MRSK vs. ^SP500TR

Last updated Apr 2, 2026

Compare and contrast key facts about Agility Shares Managed Risk ETF (MRSK) and S&P 500 Total Return (^SP500TR).

MRSK is an actively managed fund by Toews Corp.. It was launched on Jun 25, 2020.

Performance

MRSK vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Agility Shares Managed Risk ETF (MRSK) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

MRSK vs. ^SP500TR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
MRSK Agility Shares Managed Risk ETF	-4.57%	11.93%	14.62%	13.29%	-11.86%	20.74%	16.42%
^SP500TR S&P 500 Total Return	-3.64%	17.88%	25.02%	26.29%	-18.11%	28.71%	22.84%

Returns By Period

In the year-to-date period, MRSK achieves a -4.57% return, which is significantly lower than ^SP500TR's -3.64% return.

MRSK

• 1D: -0.62%
• 1M: -5.52%
• YTD: -4.57%
• 6M: -1.23%
• 1Y: 11.20%
• 3Y*: 9.34%
• 5Y*: 6.95%
• 10Y*: —

^SP500TR

• 1D: 0.72%
• 1M: -4.34%
• YTD: -3.64%
• 6M: -1.43%
• 1Y: 18.20%
• 3Y*: 18.60%
• 5Y*: 11.96%
• 10Y*: 14.17%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

MRSK vs. ^SP500TR — Risk / Return Rank

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

MRSK

MRSK Risk / Return Rank: 51
MRSK Sharpe Ratio Rank: 48
MRSK Sortino Ratio Rank: 48
MRSK Omega Ratio Rank: 44
MRSK Calmar Ratio Rank: 53
MRSK Martin Ratio Rank: 60

^SP500TR

^SP500TR Risk / Return Rank: 72
^SP500TR Sharpe Ratio Rank: 66
^SP500TR Sortino Ratio Rank: 69
^SP500TR Omega Ratio Rank: 74
^SP500TR Calmar Ratio Rank: 67
^SP500TR Martin Ratio Rank: 83

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.

MRSK vs. ^SP500TR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Agility Shares Managed Risk ETF (MRSK) and S&P 500 Total Return (^SP500TR). 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.

	MRSK	^SP500TR	Difference
Sharpe ratio Return per unit of total volatility	0.93	1.00	-0.07
Sortino ratio Return per unit of downside risk	1.37	1.52	-0.16
Omega ratio Gain probability vs. loss probability	1.18	1.23	-0.05
Calmar ratio Return relative to maximum drawdown	1.46	1.54	-0.08
Martin ratio Return relative to average drawdown	6.32	7.32	-1.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MRSK vs. ^SP500TR - Sharpe Ratio Comparison

The current MRSK Sharpe Ratio is 0.93, which is comparable to the ^SP500TR Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of MRSK and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MRSK	^SP500TR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.93	1.00	-0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	0.71	-0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.79	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.83	0.62	+0.21

Correlation

The correlation between MRSK and ^SP500TR is 0.84, 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.

Drawdowns

MRSK vs. ^SP500TR - Drawdown Comparison

The maximum MRSK drawdown since its inception was -14.70%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for MRSK and ^SP500TR.

Drawdown Indicators

	MRSK	^SP500TR	Difference
Max Drawdown Largest peak-to-trough decline	-14.70%	-55.25%	+40.55%
Max Drawdown (1Y) Largest decline over 1 year	-7.82%	-12.12%	+4.30%
Max Drawdown (5Y) Largest decline over 5 years	-14.70%	-24.49%	+9.79%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.79%	—
Current Drawdown Current decline from peak	-6.66%	-5.55%	-1.11%
Average Drawdown Average peak-to-trough decline	-3.64%	-8.20%	+4.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.81%	2.55%	-0.74%

Volatility

MRSK vs. ^SP500TR - Volatility Comparison

The current volatility for Agility Shares Managed Risk ETF (MRSK) is 4.68%, while S&P 500 Total Return (^SP500TR) has a volatility of 5.38%. This indicates that MRSK experiences smaller price fluctuations and is considered to be less risky than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MRSK	^SP500TR	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.68%	5.38%	-0.70%
Volatility (6M) Calculated over the trailing 6-month period	8.85%	9.55%	-0.70%
Volatility (1Y) Calculated over the trailing 1-year period	12.10%	18.32%	-6.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.64%	16.90%	-5.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.91%	18.05%	-6.14%