MRSK vs. THY
Compare and contrast key facts about Agility Shares Managed Risk ETF (MRSK) and Agility Shares Dynamic Tactical Income ETF (THY).
MRSK and THY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MRSK is an actively managed fund by Toews Corp.. It was launched on Jun 25, 2020. THY is an actively managed fund by Toews Corp.. It was launched on Jun 25, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRSK or THY.
Key characteristics
| MRSK | THY | |
|---|---|---|
| YTD Return | 16.20% | 5.87% |
| 1Y Return | 24.42% | 11.87% |
| 3Y Return (Ann) | 5.70% | 1.45% |
| Sharpe Ratio | 2.03 | 2.21 |
| Sortino Ratio | 2.65 | 3.30 |
| Omega Ratio | 1.42 | 1.46 |
| Calmar Ratio | 2.50 | 1.44 |
| Martin Ratio | 10.93 | 18.03 |
| Ulcer Index | 2.16% | 0.62% |
| Daily Std Dev | 11.58% | 5.08% |
| Max Drawdown | -14.70% | -8.56% |
| Current Drawdown | 0.00% | -1.13% |
Correlation
The correlation between MRSK and THY is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
MRSK vs. THY - Performance Comparison
In the year-to-date period, MRSK achieves a 16.20% return, which is significantly higher than THY's 5.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MRSK vs. THY - Expense Ratio Comparison
MRSK has a 0.99% expense ratio, which is lower than THY's 1.36% expense ratio.
Risk-Adjusted Performance
MRSK vs. THY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Agility Shares Managed Risk ETF (MRSK) and Agility Shares Dynamic Tactical Income ETF (THY). 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.
Dividends
MRSK vs. THY - Dividend Comparison
MRSK's dividend yield for the trailing twelve months is around 0.52%, less than THY's 4.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
MRSK Agility Shares Managed Risk ETF | 0.52% | 0.60% | 1.11% | 14.20% | 0.27% |
THY Agility Shares Dynamic Tactical Income ETF | 4.69% | 4.59% | 2.55% | 3.46% | 1.09% |
Drawdowns
MRSK vs. THY - Drawdown Comparison
The maximum MRSK drawdown since its inception was -14.70%, which is greater than THY's maximum drawdown of -8.56%. Use the drawdown chart below to compare losses from any high point for MRSK and THY. For additional features, visit the drawdowns tool.
Volatility
MRSK vs. THY - Volatility Comparison
Agility Shares Managed Risk ETF (MRSK) has a higher volatility of 3.35% compared to Agility Shares Dynamic Tactical Income ETF (THY) at 0.98%. This indicates that MRSK's price experiences larger fluctuations and is considered to be riskier than THY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.