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MAMB vs. MPRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MAMB vs. MPRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Monarch Ambassador Income ETF (MAMB) and Monarch ProCap ETF (MPRO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MAMB achieves a -0.15% return, which is significantly lower than MPRO's 6.89% return.


MAMB

1D
0.22%
1M
-1.72%
6M
-0.93%
YTD
-0.15%
1Y
4.41%
3Y*
5.24%
5Y*
0.19%
10Y*
ALL TIME*
0.62%

MPRO

1D
0.32%
1M
-0.86%
6M
4.51%
YTD
6.89%
1Y
11.87%
3Y*
9.96%
5Y*
5.64%
10Y*
ALL TIME*
6.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$465.49K$686.82K$532.78K
$485.34K$936.98K$785.78K

MAMB vs. MPRO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MAMB
Monarch Ambassador Income ETF
-0.15%10.69%1.32%4.90%-13.02%1.17%
MPRO
Monarch ProCap ETF
6.89%9.33%8.37%10.55%-9.38%10.74%

Correlation

The correlation between MAMB and MPRO is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.57

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

0.60

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

0.59

Correlation (All Time)
Calculated using the full available price history since Mar 24, 2021

0.59

The correlation between MAMB and MPRO has been stable across timeframes, ranging from 0.57 to 0.60 - a consistent structural relationship.

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Return for Risk

MAMB vs. MPRO — Risk / Return Rank

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

MAMB
MAMB Risk / Return Rank: 3030
Overall Rank
MAMB Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
MAMB Sortino Ratio Rank: 2828
Sortino Ratio Rank
MAMB Omega Ratio Rank: 2929
Omega Ratio Rank
MAMB Calmar Ratio Rank: 3232
Calmar Ratio Rank
MAMB Martin Ratio Rank: 3030
Martin Ratio Rank

MPRO
MPRO Risk / Return Rank: 6767
Overall Rank
MPRO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
MPRO Sortino Ratio Rank: 7474
Sortino Ratio Rank
MPRO Omega Ratio Rank: 7070
Omega Ratio Rank
MPRO Calmar Ratio Rank: 5555
Calmar Ratio Rank
MPRO Martin Ratio Rank: 6464
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.

MAMB vs. MPRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Monarch Ambassador Income ETF (MAMB) and Monarch ProCap ETF (MPRO). 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.


MAMBMPRODifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-1.53

Omega ratioGain probability vs. loss probability

1.14

1.32

-0.18

Calmar ratioReturn relative to maximum drawdown

1.12

2.10

-0.98

Martin ratioReturn relative to average drawdown

2.69

8.22

-5.53

MAMB vs. MPRO - Sharpe Ratio Comparison

The current MAMB Sharpe Ratio is 0.78, which is lower than the MPRO Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of MAMB and MPRO, 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

MAMB vs. MPRO - Drawdown Comparison

The maximum MAMB drawdown since its inception was -19.33%, which is greater than MPRO's maximum drawdown of -14.51%. Use the drawdown chart below to compare losses from any high point for MAMB and MPRO.


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Drawdown Indicators


MAMBMPRODifference

Max Drawdown

Largest peak-to-trough decline

-19.33%

-14.51%

-4.82%

Max Drawdown (1Y)

Largest decline over 1 year

-3.94%

-5.67%

+1.73%

Max Drawdown (3Y)

Largest decline over 3 years

-5.71%

-9.64%

+3.93%

Max Drawdown (5Y)

Largest decline over 5 years

-19.33%

-14.51%

-4.82%

Current Drawdown

Current decline from peak

-3.73%

-0.99%

-2.74%

Average Drawdown

Average peak-to-trough decline

-7.35%

-3.37%

-3.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

1.45%

+0.20%

Volatility

MAMB vs. MPRO - Volatility Comparison

Monarch Ambassador Income ETF (MAMB) and Monarch ProCap ETF (MPRO) have volatilities of 1.53% and 1.58%, 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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Volatility by Period


MAMBMPRODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

1.58%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

4.18%

5.14%

-0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

5.66%

6.71%

-1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.05%

9.30%

-2.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.87%

9.16%

-2.29%

MAMB vs. MPRO - Expense Ratio Comparison

MAMB has a 1.49% expense ratio, which is higher than MPRO's 1.17% expense ratio.


Dividends

MAMB vs. MPRO - Dividend Comparison

MAMB's dividend yield for the trailing twelve months is around 2.71%, more than MPRO's 1.95% yield.


PositionTTM20252024202320222021
MAMB
Monarch Ambassador Income ETF
2.71%2.47%2.11%1.73%0.92%0.56%
MPRO
Monarch ProCap ETF
1.95%1.93%1.64%1.40%1.09%0.95%

Frequently Asked Questions


MAMB and MPRO 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.

MPRO has higher volatility (1.58%) compared to MAMB (1.53%). In terms of maximum drawdown, MAMB dropped -19.33% vs MPRO's -14.51%.

On 5-year performance, MPRO leads with 5.64% vs 0.19% for MAMB. On fees, MPRO is cheaper at 1.17% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, MPRO has performed better with a 5.64% return vs 0.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MPRO is cheaper with a 1.17% expense ratio, compared with 1.49% for MAMB.

MAMB has the higher dividend yield at 2.71%, compared with 1.95% for MPRO.

MAMB is categorized as Intermediate Core-Plus Bond, while MPRO is Diversified Portfolio. MAMB tracks Monarch Ambassador Income Index, while MPRO tracks Monarch ProCap Index. Their fees differ too: 1.49% for MAMB and 1.17% for MPRO.

MPRO currently has the higher Sharpe Ratio (1.78 vs 0.78), 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.

Portfolio Optimizer

Find the right allocation for MAMB and MPRO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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