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

Correlation

The correlation between NANC and MAGA is 0.75, 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. MAGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Subversive Unusual Whales Democratic ETF (NANC) and Point Bridge GOP Stock Tracker ETF (MAGA). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

NANC:

0.64

MAGA:

0.49

Sortino Ratio

NANC:

1.04

MAGA:

0.92

Omega Ratio

NANC:

1.14

MAGA:

1.12

Calmar Ratio

NANC:

0.68

MAGA:

0.55

Martin Ratio

NANC:

2.30

MAGA:

1.80

Ulcer Index

NANC:

6.14%

MAGA:

5.46%

Daily Std Dev

NANC:

21.57%

MAGA:

17.66%

Max Drawdown

NANC:

-20.94%

MAGA:

-43.17%

Current Drawdown

NANC:

-5.38%

MAGA:

-5.70%

Returns By Period

In the year-to-date period, NANC achieves a 0.39% return, which is significantly lower than MAGA's 3.39% return.


NANC

YTD

0.39%

1M

11.74%

6M

-2.40%

1Y

13.63%

5Y*

N/A

10Y*

N/A

MAGA

YTD

3.39%

1M

8.22%

6M

-3.76%

1Y

8.50%

5Y*

20.22%

10Y*

N/A

*Annualized

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NANC vs. MAGA - Expense Ratio Comparison

NANC has a 0.75% expense ratio, which is higher than MAGA's 0.72% expense ratio.


Risk-Adjusted Performance

NANC vs. MAGA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NANC
The Risk-Adjusted Performance Rank of NANC is 7070
Overall Rank
The Sharpe Ratio Rank of NANC is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of NANC is 7070
Sortino Ratio Rank
The Omega Ratio Rank of NANC is 7070
Omega Ratio Rank
The Calmar Ratio Rank of NANC is 7575
Calmar Ratio Rank
The Martin Ratio Rank of NANC is 6868
Martin Ratio Rank

MAGA
The Risk-Adjusted Performance Rank of MAGA is 5959
Overall Rank
The Sharpe Ratio Rank of MAGA is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of MAGA is 6161
Sortino Ratio Rank
The Omega Ratio Rank of MAGA is 5959
Omega Ratio Rank
The Calmar Ratio Rank of MAGA is 6464
Calmar Ratio Rank
The Martin Ratio Rank of MAGA is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NANC vs. MAGA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Subversive Unusual Whales Democratic ETF (NANC) and Point Bridge GOP Stock Tracker ETF (MAGA). 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 higher than the MAGA Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of NANC and MAGA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

NANC vs. MAGA - Dividend Comparison

NANC has not paid dividends to shareholders, while MAGA's dividend yield for the trailing twelve months is around 1.14%.


TTM20242023202220212020201920182017
NANC
Subversive Unusual Whales Democratic ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MAGA
Point Bridge GOP Stock Tracker ETF
1.14%1.18%1.60%1.33%0.69%2.59%2.19%2.14%0.43%

Drawdowns

NANC vs. MAGA - Drawdown Comparison

The maximum NANC drawdown since its inception was -20.94%, smaller than the maximum MAGA drawdown of -43.17%. Use the drawdown chart below to compare losses from any high point for NANC and MAGA. For additional features, visit the drawdowns tool.


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Volatility

NANC vs. MAGA - Volatility Comparison

Subversive Unusual Whales Democratic ETF (NANC) has a higher volatility of 6.85% compared to Point Bridge GOP Stock Tracker ETF (MAGA) at 5.23%. This indicates that NANC's price experiences larger fluctuations and is considered to be riskier than MAGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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