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

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.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.53%
15.64%
NANC
MAGA

Returns By Period

In the year-to-date period, NANC achieves a 29.72% return, which is significantly higher than MAGA's 23.84% return.


NANC

YTD

29.72%

1M

2.67%

6M

13.52%

1Y

37.14%

5Y (annualized)

N/A

10Y (annualized)

N/A

MAGA

YTD

23.84%

1M

4.50%

6M

15.64%

1Y

33.54%

5Y (annualized)

14.62%

10Y (annualized)

N/A

Key characteristics


NANCMAGA
Sharpe Ratio2.512.77
Sortino Ratio3.264.01
Omega Ratio1.461.49
Calmar Ratio3.416.15
Martin Ratio14.6415.51
Ulcer Index2.58%2.19%
Daily Std Dev15.03%12.25%
Max Drawdown-11.06%-43.17%
Current Drawdown-0.55%0.00%

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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.


NANC
Subversive Unusual Whales Democratic ETF
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%
Expense ratio chart for MAGA: current value at 0.72% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.72%

Correlation

-0.50.00.51.00.6

The correlation between NANC and MAGA is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for NANC, currently valued at 2.51, compared to the broader market0.002.004.002.512.77
The chart of Sortino ratio for NANC, currently valued at 3.26, compared to the broader market-2.000.002.004.006.008.0010.003.264.01
The chart of Omega ratio for NANC, currently valued at 1.46, compared to the broader market0.501.001.502.002.503.001.461.49
The chart of Calmar ratio for NANC, currently valued at 3.41, compared to the broader market0.005.0010.0015.003.416.15
The chart of Martin ratio for NANC, currently valued at 14.64, compared to the broader market0.0020.0040.0060.0080.00100.0014.6415.51
NANC
MAGA

The current NANC Sharpe Ratio is 2.51, which is comparable to the MAGA Sharpe Ratio of 2.77. 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.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.51
2.77
NANC
MAGA

Dividends

NANC vs. MAGA - Dividend Comparison

NANC's dividend yield for the trailing twelve months is around 0.72%, less than MAGA's 1.29% yield.


TTM2023202220212020201920182017
NANC
Subversive Unusual Whales Democratic ETF
0.72%0.94%0.00%0.00%0.00%0.00%0.00%0.00%
MAGA
Point Bridge GOP Stock Tracker ETF
1.29%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 -11.06%, 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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.55%
0
NANC
MAGA

Volatility

NANC vs. MAGA - Volatility Comparison

Subversive Unusual Whales Democratic ETF (NANC) and Point Bridge GOP Stock Tracker ETF (MAGA) have volatilities of 4.60% and 4.79%, 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%
4.79%
NANC
MAGA