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LFSC vs. CNCR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LFSC vs. CNCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/m Emerald Life Sciences Innovation ETF (LFSC) and Loncar Cancer Immunotherapy ETF (CNCR). The values are adjusted to include any dividend payments, if applicable.

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LFSC vs. CNCR - Yearly Performance Comparison


Returns By Period


LFSC

1D
6.16%
1M
-3.82%
YTD
-4.45%
6M
17.66%
1Y
55.83%
3Y*
5Y*
10Y*

CNCR

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LFSC vs. CNCR - Expense Ratio Comparison

LFSC has a 0.54% expense ratio, which is lower than CNCR's 0.79% expense ratio.


Return for Risk

LFSC vs. CNCR — Risk / Return Rank

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

LFSC
LFSC Risk / Return Rank: 8686
Overall Rank
LFSC Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
LFSC Sortino Ratio Rank: 9090
Sortino Ratio Rank
LFSC Omega Ratio Rank: 8282
Omega Ratio Rank
LFSC Calmar Ratio Rank: 9191
Calmar Ratio Rank
LFSC Martin Ratio Rank: 7979
Martin Ratio Rank

CNCR
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.

LFSC vs. CNCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/m Emerald Life Sciences Innovation ETF (LFSC) and Loncar Cancer Immunotherapy ETF (CNCR). 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.


LFSCCNCRDifference

Sharpe ratio

Return per unit of total volatility

1.93

Sortino ratio

Return per unit of downside risk

2.65

Omega ratio

Gain probability vs. loss probability

1.33

Calmar ratio

Return relative to maximum drawdown

3.20

Martin ratio

Return relative to average drawdown

8.96

LFSC vs. CNCR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LFSCCNCRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

Dividends

LFSC vs. CNCR - Dividend Comparison

Neither LFSC nor CNCR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LFSC vs. CNCR - Drawdown Comparison

The maximum LFSC drawdown since its inception was -29.74%, which is greater than CNCR's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for LFSC and CNCR.


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Drawdown Indicators


LFSCCNCRDifference

Max Drawdown

Largest peak-to-trough decline

-29.74%

0.00%

-29.74%

Max Drawdown (1Y)

Largest decline over 1 year

-16.25%

Current Drawdown

Current decline from peak

-11.08%

0.00%

-11.08%

Average Drawdown

Average peak-to-trough decline

-8.25%

0.00%

-8.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.80%

Volatility

LFSC vs. CNCR - Volatility Comparison


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Volatility by Period


LFSCCNCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.35%

Volatility (6M)

Calculated over the trailing 6-month period

19.97%

Volatility (1Y)

Calculated over the trailing 1-year period

29.24%

0.00%

+29.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.31%

0.00%

+29.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.31%

0.00%

+29.31%