MEMY vs. SKRE
MEMY (Tuttle Capital Meme Stock Income Blast ETF) and SKRE (Tuttle Capital Daily 2X Inverse Regional Banks ETF) are both exchange-traded funds - MEMY is a Derivative Income fund actively managed by Tuttle, while SKRE is a Inverse Equities fund tracking the S&P Regional Banks Select Industry. MEMY is actively managed, while SKRE is passively managed. Their -0.14 correlation means they have often moved in opposite directions in the past. MEMY charges 0.99%/yr vs 0.75%/yr for SKRE.
Performance
MEMY vs. SKRE - Performance Comparison
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Returns By Period
MEMY
- 1D
- 2.03%
- 1M
- -11.53%
- 6M
- -15.86%
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
SKRE
- 1D
- 0.86%
- 1M
- -5.26%
- 6M
- -18.81%
- YTD
- -35.81%
- 1Y
- -49.36%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -41.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $15.89K | $57.99K | $33.20K | |
| $138.56K | $141.99K | $236.23K |
MEMY vs. SKRE - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
MEMY Tuttle Capital Meme Stock Income Blast ETF | -22.42% |
SKRE Tuttle Capital Daily 2X Inverse Regional Banks ETF | -29.43% |
Correlation
The correlation between MEMY and SKRE is -0.14, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 20, 2026 | -0.14 |
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Return for Risk
MEMY vs. SKRE — Risk / Return Rank
MEMY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SKRE
MEMY vs. SKRE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tuttle Capital Meme Stock Income Blast ETF (MEMY) and Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE). 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.
| MEMY | SKRE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.80 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.96 | — |
| Martin ratioReturn relative to average drawdown | — | -1.59 | — |
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Drawdowns
MEMY vs. SKRE - Drawdown Comparison
The maximum MEMY drawdown since its inception was -33.84%, smaller than the maximum SKRE drawdown of -79.35%. Use the drawdown chart below to compare losses from any high point for MEMY and SKRE.
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Drawdown Indicators
| MEMY | SKRE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.84% | -79.35% | +45.51% |
Max Drawdown (1Y)Largest decline over 1 year | — | -51.50% | — |
Current DrawdownCurrent decline from peak | -30.27% | -79.18% | +48.91% |
Average DrawdownAverage peak-to-trough decline | -15.82% | -49.18% | +33.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 31.09% | — |
Volatility
MEMY vs. SKRE - Volatility Comparison
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Volatility by Period
| MEMY | SKRE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 10.82% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 30.11% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 52.73% | 45.74% | +6.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.73% | 54.68% | -1.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.73% | 54.68% | -1.95% |
MEMY vs. SKRE - Expense Ratio Comparison
MEMY has a 0.99% expense ratio, which is higher than SKRE's 0.75% expense ratio.
Dividends
MEMY vs. SKRE - Dividend Comparison
MEMY's dividend yield for the trailing twelve months is around 11.08%, more than SKRE's 0.40% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
MEMY Tuttle Capital Meme Stock Income Blast ETF | 11.08% | 0.00% | 0.00% |
SKRE Tuttle Capital Daily 2X Inverse Regional Banks ETF | 0.40% | 0.26% | 3.16% |
Frequently Asked Questions
MEMY and SKRE have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SKRE is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SKRE is cheaper with a 0.75% expense ratio, compared with 0.99% for MEMY.
MEMY has the higher dividend yield at 11.08%, compared with 0.40% for SKRE.
MEMY is categorized as Derivative Income, while SKRE is Inverse Equities. Their fees differ too: 0.99% for MEMY and 0.75% for SKRE.
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