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MKTN vs. CBSE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MKTN vs. CBSE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes MDT Market Neutral ETF (MKTN) and Clough Select Equity ETF (CBSE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MKTN achieves a 3.02% return, which is significantly lower than CBSE's 26.34% return.


MKTN

1D
-0.15%
1M
2.68%
6M
4.51%
YTD
3.02%
1Y
3Y*
5Y*
10Y*

CBSE

1D
1.16%
1M
-0.18%
6M
16.66%
YTD
26.34%
1Y
34.73%
3Y*
28.21%
5Y*
12.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MKTN vs. CBSE - Yearly Performance Comparison


2026 (YTD)2025
MKTN
Federated Hermes MDT Market Neutral ETF
3.02%3.22%
CBSE
Clough Select Equity ETF
26.34%-4.04%

Correlation

The correlation between MKTN and CBSE is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 25, 2025

-0.16

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Return for Risk

MKTN vs. CBSE — Risk / Return Rank

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

MKTN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


CBSE
CBSE Risk / Return Rank: 5252
Overall Rank
CBSE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
CBSE Sortino Ratio Rank: 4646
Sortino Ratio Rank
CBSE Omega Ratio Rank: 4646
Omega Ratio Rank
CBSE Calmar Ratio Rank: 6565
Calmar Ratio Rank
CBSE Martin Ratio Rank: 5353
Martin Ratio Rank
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.

MKTN vs. CBSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT Market Neutral ETF (MKTN) and Clough Select Equity ETF (CBSE). 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.


MKTNCBSEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

2.57

Martin ratioReturn relative to average drawdown

7.29

MKTN vs. CBSE - Sharpe Ratio Comparison


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Drawdowns

MKTN vs. CBSE - Drawdown Comparison

The maximum MKTN drawdown since its inception was -4.13%, smaller than the maximum CBSE drawdown of -36.30%. Use the drawdown chart below to compare losses from any high point for MKTN and CBSE.


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Drawdown Indicators


MKTNCBSEDifference

Max Drawdown

Largest peak-to-trough decline

-4.13%

-36.30%

+32.17%

Max Drawdown (1Y)

Largest decline over 1 year

-13.57%

Max Drawdown (3Y)

Largest decline over 3 years

-29.40%

Max Drawdown (5Y)

Largest decline over 5 years

-36.30%

Current Drawdown

Current decline from peak

-0.15%

-5.30%

+5.15%

Average Drawdown

Average peak-to-trough decline

-1.14%

-12.16%

+11.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.78%

Volatility

MKTN vs. CBSE - Volatility Comparison


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Volatility by Period


MKTNCBSEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.30%

Volatility (6M)

Calculated over the trailing 6-month period

20.63%

Volatility (1Y)

Calculated over the trailing 1-year period

6.61%

25.29%

-18.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.61%

24.56%

-17.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.61%

24.11%

-17.50%

Dividends

MKTN vs. CBSE - Dividend Comparison

MKTN's dividend yield for the trailing twelve months is around 0.50%, more than CBSE's 0.27% yield.


PositionTTM2025202420232022
CBSE
Clough Select Equity ETF
0.27%0.35%0.37%1.50%0.52%
MKTN
Federated Hermes MDT Market Neutral ETF
0.50%0.51%0.00%0.00%0.00%

Frequently Asked Questions


MKTN and CBSE have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MKTN has the higher dividend yield at 0.50%, compared with 0.27% for CBSE.

MKTN is categorized as Long-Short, while CBSE is Large Cap Value Equities. They also come from different issuers: Federated Hermes and Clough.

Portfolio Optimizer

Find the right allocation for MKTN and CBSE

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