/Short Alternative Yield ETF
3.93%3.80%3.77%3.47%2.74%2.96%0.29%0.00%0.00%0.00%0.00%
SPEDX
Alger Dynamic Opportunities Fund
0.08%0.09%0.00%0.00%0.00%5.69%4.94%3.75%1.92%0.00%0.32%

Frequently Asked Questions


LBAY and SPEDX have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPEDX has higher volatility (5.42%) compared to LBAY (4.08%). In terms of maximum drawdown, LBAY dropped -15.99% vs SPEDX's -29.02%.

SPEDX currently has the higher Sharpe Ratio (1.09 vs 0.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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