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MEME vs. STEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

MEME vs. STEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Listed Funds Trust - Roundhill MEME ETF (MEME) and Stem, Inc. (STEM). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%150.00%JuneJulyAugustSeptemberOctoberNovember
178.59%
-98.18%
MEME
STEM

Returns By Period


MEME

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

STEM

YTD

-90.90%

1M

-42.72%

6M

-72.20%

1Y

-87.83%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


MEMESTEM

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Correlation

-0.50.00.51.00.5

The correlation between MEME and STEM is 0.53, 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.

Risk-Adjusted Performance

MEME vs. STEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Listed Funds Trust - Roundhill MEME ETF (MEME) and Stem, Inc. (STEM). 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 MEME, currently valued at 1.79, compared to the broader market0.002.004.006.001.79-0.70
The chart of Sortino ratio for MEME, currently valued at 3.91, compared to the broader market-2.000.002.004.006.008.0010.0012.003.91-1.52
The chart of Omega ratio for MEME, currently valued at 2.79, compared to the broader market0.501.001.502.002.503.002.790.83
The chart of Calmar ratio for MEME, currently valued at 0.69, compared to the broader market0.005.0010.0015.000.69-0.91
The chart of Martin ratio for MEME, currently valued at 17.34, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.34-1.39
MEME
STEM

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.79
-0.70
MEME
STEM

Dividends

MEME vs. STEM - Dividend Comparison

Neither MEME nor STEM has paid dividends to shareholders.


TTM20232022
MEME
Listed Funds Trust - Roundhill MEME ETF
99.95%99.95%13.70%
STEM
Stem, Inc.
0.00%0.00%0.00%

Drawdowns

MEME vs. STEM - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-10.86%
-98.22%
MEME
STEM

Volatility

MEME vs. STEM - Volatility Comparison

The current volatility for Listed Funds Trust - Roundhill MEME ETF (MEME) is 0.00%, while Stem, Inc. (STEM) has a volatility of 39.14%. This indicates that MEME experiences smaller price fluctuations and is considered to be less risky than STEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%70.00%JuneJulyAugustSeptemberOctoberNovember0
39.14%
MEME
STEM