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

Performance

NANC vs. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Subversive Unusual Whales Democratic ETF (NANC) and Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
11.98%
11.91%
NANC
SWPPX

Returns By Period

In the year-to-date period, NANC achieves a 28.51% return, which is significantly higher than SWPPX's 25.53% return.


NANC

YTD

28.51%

1M

1.82%

6M

11.98%

1Y

35.97%

5Y (annualized)

N/A

10Y (annualized)

N/A

SWPPX

YTD

25.53%

1M

1.00%

6M

11.90%

1Y

31.91%

5Y (annualized)

15.62%

10Y (annualized)

13.13%

Key characteristics


NANCSWPPX
Sharpe Ratio2.472.67
Sortino Ratio3.213.56
Omega Ratio1.451.50
Calmar Ratio3.353.89
Martin Ratio14.3917.45
Ulcer Index2.58%1.88%
Daily Std Dev15.03%12.32%
Max Drawdown-11.06%-55.06%
Current Drawdown-1.48%-1.35%

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NANC vs. SWPPX - Expense Ratio Comparison

NANC has a 0.75% expense ratio, which is higher than SWPPX's 0.02% 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 SWPPX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Correlation

-0.50.00.51.00.9

The correlation between NANC and SWPPX is 0.92, 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.

Risk-Adjusted Performance

NANC vs. SWPPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Subversive Unusual Whales Democratic ETF (NANC) and Schwab S&P 500 Index Fund (SWPPX). 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 2.47, compared to the broader market0.002.004.006.002.472.67
The chart of Sortino ratio for NANC, currently valued at 3.21, compared to the broader market-2.000.002.004.006.008.0010.0012.003.213.56
The chart of Omega ratio for NANC, currently valued at 1.45, compared to the broader market0.501.001.502.002.503.001.451.50
The chart of Calmar ratio for NANC, currently valued at 3.35, compared to the broader market0.005.0010.0015.003.353.89
The chart of Martin ratio for NANC, currently valued at 14.39, compared to the broader market0.0020.0040.0060.0080.00100.0014.3917.45
NANC
SWPPX

The current NANC Sharpe Ratio is 2.47, which is comparable to the SWPPX Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of NANC and SWPPX, 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.47
2.67
NANC
SWPPX

Dividends

NANC vs. SWPPX - Dividend Comparison

NANC's dividend yield for the trailing twelve months is around 0.73%, less than SWPPX's 1.14% yield.


TTM20232022202120202019201820172016201520142013
NANC
Subversive Unusual Whales Democratic ETF
0.73%0.94%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SWPPX
Schwab S&P 500 Index Fund
1.14%1.43%1.67%1.17%1.81%1.77%2.20%1.75%1.99%2.15%1.80%1.67%

Drawdowns

NANC vs. SWPPX - Drawdown Comparison

The maximum NANC drawdown since its inception was -11.06%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for NANC and SWPPX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.48%
-1.35%
NANC
SWPPX

Volatility

NANC vs. SWPPX - Volatility Comparison

Subversive Unusual Whales Democratic ETF (NANC) has a higher volatility of 4.71% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.06%. This indicates that NANC's price experiences larger fluctuations and is considered to be riskier than SWPPX 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
4.71%
4.06%
NANC
SWPPX