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OCTT vs. APRT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OCTT and APRT is 0.95, 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

OCTT vs. APRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianzIM U.S. Large Cap Buffer10 Oct ETF (OCTT) and AllianzIM U.S. Large Cap Buffer10 Apr ETF (APRT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

OCTT:

0.53

APRT:

0.65

Sortino Ratio

OCTT:

0.82

APRT:

0.90

Omega Ratio

OCTT:

1.14

APRT:

1.13

Calmar Ratio

OCTT:

0.49

APRT:

0.55

Martin Ratio

OCTT:

2.10

APRT:

1.99

Ulcer Index

OCTT:

3.04%

APRT:

4.12%

Daily Std Dev

OCTT:

12.60%

APRT:

14.07%

Max Drawdown

OCTT:

-13.49%

APRT:

-14.98%

Current Drawdown

OCTT:

-1.60%

APRT:

-4.51%

Returns By Period

In the year-to-date period, OCTT achieves a 1.38% return, which is significantly higher than APRT's -0.81% return.


OCTT

YTD

1.38%

1M

3.02%

6M

0.10%

1Y

6.39%

3Y*

10.84%

5Y*

N/A

10Y*

N/A

APRT

YTD

-0.81%

1M

2.64%

6M

-2.16%

1Y

8.58%

3Y*

10.94%

5Y*

N/A

10Y*

N/A

*Annualized

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OCTT vs. APRT - Expense Ratio Comparison

Both OCTT and APRT have an expense ratio of 0.74%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

OCTT vs. APRT — Risk-Adjusted Performance Rank

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

OCTT
The Risk-Adjusted Performance Rank of OCTT is 5151
Overall Rank
The Sharpe Ratio Rank of OCTT is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of OCTT is 4646
Sortino Ratio Rank
The Omega Ratio Rank of OCTT is 5757
Omega Ratio Rank
The Calmar Ratio Rank of OCTT is 5151
Calmar Ratio Rank
The Martin Ratio Rank of OCTT is 5555
Martin Ratio Rank

APRT
The Risk-Adjusted Performance Rank of APRT is 5454
Overall Rank
The Sharpe Ratio Rank of APRT is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of APRT is 5151
Sortino Ratio Rank
The Omega Ratio Rank of APRT is 5555
Omega Ratio Rank
The Calmar Ratio Rank of APRT is 5656
Calmar Ratio Rank
The Martin Ratio Rank of APRT is 5353
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.

OCTT vs. APRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Large Cap Buffer10 Oct ETF (OCTT) and AllianzIM U.S. Large Cap Buffer10 Apr ETF (APRT). 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 OCTT Sharpe Ratio is 0.53, which is comparable to the APRT Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of OCTT and APRT, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

OCTT vs. APRT - Dividend Comparison

Neither OCTT nor APRT has paid dividends to shareholders.


TTM20242023202220212020
OCTT
AllianzIM U.S. Large Cap Buffer10 Oct ETF
0.00%0.00%0.00%0.00%0.00%0.00%
APRT
AllianzIM U.S. Large Cap Buffer10 Apr ETF
0.00%0.00%0.00%0.00%0.00%4.67%

Drawdowns

OCTT vs. APRT - Drawdown Comparison

The maximum OCTT drawdown since its inception was -13.49%, smaller than the maximum APRT drawdown of -14.98%. Use the drawdown chart below to compare losses from any high point for OCTT and APRT.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

OCTT vs. APRT - Volatility Comparison

AllianzIM U.S. Large Cap Buffer10 Oct ETF (OCTT) has a higher volatility of 3.18% compared to AllianzIM U.S. Large Cap Buffer10 Apr ETF (APRT) at 2.83%. This indicates that OCTT's price experiences larger fluctuations and is considered to be riskier than APRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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