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NANC vs. KRUZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


NANCKRUZ
YTD Return30.25%19.43%
1Y Return42.34%33.00%
Sharpe Ratio2.832.66
Sortino Ratio3.653.60
Omega Ratio1.521.49
Calmar Ratio3.834.14
Martin Ratio16.5215.99
Ulcer Index2.56%2.06%
Daily Std Dev14.97%12.39%
Max Drawdown-11.06%-10.03%
Current Drawdown-0.15%-0.32%

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.

Performance

NANC vs. KRUZ - Performance Comparison

In the year-to-date period, NANC achieves a 30.25% return, which is significantly higher than KRUZ's 19.43% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.47%
10.07%
NANC
KRUZ

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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%

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.


NANC
Sharpe ratio
The chart of Sharpe ratio for NANC, currently valued at 2.83, compared to the broader market-2.000.002.004.002.83
Sortino ratio
The chart of Sortino ratio for NANC, currently valued at 3.65, compared to the broader market-2.000.002.004.006.008.0010.0012.003.65
Omega ratio
The chart of Omega ratio for NANC, currently valued at 1.52, compared to the broader market1.001.502.002.503.001.52
Calmar ratio
The chart of Calmar ratio for NANC, currently valued at 3.83, compared to the broader market0.005.0010.0015.003.83
Martin ratio
The chart of Martin ratio for NANC, currently valued at 16.52, compared to the broader market0.0020.0040.0060.0080.00100.0016.52
KRUZ
Sharpe ratio
The chart of Sharpe ratio for KRUZ, currently valued at 2.66, compared to the broader market-2.000.002.004.002.66
Sortino ratio
The chart of Sortino ratio for KRUZ, currently valued at 3.60, compared to the broader market-2.000.002.004.006.008.0010.0012.003.60
Omega ratio
The chart of Omega ratio for KRUZ, currently valued at 1.49, compared to the broader market1.001.502.002.503.001.49
Calmar ratio
The chart of Calmar ratio for KRUZ, currently valued at 4.14, compared to the broader market0.005.0010.0015.004.14
Martin ratio
The chart of Martin ratio for KRUZ, currently valued at 15.99, compared to the broader market0.0020.0040.0060.0080.00100.0015.99

NANC vs. KRUZ - Sharpe Ratio Comparison

The current NANC Sharpe Ratio is 2.83, which is comparable to the KRUZ Sharpe Ratio of 2.66. 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
2.83
2.66
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
-0.15%
-0.32%
NANC
KRUZ

Volatility

NANC vs. KRUZ - Volatility Comparison

The current volatility for Subversive Unusual Whales Democratic ETF (NANC) is 4.34%, while Unusual Whales Subversive Republican Trading ETF (KRUZ) has a volatility of 4.57%. This indicates that NANC experiences smaller price fluctuations and is considered to be less risky than KRUZ based on this measure. 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
4.34%
4.57%
NANC
KRUZ