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LRNZ vs. THNQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LRNZ and THNQ is 0.68, 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.


Performance

LRNZ vs. THNQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrueShares Technology, AI & Deep Learning ETF (LRNZ) and ROBO Global Artificial Intelligence ETF (THNQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

LRNZ:

0.15

THNQ:

0.52

Sortino Ratio

LRNZ:

0.50

THNQ:

0.94

Omega Ratio

LRNZ:

1.06

THNQ:

1.13

Calmar Ratio

LRNZ:

0.13

THNQ:

0.53

Martin Ratio

LRNZ:

0.52

THNQ:

1.69

Ulcer Index

LRNZ:

11.54%

THNQ:

9.44%

Daily Std Dev

LRNZ:

35.06%

THNQ:

29.46%

Max Drawdown

LRNZ:

-61.38%

THNQ:

-50.56%

Current Drawdown

LRNZ:

-26.22%

THNQ:

-7.04%

Returns By Period

In the year-to-date period, LRNZ achieves a 4.34% return, which is significantly lower than THNQ's 4.76% return.


LRNZ

YTD

4.34%

1M

21.33%

6M

0.94%

1Y

5.33%

3Y*

15.30%

5Y*

5.78%

10Y*

N/A

THNQ

YTD

4.76%

1M

23.66%

6M

6.72%

1Y

15.13%

3Y*

22.33%

5Y*

14.49%

10Y*

N/A

*Annualized

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LRNZ vs. THNQ - Expense Ratio Comparison

Both LRNZ and THNQ have an expense ratio of 0.68%.


Risk-Adjusted Performance

LRNZ vs. THNQ — Risk-Adjusted Performance Rank

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

LRNZ
The Risk-Adjusted Performance Rank of LRNZ is 2727
Overall Rank
The Sharpe Ratio Rank of LRNZ is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of LRNZ is 3030
Sortino Ratio Rank
The Omega Ratio Rank of LRNZ is 2929
Omega Ratio Rank
The Calmar Ratio Rank of LRNZ is 2525
Calmar Ratio Rank
The Martin Ratio Rank of LRNZ is 2525
Martin Ratio Rank

THNQ
The Risk-Adjusted Performance Rank of THNQ is 5454
Overall Rank
The Sharpe Ratio Rank of THNQ is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of THNQ is 5757
Sortino Ratio Rank
The Omega Ratio Rank of THNQ is 5656
Omega Ratio Rank
The Calmar Ratio Rank of THNQ is 5858
Calmar Ratio Rank
The Martin Ratio Rank of THNQ is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LRNZ vs. THNQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TrueShares Technology, AI & Deep Learning ETF (LRNZ) and ROBO Global Artificial Intelligence ETF (THNQ). 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.


The current LRNZ Sharpe Ratio is 0.15, which is lower than the THNQ Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of LRNZ and THNQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

LRNZ vs. THNQ - Dividend Comparison

Neither LRNZ nor THNQ has paid dividends to shareholders.


TTM2024202320222021
LRNZ
TrueShares Technology, AI & Deep Learning ETF
0.00%0.00%0.00%0.00%0.13%
THNQ
ROBO Global Artificial Intelligence ETF
0.00%0.00%0.00%0.00%0.00%

Drawdowns

LRNZ vs. THNQ - Drawdown Comparison

The maximum LRNZ drawdown since its inception was -61.38%, which is greater than THNQ's maximum drawdown of -50.56%. Use the drawdown chart below to compare losses from any high point for LRNZ and THNQ. For additional features, visit the drawdowns tool.


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Volatility

LRNZ vs. THNQ - Volatility Comparison

TrueShares Technology, AI & Deep Learning ETF (LRNZ) and ROBO Global Artificial Intelligence ETF (THNQ) have volatilities of 7.86% and 7.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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