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MRSK vs. FEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MRSK and FEPI is 0.77, 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.


-0.50.00.51.00.8

Performance

MRSK vs. FEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Agility Shares Managed Risk ETF (MRSK) and REX FANG & Innovation Equity Premium Income ETF (FEPI). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
18.64%
29.87%
MRSK
FEPI

Key characteristics

Sharpe Ratio

MRSK:

1.44

FEPI:

1.11

Sortino Ratio

MRSK:

1.90

FEPI:

1.49

Omega Ratio

MRSK:

1.29

FEPI:

1.21

Calmar Ratio

MRSK:

2.20

FEPI:

1.27

Martin Ratio

MRSK:

7.66

FEPI:

4.56

Ulcer Index

MRSK:

2.18%

FEPI:

3.96%

Daily Std Dev

MRSK:

11.61%

FEPI:

16.24%

Max Drawdown

MRSK:

-14.70%

FEPI:

-14.17%

Current Drawdown

MRSK:

-1.93%

FEPI:

-3.25%

Returns By Period

The year-to-date returns for both investments are quite close, with MRSK having a 15.82% return and FEPI slightly higher at 16.27%.


MRSK

YTD

15.82%

1M

0.57%

6M

5.19%

1Y

15.64%

5Y*

N/A

10Y*

N/A

FEPI

YTD

16.27%

1M

0.51%

6M

4.43%

1Y

17.09%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


MRSK vs. FEPI - Expense Ratio Comparison

MRSK has a 0.99% expense ratio, which is higher than FEPI's 0.65% expense ratio.


MRSK
Agility Shares Managed Risk ETF
Expense ratio chart for MRSK: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for FEPI: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Risk-Adjusted Performance

MRSK vs. FEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Agility Shares Managed Risk ETF (MRSK) and REX FANG & Innovation Equity Premium Income ETF (FEPI). 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.


Sharpe ratio
The chart of Sharpe ratio for MRSK, currently valued at 1.44, compared to the broader market0.002.004.001.441.11
The chart of Sortino ratio for MRSK, currently valued at 1.90, compared to the broader market-2.000.002.004.006.008.0010.001.901.49
The chart of Omega ratio for MRSK, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.21
The chart of Calmar ratio for MRSK, currently valued at 2.20, compared to the broader market0.005.0010.0015.002.201.27
The chart of Martin ratio for MRSK, currently valued at 7.66, compared to the broader market0.0020.0040.0060.0080.00100.007.664.56
MRSK
FEPI

The current MRSK Sharpe Ratio is 1.44, which is comparable to the FEPI Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of MRSK and FEPI, 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 Ratio1.001.502.00Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
1.44
1.11
MRSK
FEPI

Dividends

MRSK vs. FEPI - Dividend Comparison

MRSK's dividend yield for the trailing twelve months is around 0.44%, less than FEPI's 26.66% yield.


TTM2023202220212020
MRSK
Agility Shares Managed Risk ETF
0.44%0.60%1.11%14.20%0.27%
FEPI
REX FANG & Innovation Equity Premium Income ETF
26.66%4.21%0.00%0.00%0.00%

Drawdowns

MRSK vs. FEPI - Drawdown Comparison

The maximum MRSK drawdown since its inception was -14.70%, roughly equal to the maximum FEPI drawdown of -14.17%. Use the drawdown chart below to compare losses from any high point for MRSK and FEPI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.93%
-3.25%
MRSK
FEPI

Volatility

MRSK vs. FEPI - Volatility Comparison

The current volatility for Agility Shares Managed Risk ETF (MRSK) is 2.74%, while REX FANG & Innovation Equity Premium Income ETF (FEPI) has a volatility of 4.85%. This indicates that MRSK experiences smaller price fluctuations and is considered to be less risky than FEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
2.74%
4.85%
MRSK
FEPI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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