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MID vs. UTHR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


MIDUTHR
YTD Return24.10%86.46%
1Y Return45.64%84.92%
3Y Return (Ann)0.64%27.34%
Sharpe Ratio2.692.95
Sortino Ratio3.663.72
Omega Ratio1.451.53
Calmar Ratio1.463.29
Martin Ratio18.0410.85
Ulcer Index2.51%7.52%
Daily Std Dev16.83%27.67%
Max Drawdown-40.15%-93.18%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.2

The correlation between MID and UTHR is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

MID vs. UTHR - Performance Comparison

In the year-to-date period, MID achieves a 24.10% return, which is significantly lower than UTHR's 86.46% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%100.00%150.00%200.00%JuneJulyAugustSeptemberOctoberNovember
57.47%
238.48%
MID
UTHR

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Risk-Adjusted Performance

MID vs. UTHR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Mid Cap Growth Impact ETF (MID) and United Therapeutics Corporation (UTHR). 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.


MID
Sharpe ratio
The chart of Sharpe ratio for MID, currently valued at 2.69, compared to the broader market-2.000.002.004.006.002.69
Sortino ratio
The chart of Sortino ratio for MID, currently valued at 3.66, compared to the broader market0.005.0010.003.66
Omega ratio
The chart of Omega ratio for MID, currently valued at 1.45, compared to the broader market1.001.502.002.503.001.45
Calmar ratio
The chart of Calmar ratio for MID, currently valued at 1.46, compared to the broader market0.005.0010.0015.001.46
Martin ratio
The chart of Martin ratio for MID, currently valued at 18.04, compared to the broader market0.0020.0040.0060.0080.00100.0018.04
UTHR
Sharpe ratio
The chart of Sharpe ratio for UTHR, currently valued at 2.95, compared to the broader market-2.000.002.004.006.002.95
Sortino ratio
The chart of Sortino ratio for UTHR, currently valued at 3.72, compared to the broader market0.005.0010.003.72
Omega ratio
The chart of Omega ratio for UTHR, currently valued at 1.53, compared to the broader market1.001.502.002.503.001.53
Calmar ratio
The chart of Calmar ratio for UTHR, currently valued at 3.29, compared to the broader market0.005.0010.0015.003.29
Martin ratio
The chart of Martin ratio for UTHR, currently valued at 10.85, compared to the broader market0.0020.0040.0060.0080.00100.0010.85

MID vs. UTHR - Sharpe Ratio Comparison

The current MID Sharpe Ratio is 2.69, which is comparable to the UTHR Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of MID and UTHR, 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
2.69
2.95
MID
UTHR

Dividends

MID vs. UTHR - Dividend Comparison

MID's dividend yield for the trailing twelve months is around 0.12%, while UTHR has not paid dividends to shareholders.


TTM2023
MID
American Century Mid Cap Growth Impact ETF
0.12%0.02%
UTHR
United Therapeutics Corporation
0.00%0.00%

Drawdowns

MID vs. UTHR - Drawdown Comparison

The maximum MID drawdown since its inception was -40.15%, smaller than the maximum UTHR drawdown of -93.18%. Use the drawdown chart below to compare losses from any high point for MID and UTHR. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
MID
UTHR

Volatility

MID vs. UTHR - Volatility Comparison

The current volatility for American Century Mid Cap Growth Impact ETF (MID) is 4.55%, while United Therapeutics Corporation (UTHR) has a volatility of 8.40%. This indicates that MID experiences smaller price fluctuations and is considered to be less risky than UTHR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
4.55%
8.40%
MID
UTHR