PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NANC vs. KRUZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

NANC vs. KRUZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Subversive Unusual Whales Democratic ETF (NANC) and Unusual Whales Subversive Republican Trading ETF (KRUZ). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
12.79%
11.13%
NANC
KRUZ

Returns By Period

In the year-to-date period, NANC achieves a 29.95% return, which is significantly higher than KRUZ's 20.40% return.


NANC

YTD

29.95%

1M

3.96%

6M

12.78%

1Y

37.38%

5Y (annualized)

N/A

10Y (annualized)

N/A

KRUZ

YTD

20.40%

1M

4.44%

6M

11.13%

1Y

29.43%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


NANCKRUZ
Sharpe Ratio2.492.39
Sortino Ratio3.233.25
Omega Ratio1.451.44
Calmar Ratio3.383.70
Martin Ratio14.5014.22
Ulcer Index2.58%2.07%
Daily Std Dev15.03%12.29%
Max Drawdown-11.06%-10.03%
Current Drawdown-0.38%0.00%

Compare stocks, funds, or ETFs

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


NANC vs. KRUZ - Expense Ratio Comparison

NANC has a 0.75% expense ratio, which is lower than KRUZ's 0.83% expense ratio.


KRUZ
Unusual Whales Subversive Republican Trading ETF
Expense ratio chart for KRUZ: current value at 0.83% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.83%
Expense ratio chart for NANC: 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%

Correlation

-0.50.00.51.00.8

The correlation between NANC and KRUZ is 0.82, 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.

Risk-Adjusted Performance

NANC vs. KRUZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Subversive Unusual Whales Democratic ETF (NANC) and Unusual Whales Subversive Republican Trading ETF (KRUZ). 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 NANC, currently valued at 2.49, compared to the broader market0.002.004.002.492.39
The chart of Sortino ratio for NANC, currently valued at 3.23, compared to the broader market-2.000.002.004.006.008.0010.0012.003.233.25
The chart of Omega ratio for NANC, currently valued at 1.45, compared to the broader market0.501.001.502.002.503.001.451.44
The chart of Calmar ratio for NANC, currently valued at 3.38, compared to the broader market0.005.0010.0015.003.383.70
The chart of Martin ratio for NANC, currently valued at 14.50, compared to the broader market0.0020.0040.0060.0080.00100.0014.5014.22
NANC
KRUZ

The current NANC Sharpe Ratio is 2.49, which is comparable to the KRUZ Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of NANC and KRUZ, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.49
2.39
NANC
KRUZ

Dividends

NANC vs. KRUZ - Dividend Comparison

NANC's dividend yield for the trailing twelve months is around 0.72%, less than KRUZ's 0.84% yield.


TTM2023
NANC
Subversive Unusual Whales Democratic ETF
0.72%0.94%
KRUZ
Unusual Whales Subversive Republican Trading ETF
0.84%1.01%

Drawdowns

NANC vs. KRUZ - Drawdown Comparison

The maximum NANC drawdown since its inception was -11.06%, which is greater than KRUZ's maximum drawdown of -10.03%. Use the drawdown chart below to compare losses from any high point for NANC and KRUZ. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.38%
0
NANC
KRUZ

Volatility

NANC vs. KRUZ - Volatility Comparison

Subversive Unusual Whales Democratic ETF (NANC) and Unusual Whales Subversive Republican Trading ETF (KRUZ) have volatilities of 4.60% and 4.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.60%
4.46%
NANC
KRUZ