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LOGO vs. LOPP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LOGO vs. LOPP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Brands Consumption Leaders ETF (LOGO) and Gabelli Love Our Planet & People ETF (LOPP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LOGO achieves a -4.57% return, which is significantly lower than LOPP's 15.77% return.


LOGO

1D
-5.22%
1M
-2.53%
YTD
-4.57%
6M
-5.00%
1Y
-0.59%
3Y*
5Y*
10Y*

LOPP

1D
-0.10%
1M
3.39%
YTD
15.77%
6M
17.00%
1Y
33.50%
3Y*
16.93%
5Y*
7.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LOGO vs. LOPP - Yearly Performance Comparison


Correlation

The correlation between LOGO and LOPP is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

Correlation (All Time)
Calculated using the full available price history since May 29, 2025

0.56

The correlation between LOGO and LOPP has been stable across timeframes, ranging from 0.56 to 0.57 - a consistent structural relationship.

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Return for Risk

LOGO vs. LOPP — Risk / Return Rank

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

LOGO
LOGO Risk / Return Rank: 99
Overall Rank
LOGO Sharpe Ratio Rank: 99
Sharpe Ratio Rank
LOGO Sortino Ratio Rank: 88
Sortino Ratio Rank
LOGO Omega Ratio Rank: 88
Omega Ratio Rank
LOGO Calmar Ratio Rank: 99
Calmar Ratio Rank
LOGO Martin Ratio Rank: 99
Martin Ratio Rank

LOPP
LOPP Risk / Return Rank: 6464
Overall Rank
LOPP Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
LOPP Sortino Ratio Rank: 6262
Sortino Ratio Rank
LOPP Omega Ratio Rank: 5858
Omega Ratio Rank
LOPP Calmar Ratio Rank: 6969
Calmar Ratio Rank
LOPP Martin Ratio Rank: 7070
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.

LOGO vs. LOPP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Brands Consumption Leaders ETF (LOGO) and Gabelli Love Our Planet & People ETF (LOPP). 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.


LOGOLOPPDifference
Sharpe ratioReturn per unit of total volatility

-2.11

Sortino ratioReturn per unit of downside risk

-2.87

Omega ratioGain probability vs. loss probability

1.01

1.35

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.03

3.45

-3.48

Martin ratioReturn relative to average drawdown

-0.08

12.98

-13.06

LOGO vs. LOPP - Sharpe Ratio Comparison

The current LOGO Sharpe Ratio is -0.04, which is lower than the LOPP Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of LOGO and LOPP, 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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Sharpe Ratios by Period


LOGOLOPPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

2.07

-2.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.56

-0.53

Drawdowns

LOGO vs. LOPP - Drawdown Comparison

The maximum LOGO drawdown since its inception was -18.34%, smaller than the maximum LOPP drawdown of -25.28%. Use the drawdown chart below to compare losses from any high point for LOGO and LOPP.


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Drawdown Indicators


LOGOLOPPDifference

Max Drawdown

Largest peak-to-trough decline

-18.34%

-25.28%

+6.94%

Max Drawdown (1Y)

Largest decline over 1 year

-18.34%

-9.77%

-8.57%

Max Drawdown (3Y)

Largest decline over 3 years

-20.28%

Max Drawdown (5Y)

Largest decline over 5 years

-25.28%

Current Drawdown

Current decline from peak

-11.04%

-0.16%

-10.88%

Average Drawdown

Average peak-to-trough decline

-5.75%

-8.25%

+2.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.36%

2.59%

+4.77%

Volatility

LOGO vs. LOPP - Volatility Comparison

Alpha Brands Consumption Leaders ETF (LOGO) has a higher volatility of 6.55% compared to Gabelli Love Our Planet & People ETF (LOPP) at 5.88%. This indicates that LOGO's price experiences larger fluctuations and is considered to be riskier than LOPP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LOGOLOPPDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.55%

5.88%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

11.91%

13.04%

-1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

14.91%

16.32%

-1.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.86%

17.99%

-3.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.86%

17.69%

-2.83%

LOGO vs. LOPP - Expense Ratio Comparison

LOGO has a 0.69% expense ratio, which is higher than LOPP's 0.00% expense ratio.


Dividends

LOGO vs. LOPP - Dividend Comparison

LOGO has not paid dividends to shareholders, while LOPP's dividend yield for the trailing twelve months is around 0.72%.


PositionTTM20252024202320222021
LOGO
Alpha Brands Consumption Leaders ETF
0.00%0.00%0.00%0.00%0.00%0.00%
LOPP
Gabelli Love Our Planet & People ETF
0.72%0.83%1.88%2.23%2.01%1.25%

Frequently Asked Questions


LOGO and LOPP have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LOGO has higher volatility (6.55%) compared to LOPP (5.88%). In terms of maximum drawdown, LOGO dropped -18.34% vs LOPP's -25.28%.

On 1-year performance, LOPP leads with 33.50% vs -0.59% for LOGO. On fees, LOPP is cheaper at 0.00% per year. On volatility, LOPP has been the lower-risk option at 5.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, LOPP has performed better with a 33.50% return vs -0.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LOPP is cheaper with a 0.00% expense ratio, compared with 0.69% for LOGO.

LOPP has the higher dividend yield at 0.72%, compared with 0.00% for LOGO.

They also come from different issuers: Alpha Brands and Gabelli. Their fees differ too: 0.69% for LOGO and 0.00% for LOPP.

LOPP currently has the higher Sharpe Ratio (2.07 vs -0.04), 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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