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NRSH vs. AZTD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NRSH vs. AZTD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aztlan North America Nearshoring Stock Selection ETF (NRSH) and Aztlan Global Stock Selection Dm SMID ETF (AZTD). The values are adjusted to include any dividend payments, if applicable.

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NRSH vs. AZTD - Yearly Performance Comparison


2026 (YTD)202520242023
NRSH
Aztlan North America Nearshoring Stock Selection ETF
8.58%12.95%-6.17%8.65%
AZTD
Aztlan Global Stock Selection Dm SMID ETF
3.25%25.46%6.87%5.34%

Returns By Period

In the year-to-date period, NRSH achieves a 8.58% return, which is significantly higher than AZTD's 3.25% return.


NRSH

1D
2.72%
1M
-1.76%
YTD
8.58%
6M
8.25%
1Y
24.75%
3Y*
5Y*
10Y*

AZTD

1D
2.24%
1M
-5.39%
YTD
3.25%
6M
4.96%
1Y
28.45%
3Y*
13.63%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NRSH vs. AZTD - Expense Ratio Comparison

Both NRSH and AZTD have an expense ratio of 0.75%.


Return for Risk

NRSH vs. AZTD — Risk / Return Rank

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

NRSH
NRSH Risk / Return Rank: 5858
Overall Rank
NRSH Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
NRSH Sortino Ratio Rank: 5454
Sortino Ratio Rank
NRSH Omega Ratio Rank: 4545
Omega Ratio Rank
NRSH Calmar Ratio Rank: 7575
Calmar Ratio Rank
NRSH Martin Ratio Rank: 6161
Martin Ratio Rank

AZTD
AZTD Risk / Return Rank: 7474
Overall Rank
AZTD Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
AZTD Sortino Ratio Rank: 7676
Sortino Ratio Rank
AZTD Omega Ratio Rank: 6969
Omega Ratio Rank
AZTD Calmar Ratio Rank: 8080
Calmar Ratio Rank
AZTD Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NRSH vs. AZTD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aztlan North America Nearshoring Stock Selection ETF (NRSH) and Aztlan Global Stock Selection Dm SMID ETF (AZTD). 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.


NRSHAZTDDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.38

-0.38

Sortino ratio

Return per unit of downside risk

1.50

2.04

-0.54

Omega ratio

Gain probability vs. loss probability

1.19

1.27

-0.08

Calmar ratio

Return relative to maximum drawdown

2.21

2.51

-0.30

Martin ratio

Return relative to average drawdown

6.77

8.49

-1.72

NRSH vs. AZTD - Sharpe Ratio Comparison

The current NRSH Sharpe Ratio is 1.00, which is comparable to the AZTD Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of NRSH and AZTD, 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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Sharpe Ratios by Period


NRSHAZTDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.38

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.65

-0.16

Correlation

The correlation between NRSH and AZTD is 0.70, 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.


Dividends

NRSH vs. AZTD - Dividend Comparison

NRSH's dividend yield for the trailing twelve months is around 0.38%, less than AZTD's 1.02% yield.


TTM202520242023
NRSH
Aztlan North America Nearshoring Stock Selection ETF
0.38%0.42%0.90%0.17%
AZTD
Aztlan Global Stock Selection Dm SMID ETF
1.02%1.05%1.87%0.12%

Drawdowns

NRSH vs. AZTD - Drawdown Comparison

The maximum NRSH drawdown since its inception was -24.01%, which is greater than AZTD's maximum drawdown of -16.75%. Use the drawdown chart below to compare losses from any high point for NRSH and AZTD.


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Drawdown Indicators


NRSHAZTDDifference

Max Drawdown

Largest peak-to-trough decline

-24.01%

-16.75%

-7.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.50%

-11.63%

+0.13%

Current Drawdown

Current decline from peak

-3.20%

-6.28%

+3.08%

Average Drawdown

Average peak-to-trough decline

-5.94%

-3.95%

-1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.76%

3.44%

+0.32%

Volatility

NRSH vs. AZTD - Volatility Comparison

Aztlan North America Nearshoring Stock Selection ETF (NRSH) has a higher volatility of 10.78% compared to Aztlan Global Stock Selection Dm SMID ETF (AZTD) at 7.57%. This indicates that NRSH's price experiences larger fluctuations and is considered to be riskier than AZTD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NRSHAZTDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.78%

7.57%

+3.21%

Volatility (6M)

Calculated over the trailing 6-month period

18.81%

13.27%

+5.54%

Volatility (1Y)

Calculated over the trailing 1-year period

24.79%

20.67%

+4.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.81%

18.55%

+2.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.81%

18.55%

+2.26%