NANC vs. KRUZ

In the year-to-date period, NANC achieves a 1.76% return, which is significantly lower than KRUZ's 2.21% return.

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

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.

The current NANC Sharpe Ratio is 0.64, which is comparable to the KRUZ Sharpe Ratio of 0.59. 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.

NANC's dividend yield for the trailing twelve months is around 0.20%, less than KRUZ's 0.56% yield.

The maximum NANC drawdown since its inception was -20.94%, which is greater than KRUZ's maximum drawdown of -15.42%. Use the drawdown chart below to compare losses from any high point for NANC and KRUZ.

Subversive Unusual Whales Democratic ETF (NANC) has a higher volatility of 5.03% compared to Unusual Whales Subversive Republican Trading ETF (KRUZ) at 3.97%. This indicates that NANC's price experiences larger fluctuations and is considered to be riskier than KRUZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.