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LRCU vs. XTAP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LRCU vs. XTAP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long LRCX Daily ETF (LRCU) and Innovator U.S. Equity Accelerated Plus ETF (XTAP). The values are adjusted to include any dividend payments, if applicable.

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LRCU vs. XTAP - Yearly Performance Comparison


Returns By Period

In the year-to-date period, LRCU achieves a 48.62% return, which is significantly higher than XTAP's 2.38% return.


LRCU

1D
7.79%
1M
-12.02%
YTD
48.62%
6M
97.83%
1Y
3Y*
5Y*
10Y*

XTAP

1D
0.70%
1M
1.34%
YTD
2.38%
6M
4.98%
1Y
16.56%
3Y*
16.49%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LRCU vs. XTAP - Expense Ratio Comparison

LRCU has a 1.30% expense ratio, which is higher than XTAP's 0.79% expense ratio.


Return for Risk

LRCU vs. XTAP — Risk / Return Rank

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

LRCU

XTAP
XTAP Risk / Return Rank: 7272
Overall Rank
XTAP Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
XTAP Sortino Ratio Rank: 6868
Sortino Ratio Rank
XTAP Omega Ratio Rank: 9494
Omega Ratio Rank
XTAP Calmar Ratio Rank: 5151
Calmar Ratio Rank
XTAP Martin Ratio Rank: 8282
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.

LRCU vs. XTAP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long LRCX Daily ETF (LRCU) and Innovator U.S. Equity Accelerated Plus ETF (XTAP). 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.


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

LRCU vs. XTAP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LRCUXTAPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

Sharpe Ratio (All Time)

Calculated using the full available price history

7.42

0.70

+6.72

Correlation

The correlation between LRCU and XTAP is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LRCU vs. XTAP - Dividend Comparison

Neither LRCU nor XTAP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LRCU vs. XTAP - Drawdown Comparison

The maximum LRCU drawdown since its inception was -40.09%, which is greater than XTAP's maximum drawdown of -22.13%. Use the drawdown chart below to compare losses from any high point for LRCU and XTAP.


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Drawdown Indicators


LRCUXTAPDifference

Max Drawdown

Largest peak-to-trough decline

-40.09%

-22.13%

-17.96%

Max Drawdown (1Y)

Largest decline over 1 year

-11.83%

Current Drawdown

Current decline from peak

-26.64%

0.00%

-26.64%

Average Drawdown

Average peak-to-trough decline

-10.00%

-3.57%

-6.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

Volatility

LRCU vs. XTAP - Volatility Comparison


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Volatility by Period


LRCUXTAPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.99%

Volatility (6M)

Calculated over the trailing 6-month period

2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

110.26%

14.34%

+95.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

110.26%

14.60%

+95.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

110.26%

14.60%

+95.66%