PortfoliosLab logoPortfoliosLab logo
MKTN vs. SENT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MKTN vs. SENT - Performance Comparison

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

Loading charts...

Returns By Period


MKTN

1D
0.12%
1M
1.01%
YTD
1.27%
6M
4.04%
1Y
3Y*
5Y*
10Y*

SENT

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
-3.03%
5Y*
-4.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MKTN vs. SENT - Yearly Performance Comparison


Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MKTN vs. SENT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT Market Neutral ETF (MKTN) and AdvisorShares Alpha DNA Equity Sentiment ETF (SENT). 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.


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

MKTN vs. SENT - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


MKTNSENTDifference

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

-0.25

+1.31

Drawdowns

MKTN vs. SENT - Drawdown Comparison

The maximum MKTN drawdown since its inception was -4.13%, smaller than the maximum SENT drawdown of -30.34%. Use the drawdown chart below to compare losses from any high point for MKTN and SENT.


Loading charts...

Drawdown Indicators


MKTNSENTDifference

Max Drawdown

Largest peak-to-trough decline

-4.13%

-30.34%

+26.21%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-15.83%

Max Drawdown (5Y)

Largest decline over 5 years

-30.34%

Current Drawdown

Current decline from peak

-0.65%

-27.23%

+26.58%

Average Drawdown

Average peak-to-trough decline

-1.13%

-20.90%

+19.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

Volatility

MKTN vs. SENT - Volatility Comparison


Loading charts...

Volatility by Period


MKTNSENTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

6.81%

0.00%

+6.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.81%

12.66%

-5.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.81%

13.32%

-6.51%

Dividends

MKTN vs. SENT - Dividend Comparison

MKTN's dividend yield for the trailing twelve months is around 0.50%, while SENT has not paid dividends to shareholders.


Frequently Asked Questions


MKTN has the higher dividend yield at 0.50%, compared with 0.00% for SENT.

They also come from different issuers: Federated Hermes and AdvisorShares.

Portfolio Optimizer

Find the right allocation for MKTN and SENT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer