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MPRO vs. EAOM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MPRO vs. EAOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Monarch ProCap ETF (MPRO) and iShares ESG Aware Moderate Allocation ETF (EAOM). The values are adjusted to include any dividend payments, if applicable.

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MPRO vs. EAOM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MPRO
Monarch ProCap ETF
2.16%9.33%8.37%10.55%-9.38%11.79%
EAOM
iShares ESG Aware Moderate Allocation ETF
-0.98%12.90%7.29%11.83%-15.48%6.81%

Returns By Period

In the year-to-date period, MPRO achieves a 2.16% return, which is significantly higher than EAOM's -0.98% return.


MPRO

1D
1.13%
1M
-4.35%
YTD
2.16%
6M
3.38%
1Y
10.35%
3Y*
8.91%
5Y*
5.74%
10Y*

EAOM

1D
1.38%
1M
-3.55%
YTD
-0.98%
6M
0.86%
1Y
10.87%
3Y*
8.56%
5Y*
3.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MPRO vs. EAOM - Expense Ratio Comparison

MPRO has a 1.17% expense ratio, which is higher than EAOM's 0.18% expense ratio.


Return for Risk

MPRO vs. EAOM — Risk / Return Rank

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

MPRO
MPRO Risk / Return Rank: 6565
Overall Rank
MPRO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
MPRO Sortino Ratio Rank: 6464
Sortino Ratio Rank
MPRO Omega Ratio Rank: 6161
Omega Ratio Rank
MPRO Calmar Ratio Rank: 6868
Calmar Ratio Rank
MPRO Martin Ratio Rank: 6767
Martin Ratio Rank

EAOM
EAOM Risk / Return Rank: 7676
Overall Rank
EAOM Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EAOM Sortino Ratio Rank: 7878
Sortino Ratio Rank
EAOM Omega Ratio Rank: 7676
Omega Ratio Rank
EAOM Calmar Ratio Rank: 7575
Calmar Ratio Rank
EAOM Martin Ratio Rank: 7777
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.

MPRO vs. EAOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Monarch ProCap ETF (MPRO) and iShares ESG Aware Moderate Allocation ETF (EAOM). 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.


MPROEAOMDifference

Sharpe ratio

Return per unit of total volatility

1.14

1.36

-0.22

Sortino ratio

Return per unit of downside risk

1.67

1.98

-0.31

Omega ratio

Gain probability vs. loss probability

1.23

1.28

-0.05

Calmar ratio

Return relative to maximum drawdown

1.77

1.94

-0.17

Martin ratio

Return relative to average drawdown

6.97

8.22

-1.25

MPRO vs. EAOM - Sharpe Ratio Comparison

The current MPRO Sharpe Ratio is 1.14, which is comparable to the EAOM Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of MPRO and EAOM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MPROEAOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

1.36

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.45

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.64

+0.03

Correlation

The correlation between MPRO and EAOM is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MPRO vs. EAOM - Dividend Comparison

MPRO's dividend yield for the trailing twelve months is around 1.95%, less than EAOM's 2.92% yield.


TTM202520242023202220212020
MPRO
Monarch ProCap ETF
1.95%1.93%1.64%1.40%1.09%0.95%0.00%
EAOM
iShares ESG Aware Moderate Allocation ETF
2.92%2.89%2.89%2.70%1.93%1.32%1.02%

Drawdowns

MPRO vs. EAOM - Drawdown Comparison

The maximum MPRO drawdown since its inception was -14.51%, smaller than the maximum EAOM drawdown of -20.73%. Use the drawdown chart below to compare losses from any high point for MPRO and EAOM.


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Drawdown Indicators


MPROEAOMDifference

Max Drawdown

Largest peak-to-trough decline

-14.51%

-20.73%

+6.22%

Max Drawdown (1Y)

Largest decline over 1 year

-6.17%

-5.67%

-0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-14.51%

-20.73%

+6.22%

Current Drawdown

Current decline from peak

-4.35%

-3.67%

-0.68%

Average Drawdown

Average peak-to-trough decline

-3.53%

-5.09%

+1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

1.34%

+0.23%

Volatility

MPRO vs. EAOM - Volatility Comparison

The current volatility for Monarch ProCap ETF (MPRO) is 2.82%, while iShares ESG Aware Moderate Allocation ETF (EAOM) has a volatility of 3.32%. This indicates that MPRO experiences smaller price fluctuations and is considered to be less risky than EAOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MPROEAOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

3.32%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

5.00%

4.81%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

9.14%

8.03%

+1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.29%

8.02%

+1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.30%

7.91%

+1.39%