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M vs. ROKT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

M vs. ROKT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Macy's, Inc. (M) and SPDR S&P Kensho Final Frontiers ETF (ROKT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, M achieves a 14.70% return, which is significantly lower than ROKT's 29.61% return.


M

1D
-0.44%
1M
6.75%
6M
26.33%
YTD
14.70%
1Y
108.42%
3Y*
20.04%
5Y*
12.09%
10Y*
1.61%
ALL TIME*
4.98%

ROKT

1D
1.28%
1M
-7.17%
6M
9.42%
YTD
29.61%
1Y
64.65%
3Y*
36.69%
5Y*
22.27%
10Y*
ALL TIME*
19.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$119.78M$113.95M$138.29M
$4.58M$3.72M$5.92M

M vs. ROKT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
M
Macy's, Inc.
14.70%36.55%-12.41%1.64%-18.66%135.80%-31.08%-38.20%-8.38%
ROKT
SPDR S&P Kensho Final Frontiers ETF
29.61%50.56%27.89%14.41%-0.81%4.63%7.99%40.90%-12.90%

Correlation

The correlation between M and ROKT is 0.16, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.16

Correlation (3Y)
Balances recent behavior with more history.

0.32

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.41

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2018

0.42

Over the past year, the correlation between M and ROKT has dropped to 0.16 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.

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Return for Risk

M vs. ROKT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

M
M Risk / Return Rank: 9292
Overall Rank
M Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
M Sortino Ratio Rank: 9494
Sortino Ratio Rank
M Omega Ratio Rank: 9191
Omega Ratio Rank
M Calmar Ratio Rank: 9191
Calmar Ratio Rank
M Martin Ratio Rank: 8989
Martin Ratio Rank

ROKT
ROKT Risk / Return Rank: 7878
Overall Rank
ROKT Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
ROKT Sortino Ratio Rank: 8080
Sortino Ratio Rank
ROKT Omega Ratio Rank: 7676
Omega Ratio Rank
ROKT Calmar Ratio Rank: 7878
Calmar Ratio Rank
ROKT Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

M vs. ROKT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Macy's, Inc. (M) and SPDR S&P Kensho Final Frontiers ETF (ROKT). 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.


MROKTDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.67

Omega ratioGain probability vs. loss probability

1.38

1.31

+0.07

Calmar ratioReturn relative to maximum drawdown

3.65

2.77

+0.88

Martin ratioReturn relative to average drawdown

8.83

8.61

+0.22

M vs. ROKT - Sharpe Ratio Comparison

The current M Sharpe Ratio is 2.28, which is comparable to the ROKT Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of M and ROKT, 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

M vs. ROKT - Drawdown Comparison

The maximum M drawdown since its inception was -91.95%, which is greater than ROKT's maximum drawdown of -43.16%. Use the drawdown chart below to compare losses from any high point for M and ROKT.


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Drawdown Indicators


MROKTDifference

Max Drawdown

Largest peak-to-trough decline

-91.95%

-43.16%

-48.79%

Max Drawdown (1Y)

Largest decline over 1 year

-28.61%

-22.83%

-5.78%

Max Drawdown (3Y)

Largest decline over 3 years

-51.33%

-23.46%

-27.87%

Max Drawdown (5Y)

Largest decline over 5 years

-69.65%

-23.46%

-46.19%

Max Drawdown (10Y)

Largest decline over 10 years

-87.79%

Current Drawdown

Current decline from peak

-45.30%

-19.36%

-25.94%

Average Drawdown

Average peak-to-trough decline

-34.66%

-6.95%

-27.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.84%

7.34%

+4.50%

Volatility

M vs. ROKT - Volatility Comparison

Macy's, Inc. (M) has a higher volatility of 10.36% compared to SPDR S&P Kensho Final Frontiers ETF (ROKT) at 8.71%. This indicates that M's price experiences larger fluctuations and is considered to be riskier than ROKT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MROKTDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.36%

8.71%

+1.65%

Volatility (6M)

Calculated over the trailing 6-month period

30.38%

26.53%

+3.85%

Volatility (1Y)

Calculated over the trailing 1-year period

46.06%

32.31%

+13.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.00%

23.61%

+30.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.29%

25.48%

+30.81%

Dividends

M vs. ROKT - Dividend Comparison

M's dividend yield for the trailing twelve months is around 3.01%, more than ROKT's 0.28% yield.


PositionTTM20252024202320222021202020192018201720162015
M
Macy's, Inc.
3.01%3.31%4.10%3.29%3.05%1.15%3.36%8.88%5.07%5.99%4.17%3.98%
ROKT
SPDR S&P Kensho Final Frontiers ETF
0.28%0.41%0.57%0.62%0.54%1.79%0.48%0.74%0.16%0.00%0.00%0.00%

Frequently Asked Questions


M and ROKT have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

M has higher volatility (10.36%) compared to ROKT (8.71%). In terms of maximum drawdown, M dropped -91.95% vs ROKT's -43.16%.

M currently has the higher Sharpe Ratio (2.28 vs 1.96), 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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