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MARZ vs. AIOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MARZ vs. AIOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrueShares Structured Outcome (March) ETF (MARZ) and AllianzIM U.S. Equity Buffer100 Protection ETF (AIOO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MARZ achieves a 7.95% return, which is significantly higher than AIOO's 2.34% return.


MARZ

1D
-0.48%
1M
4.18%
YTD
7.95%
6M
7.73%
1Y
20.32%
3Y*
16.16%
5Y*
10.65%
10Y*

AIOO

1D
-0.13%
1M
1.13%
YTD
2.34%
6M
2.33%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MARZ vs. AIOO - Yearly Performance Comparison


Correlation

The correlation between MARZ and AIOO is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 2, 2025

0.78

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Return for Risk

MARZ vs. AIOO — Risk / Return Rank

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

MARZ
MARZ Risk / Return Rank: 6262
Overall Rank
MARZ Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
MARZ Sortino Ratio Rank: 6363
Sortino Ratio Rank
MARZ Omega Ratio Rank: 6262
Omega Ratio Rank
MARZ Calmar Ratio Rank: 5656
Calmar Ratio Rank
MARZ Martin Ratio Rank: 6565
Martin Ratio Rank

AIOO
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.

MARZ vs. AIOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrueShares Structured Outcome (March) ETF (MARZ) and AllianzIM U.S. Equity Buffer100 Protection ETF (AIOO). 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.


MARZAIOODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.38

Calmar ratioReturn relative to maximum drawdown

2.74

Martin ratioReturn relative to average drawdown

11.85

MARZ vs. AIOO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MARZAIOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

2.79

-1.85

Drawdowns

MARZ vs. AIOO - Drawdown Comparison

The maximum MARZ drawdown since its inception was -18.89%, which is greater than AIOO's maximum drawdown of -0.74%. Use the drawdown chart below to compare losses from any high point for MARZ and AIOO.


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Drawdown Indicators


MARZAIOODifference

Max Drawdown

Largest peak-to-trough decline

-18.89%

-0.74%

-18.15%

Max Drawdown (1Y)

Largest decline over 1 year

-7.45%

Max Drawdown (3Y)

Largest decline over 3 years

-14.84%

Max Drawdown (5Y)

Largest decline over 5 years

-18.89%

Current Drawdown

Current decline from peak

-0.48%

-0.13%

-0.35%

Average Drawdown

Average peak-to-trough decline

-4.02%

-0.17%

-3.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

Volatility

MARZ vs. AIOO - Volatility Comparison


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Volatility by Period


MARZAIOODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.33%

Volatility (6M)

Calculated over the trailing 6-month period

7.46%

Volatility (1Y)

Calculated over the trailing 1-year period

9.71%

1.99%

+7.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.29%

1.99%

+10.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.20%

1.99%

+10.21%

MARZ vs. AIOO - Expense Ratio Comparison

MARZ has a 0.79% expense ratio, which is higher than AIOO's 0.64% expense ratio.


Dividends

MARZ vs. AIOO - Dividend Comparison

MARZ's dividend yield for the trailing twelve months is around 3.06%, while AIOO has not paid dividends to shareholders.


PositionTTM20252024202320222021
AIOO
AllianzIM U.S. Equity Buffer100 Protection ETF
0.00%0.00%0.00%0.00%0.00%0.00%
MARZ
TrueShares Structured Outcome (March) ETF
3.06%3.30%4.55%7.33%0.78%2.43%

Frequently Asked Questions


MARZ and AIOO have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AIOO is cheaper at 0.64% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AIOO is cheaper with a 0.64% expense ratio, compared with 0.79% for MARZ.

MARZ has the higher dividend yield at 3.06%, compared with 0.00% for AIOO.

They also come from different issuers: TrueShares and Allianz. Their fees differ too: 0.79% for MARZ and 0.64% for AIOO.

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