NANC vs. HESAY
NANC (Unusual Whales Subversive Democratic Trading ETF) is Large Cap Blend Equities fund actively managed by Subversive, while HESAY (Hermes International SA) is a stock. Over the past 3 years, NANC returned 22.64%/yr vs -1.78%/yr for HESAY. At a 0.44 correlation, their price movements are largely independent.
Performance
NANC vs. HESAY - Performance Comparison
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Returns By Period
In the year-to-date period, NANC achieves a 10.22% return, which is significantly higher than HESAY's -18.99% return.
NANC
- 1D
- 2.12%
- 1M
- 3.76%
- YTD
- 10.22%
- 6M
- 10.78%
- 1Y
- 26.20%
- 3Y*
- 22.64%
- 5Y*
- —
- 10Y*
- —
HESAY
- 1D
- 1.42%
- 1M
- 9.10%
- YTD
- -18.99%
- 6M
- -20.48%
- 1Y
- -23.55%
- 3Y*
- -1.78%
- 5Y*
- 7.50%
- 10Y*
- 19.32%
NANC vs. HESAY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
NANC Unusual Whales Subversive Democratic Trading ETF | 10.22% | 18.54% | 26.83% | 22.81% |
HESAY Hermes International SA | -18.99% | 4.83% | 13.70% | 14.19% |
Correlation
The correlation between NANC and HESAY is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Feb 7, 2023 | 0.44 |
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Return for Risk
NANC vs. HESAY — Risk / Return Rank
NANC
HESAY
NANC vs. HESAY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Unusual Whales Subversive Democratic Trading ETF (NANC) and Hermes International SA (HESAY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NANC | HESAY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.62 | ||
| Sortino ratioReturn per unit of downside risk | +3.50 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.89 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | -0.65 | +2.80 |
| Martin ratioReturn relative to average drawdown | 8.74 | -1.16 | +9.90 |
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Drawdowns
NANC vs. HESAY - Drawdown Comparison
The maximum NANC drawdown since its inception was -20.94%, smaller than the maximum HESAY drawdown of -45.60%. Use the drawdown chart below to compare losses from any high point for NANC and HESAY.
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Drawdown Indicators
| NANC | HESAY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.94% | -45.60% | +24.66% |
Max Drawdown (1Y)Largest decline over 1 year | -12.21% | -36.48% | +24.27% |
Max Drawdown (3Y)Largest decline over 3 years | -20.94% | -38.23% | +17.29% |
Max Drawdown (5Y)Largest decline over 5 years | — | -45.60% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.60% | — |
Current DrawdownCurrent decline from peak | -0.68% | -32.28% | +31.60% |
Average DrawdownAverage peak-to-trough decline | -2.67% | -10.86% | +8.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 20.41% | -17.41% |
Volatility
NANC vs. HESAY - Volatility Comparison
The current volatility for Unusual Whales Subversive Democratic Trading ETF (NANC) is 5.79%, while Hermes International SA (HESAY) has a volatility of 7.28%. This indicates that NANC experiences smaller price fluctuations and is considered to be less risky than HESAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NANC | HESAY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.79% | 7.28% | -1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 11.46% | 23.46% | -12.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.35% | 30.45% | -16.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 31.56% | -14.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.87% | 27.98% | -11.11% |
Dividends
NANC vs. HESAY - Dividend Comparison
NANC's dividend yield for the trailing twelve months is around 0.19%, less than HESAY's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HESAY Hermes International SA | 1.05% | 1.18% | 1.13% | 0.67% | 0.57% | 0.31% | 0.46% | 0.68% | 0.91% | 1.55% | 1.81% | 2.54% |
NANC Unusual Whales Subversive Democratic Trading ETF | 0.19% | 0.21% | 0.20% | 0.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NANC and HESAY have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HESAY has higher volatility (7.28%) compared to NANC (5.79%). In terms of maximum drawdown, NANC dropped -20.94% vs HESAY's -45.60%.
NANC currently has the higher Sharpe Ratio (1.84 vs -0.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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