NANC vs. SPY
Compare and contrast key facts about Subversive Unusual Whales Democratic ETF (NANC) and SPDR S&P 500 ETF (SPY).
NANC and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NANC is an actively managed fund by Subversive. It was launched on Feb 7, 2023. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NANC or SPY.
Key characteristics
| NANC | SPY | |
|---|---|---|
| YTD Return | 30.25% | 26.77% |
| 1Y Return | 42.34% | 37.43% |
| Sharpe Ratio | 2.83 | 3.06 |
| Sortino Ratio | 3.65 | 4.08 |
| Omega Ratio | 1.52 | 1.58 |
| Calmar Ratio | 3.83 | 4.44 |
| Martin Ratio | 16.52 | 20.11 |
| Ulcer Index | 2.56% | 1.85% |
| Daily Std Dev | 14.97% | 12.18% |
| Max Drawdown | -11.06% | -55.19% |
| Current Drawdown | -0.15% | -0.31% |
Correlation
The correlation between NANC and SPY is 0.94, 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. SPY - Performance Comparison
In the year-to-date period, NANC achieves a 30.25% return, which is significantly higher than SPY's 26.77% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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NANC vs. SPY - Expense Ratio Comparison
NANC has a 0.75% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
NANC vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Subversive Unusual Whales Democratic ETF (NANC) and SPDR S&P 500 ETF (SPY). 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.
Dividends
NANC vs. SPY - Dividend Comparison
NANC's dividend yield for the trailing twelve months is around 0.72%, less than SPY's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NANC Subversive Unusual Whales Democratic ETF | 0.72% | 0.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
NANC vs. SPY - Drawdown Comparison
The maximum NANC drawdown since its inception was -11.06%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for NANC and SPY. For additional features, visit the drawdowns tool.
Volatility
NANC vs. SPY - Volatility Comparison
Subversive Unusual Whales Democratic ETF (NANC) has a higher volatility of 4.34% compared to SPDR S&P 500 ETF (SPY) at 3.88%. This indicates that NANC's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.