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

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.


-0.50.00.51.00.4

Performance

MRSK vs. THY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Agility Shares Managed Risk ETF (MRSK) and Agility Shares Dynamic Tactical Income ETF (THY). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
56.12%
6.03%
MRSK
THY

Key characteristics

Sharpe Ratio

MRSK:

1.44

THY:

1.02

Sortino Ratio

MRSK:

1.90

THY:

1.44

Omega Ratio

MRSK:

1.29

THY:

1.20

Calmar Ratio

MRSK:

2.20

THY:

1.42

Martin Ratio

MRSK:

7.66

THY:

6.35

Ulcer Index

MRSK:

2.18%

THY:

0.77%

Daily Std Dev

MRSK:

11.61%

THY:

4.77%

Max Drawdown

MRSK:

-14.70%

THY:

-8.56%

Current Drawdown

MRSK:

-1.93%

THY:

-2.09%

Returns By Period

In the year-to-date period, MRSK achieves a 15.82% return, which is significantly higher than THY's 4.84% return.


MRSK

YTD

15.82%

1M

0.57%

6M

5.19%

1Y

15.64%

5Y*

N/A

10Y*

N/A

THY

YTD

4.84%

1M

-0.57%

6M

2.81%

1Y

4.66%

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. THY - Expense Ratio Comparison

MRSK has a 0.99% expense ratio, which is lower than THY's 1.36% expense ratio.


THY
Agility Shares Dynamic Tactical Income ETF
Expense ratio chart for THY: current value at 1.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.36%
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%

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.


Sharpe ratio
The chart of Sharpe ratio for MRSK, currently valued at 1.44, compared to the broader market0.002.004.001.441.02
The chart of Sortino ratio for MRSK, currently valued at 1.90, compared to the broader market-2.000.002.004.006.008.0010.001.901.44
The chart of Omega ratio for MRSK, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.20
The chart of Calmar ratio for MRSK, currently valued at 2.20, compared to the broader market0.005.0010.0015.002.201.42
The chart of Martin ratio for MRSK, currently valued at 7.66, compared to the broader market0.0020.0040.0060.0080.00100.007.666.35
MRSK
THY

The current MRSK Sharpe Ratio is 1.44, which is higher than the THY Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of MRSK and THY, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.44
1.02
MRSK
THY

Dividends

MRSK vs. THY - Dividend Comparison

MRSK's dividend yield for the trailing twelve months is around 0.44%, less than THY's 4.61% yield.


TTM2023202220212020
MRSK
Agility Shares Managed Risk ETF
0.44%0.60%1.11%14.20%0.27%
THY
Agility Shares Dynamic Tactical Income ETF
4.61%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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.93%
-2.09%
MRSK
THY

Volatility

MRSK vs. THY - Volatility Comparison

Agility Shares Managed Risk ETF (MRSK) has a higher volatility of 2.74% compared to Agility Shares Dynamic Tactical Income ETF (THY) at 1.35%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
2.74%
1.35%
MRSK
THY
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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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