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LEGR vs. ONDS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LEGR vs. ONDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Indxx Innovative Transaction & Process ETF (LEGR) and Ondas Holdings Inc. (ONDS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LEGR achieves a 11.18% return, which is significantly higher than ONDS's -4.41% return.


LEGR

1D
0.92%
1M
2.28%
YTD
11.18%
6M
13.29%
1Y
27.31%
3Y*
22.32%
5Y*
11.61%
10Y*

ONDS

1D
-5.09%
1M
5.30%
YTD
-4.41%
6M
6.63%
1Y
445.61%
3Y*
104.56%
5Y*
2.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LEGR vs. ONDS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LEGR
First Trust Indxx Innovative Transaction & Process ETF
11.18%30.83%16.25%22.79%-19.01%17.91%18.73%27.99%-4.74%
ONDS
Ondas Holdings Inc.
-4.41%281.25%67.32%-3.77%-76.30%-28.08%-48.17%0.00%33.33%

Correlation

The correlation between LEGR and ONDS is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.25

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

0.30

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2018

0.24

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Return for Risk

LEGR vs. ONDS — Risk / Return Rank

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

LEGR
LEGR Risk / Return Rank: 6363
Overall Rank
LEGR Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
LEGR Sortino Ratio Rank: 6565
Sortino Ratio Rank
LEGR Omega Ratio Rank: 6464
Omega Ratio Rank
LEGR Calmar Ratio Rank: 6060
Calmar Ratio Rank
LEGR Martin Ratio Rank: 6161
Martin Ratio Rank

ONDS
ONDS Risk / Return Rank: 9494
Overall Rank
ONDS Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ONDS Sortino Ratio Rank: 9393
Sortino Ratio Rank
ONDS Omega Ratio Rank: 8989
Omega Ratio Rank
ONDS Calmar Ratio Rank: 9797
Calmar Ratio Rank
ONDS Martin Ratio Rank: 9595
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.

LEGR vs. ONDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx Innovative Transaction & Process ETF (LEGR) and Ondas Holdings Inc. (ONDS). 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.


LEGRONDSDifference
Sharpe ratioReturn per unit of total volatility

-1.64

Sortino ratioReturn per unit of downside risk

-0.82

Omega ratioGain probability vs. loss probability

1.34

1.39

-0.05

Calmar ratioReturn relative to maximum drawdown

2.64

8.42

-5.78

Martin ratioReturn relative to average drawdown

9.72

18.67

-8.96

LEGR vs. ONDS - Sharpe Ratio Comparison

The current LEGR Sharpe Ratio is 1.91, which is lower than the ONDS Sharpe Ratio of 3.55. The chart below compares the historical Sharpe Ratios of LEGR and ONDS, 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

LEGR vs. ONDS - Drawdown Comparison

The maximum LEGR drawdown since its inception was -36.12%, smaller than the maximum ONDS drawdown of -98.28%. Use the drawdown chart below to compare losses from any high point for LEGR and ONDS.


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Drawdown Indicators


LEGRONDSDifference

Max Drawdown

Largest peak-to-trough decline

-36.12%

-98.28%

+62.16%

Max Drawdown (1Y)

Largest decline over 1 year

-10.40%

-53.37%

+42.97%

Max Drawdown (3Y)

Largest decline over 3 years

-14.25%

-83.28%

+69.03%

Max Drawdown (5Y)

Largest decline over 5 years

-31.45%

-96.99%

+65.54%

Current Drawdown

Current decline from peak

-2.56%

-52.15%

+49.59%

Average Drawdown

Average peak-to-trough decline

-6.60%

-71.41%

+64.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

24.01%

-21.19%

Volatility

LEGR vs. ONDS - Volatility Comparison

The current volatility for First Trust Indxx Innovative Transaction & Process ETF (LEGR) is 5.87%, while Ondas Holdings Inc. (ONDS) has a volatility of 44.08%. This indicates that LEGR experiences smaller price fluctuations and is considered to be less risky than ONDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LEGRONDSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

44.08%

-38.21%

Volatility (6M)

Calculated over the trailing 6-month period

12.07%

78.27%

-66.20%

Volatility (1Y)

Calculated over the trailing 1-year period

14.34%

127.45%

-113.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.07%

113.81%

-96.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.33%

120.73%

-100.40%

Dividends

LEGR vs. ONDS - Dividend Comparison

LEGR's dividend yield for the trailing twelve months is around 1.68%, while ONDS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
LEGR
First Trust Indxx Innovative Transaction & Process ETF
1.68%1.84%2.40%2.56%2.64%1.80%0.95%2.04%1.30%
ONDS
Ondas Holdings Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LEGR and ONDS 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.

ONDS has higher volatility (44.08%) compared to LEGR (5.87%). In terms of maximum drawdown, LEGR dropped -36.12% vs ONDS's -98.28%.

ONDS currently has the higher Sharpe Ratio (3.55 vs 1.91), 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.

Portfolio Optimizer

Find the right allocation for LEGR and ONDS

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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