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MVPS vs. BUZZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


MVPSBUZZ
YTD Return16.86%29.32%
1Y Return40.57%55.91%
3Y Return (Ann)-6.06%-2.77%
Sharpe Ratio1.822.30
Sortino Ratio2.402.96
Omega Ratio1.311.36
Calmar Ratio1.001.33
Martin Ratio8.789.45
Ulcer Index4.69%6.01%
Daily Std Dev22.63%24.65%
Max Drawdown-51.36%-56.87%
Current Drawdown-17.61%-10.74%

Correlation

-0.50.00.51.00.9

The correlation between MVPS and BUZZ is 0.92, 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.

Performance

MVPS vs. BUZZ - Performance Comparison

In the year-to-date period, MVPS achieves a 16.86% return, which is significantly lower than BUZZ's 29.32% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
16.59%
16.69%
MVPS
BUZZ

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MVPS vs. BUZZ - Expense Ratio Comparison

MVPS has a 0.49% expense ratio, which is lower than BUZZ's 0.75% expense ratio.


BUZZ
VanEck Social Sentiment ETF
Expense ratio chart for BUZZ: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for MVPS: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

MVPS vs. BUZZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Thematic All-Stars ETF (MVPS) and VanEck Social Sentiment ETF (BUZZ). 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.


MVPS
Sharpe ratio
The chart of Sharpe ratio for MVPS, currently valued at 1.82, compared to the broader market-2.000.002.004.001.82
Sortino ratio
The chart of Sortino ratio for MVPS, currently valued at 2.40, compared to the broader market0.005.0010.002.40
Omega ratio
The chart of Omega ratio for MVPS, currently valued at 1.31, compared to the broader market1.001.502.002.503.001.31
Calmar ratio
The chart of Calmar ratio for MVPS, currently valued at 1.00, compared to the broader market0.005.0010.0015.001.00
Martin ratio
The chart of Martin ratio for MVPS, currently valued at 8.78, compared to the broader market0.0020.0040.0060.0080.00100.008.78
BUZZ
Sharpe ratio
The chart of Sharpe ratio for BUZZ, currently valued at 2.30, compared to the broader market-2.000.002.004.002.30
Sortino ratio
The chart of Sortino ratio for BUZZ, currently valued at 2.96, compared to the broader market0.005.0010.002.96
Omega ratio
The chart of Omega ratio for BUZZ, currently valued at 1.36, compared to the broader market1.001.502.002.503.001.36
Calmar ratio
The chart of Calmar ratio for BUZZ, currently valued at 1.33, compared to the broader market0.005.0010.0015.001.33
Martin ratio
The chart of Martin ratio for BUZZ, currently valued at 9.45, compared to the broader market0.0020.0040.0060.0080.00100.009.45

MVPS vs. BUZZ - Sharpe Ratio Comparison

The current MVPS Sharpe Ratio is 1.82, which is comparable to the BUZZ Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of MVPS and BUZZ, 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.82
2.30
MVPS
BUZZ

Dividends

MVPS vs. BUZZ - Dividend Comparison

MVPS has not paid dividends to shareholders, while BUZZ's dividend yield for the trailing twelve months is around 0.40%.


TTM20232022
MVPS
Amplify Thematic All-Stars ETF
0.00%0.00%0.01%
BUZZ
VanEck Social Sentiment ETF
0.40%0.52%0.40%

Drawdowns

MVPS vs. BUZZ - Drawdown Comparison

The maximum MVPS drawdown since its inception was -51.36%, smaller than the maximum BUZZ drawdown of -56.87%. Use the drawdown chart below to compare losses from any high point for MVPS and BUZZ. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-17.61%
-10.74%
MVPS
BUZZ

Volatility

MVPS vs. BUZZ - Volatility Comparison

The current volatility for Amplify Thematic All-Stars ETF (MVPS) is 6.79%, while VanEck Social Sentiment ETF (BUZZ) has a volatility of 7.73%. This indicates that MVPS experiences smaller price fluctuations and is considered to be less risky than BUZZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.79%
7.73%
MVPS
BUZZ