PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MAGA vs. DEMZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

MAGA vs. DEMZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Point Bridge GOP Stock Tracker ETF (MAGA) and Democratic Large Cap Core ETF (DEMZ). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.88%
9.98%
MAGA
DEMZ

Returns By Period

The year-to-date returns for both investments are quite close, with MAGA having a 24.74% return and DEMZ slightly higher at 25.54%.


MAGA

YTD

24.74%

1M

5.68%

6M

15.88%

1Y

34.51%

5Y (annualized)

14.78%

10Y (annualized)

N/A

DEMZ

YTD

25.54%

1M

3.04%

6M

9.98%

1Y

30.51%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


MAGADEMZ
Sharpe Ratio2.812.30
Sortino Ratio4.073.12
Omega Ratio1.501.42
Calmar Ratio6.253.67
Martin Ratio15.7614.18
Ulcer Index2.19%2.15%
Daily Std Dev12.27%13.25%
Max Drawdown-43.17%-27.17%
Current Drawdown0.00%0.00%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MAGA vs. DEMZ - Expense Ratio Comparison

MAGA has a 0.72% expense ratio, which is higher than DEMZ's 0.45% expense ratio.


MAGA
Point Bridge GOP Stock Tracker ETF
Expense ratio chart for MAGA: current value at 0.72% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.72%
Expense ratio chart for DEMZ: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Correlation

-0.50.00.51.00.7

The correlation between MAGA and DEMZ is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

MAGA vs. DEMZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Point Bridge GOP Stock Tracker ETF (MAGA) and Democratic Large Cap Core ETF (DEMZ). 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.


Sharpe ratio
The chart of Sharpe ratio for MAGA, currently valued at 2.81, compared to the broader market0.002.004.002.812.30
The chart of Sortino ratio for MAGA, currently valued at 4.07, compared to the broader market-2.000.002.004.006.008.0010.0012.004.073.12
The chart of Omega ratio for MAGA, currently valued at 1.50, compared to the broader market0.501.001.502.002.503.001.501.42
The chart of Calmar ratio for MAGA, currently valued at 6.25, compared to the broader market0.005.0010.0015.006.253.67
The chart of Martin ratio for MAGA, currently valued at 15.76, compared to the broader market0.0020.0040.0060.0080.00100.00120.0015.7614.18
MAGA
DEMZ

The current MAGA Sharpe Ratio is 2.81, which is comparable to the DEMZ Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of MAGA and DEMZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.81
2.30
MAGA
DEMZ

Dividends

MAGA vs. DEMZ - Dividend Comparison

MAGA's dividend yield for the trailing twelve months is around 1.28%, more than DEMZ's 0.72% yield.


TTM2023202220212020201920182017
MAGA
Point Bridge GOP Stock Tracker ETF
1.28%1.60%1.33%0.69%2.59%2.19%2.14%0.43%
DEMZ
Democratic Large Cap Core ETF
0.72%0.90%0.98%2.46%0.27%0.00%0.00%0.00%

Drawdowns

MAGA vs. DEMZ - Drawdown Comparison

The maximum MAGA drawdown since its inception was -43.17%, which is greater than DEMZ's maximum drawdown of -27.17%. Use the drawdown chart below to compare losses from any high point for MAGA and DEMZ. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
MAGA
DEMZ

Volatility

MAGA vs. DEMZ - Volatility Comparison

Point Bridge GOP Stock Tracker ETF (MAGA) has a higher volatility of 4.81% compared to Democratic Large Cap Core ETF (DEMZ) at 3.93%. This indicates that MAGA's price experiences larger fluctuations and is considered to be riskier than DEMZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.81%
3.93%
MAGA
DEMZ