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OCTT vs. FAAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OCTT vs. FAAR - 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 First Trust Alternative Absolute Return Strategy ETF (FAAR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OCTT achieves a 6.08% return, which is significantly lower than FAAR's 19.14% return.


OCTT

1D
-0.67%
1M
-0.05%
YTD
6.08%
6M
5.68%
1Y
17.56%
3Y*
13.29%
5Y*
10.13%
10Y*

FAAR

1D
-0.91%
1M
-5.21%
YTD
19.14%
6M
18.06%
1Y
28.33%
3Y*
10.57%
5Y*
7.72%
10Y*
4.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OCTT vs. FAAR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
OCTT
AllianzIM U.S. Large Cap Buffer10 Oct ETF
6.08%13.86%11.87%20.92%-7.10%13.55%6.96%
FAAR
First Trust Alternative Absolute Return Strategy ETF
19.14%8.07%5.97%-5.63%10.15%12.34%5.40%

Correlation

The correlation between OCTT and FAAR is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2020

0.02

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Return for Risk

OCTT vs. FAAR — Risk / Return Rank

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

OCTT
OCTT Risk / Return Rank: 7777
Overall Rank
OCTT Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
OCTT Sortino Ratio Rank: 7878
Sortino Ratio Rank
OCTT Omega Ratio Rank: 8080
Omega Ratio Rank
OCTT Calmar Ratio Rank: 6767
Calmar Ratio Rank
OCTT Martin Ratio Rank: 8282
Martin Ratio Rank

FAAR
FAAR Risk / Return Rank: 7575
Overall Rank
FAAR Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FAAR Sortino Ratio Rank: 7474
Sortino Ratio Rank
FAAR Omega Ratio Rank: 6565
Omega Ratio Rank
FAAR Calmar Ratio Rank: 8686
Calmar Ratio Rank
FAAR Martin Ratio Rank: 8181
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.

OCTT vs. FAAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Large Cap Buffer10 Oct ETF (OCTT) and First Trust Alternative Absolute Return Strategy ETF (FAAR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


OCTTFAARDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.43

1.37

+0.07

Calmar ratioReturn relative to maximum drawdown

3.03

4.52

-1.49

Martin ratioReturn relative to average drawdown

14.84

15.18

-0.34

OCTT vs. FAAR - Sharpe Ratio Comparison

The current OCTT Sharpe Ratio is 2.23, which is comparable to the FAAR Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of OCTT and FAAR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

OCTT vs. FAAR - Drawdown Comparison

The maximum OCTT drawdown since its inception was -13.49%, smaller than the maximum FAAR drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for OCTT and FAAR.


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Drawdown Indicators


OCTTFAARDifference

Max Drawdown

Largest peak-to-trough decline

-13.49%

-18.03%

+4.54%

Max Drawdown (1Y)

Largest decline over 1 year

-5.81%

-6.29%

+0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-13.04%

-11.54%

-1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-13.49%

-18.03%

+4.54%

Max Drawdown (10Y)

Largest decline over 10 years

-18.03%

Current Drawdown

Current decline from peak

-1.00%

-6.29%

+5.29%

Average Drawdown

Average peak-to-trough decline

-2.02%

-7.82%

+5.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

1.87%

-0.68%

Volatility

OCTT vs. FAAR - Volatility Comparison

The current volatility for AllianzIM U.S. Large Cap Buffer10 Oct ETF (OCTT) is 2.38%, while First Trust Alternative Absolute Return Strategy ETF (FAAR) has a volatility of 2.55%. This indicates that OCTT experiences smaller price fluctuations and is considered to be less risky than FAAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OCTTFAARDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.38%

2.55%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

6.20%

9.68%

-3.48%

Volatility (1Y)

Calculated over the trailing 1-year period

7.93%

13.38%

-5.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.48%

12.96%

-2.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.21%

11.54%

-1.33%

OCTT vs. FAAR - Expense Ratio Comparison

OCTT has a 0.74% expense ratio, which is lower than FAAR's 0.95% expense ratio.


Dividends

OCTT vs. FAAR - Dividend Comparison

OCTT has not paid dividends to shareholders, while FAAR's dividend yield for the trailing twelve months is around 9.66%.


PositionTTM202520242023202220212020201920182017
FAAR
First Trust Alternative Absolute Return Strategy ETF
9.66%11.63%3.45%3.20%5.82%6.49%3.05%1.02%0.58%2.83%
OCTT
AllianzIM U.S. Large Cap Buffer10 Oct ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


OCTT and FAAR have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FAAR has higher volatility (2.55%) compared to OCTT (2.38%). In terms of maximum drawdown, OCTT dropped -13.49% vs FAAR's -18.03%.

On 5-year performance, OCTT leads with 10.13% vs 7.72% for FAAR. On fees, OCTT is cheaper at 0.74% per year. On volatility, OCTT has been the lower-risk option at 2.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, OCTT has performed better with a 10.13% return vs 7.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OCTT is cheaper with a 0.74% expense ratio, compared with 0.95% for FAAR.

FAAR has the higher dividend yield at 9.66%, compared with 0.00% for OCTT.

OCTT is categorized as Options Trading, while FAAR is Commodities. They also come from different issuers: Allianz and First Trust. Their fees differ too: 0.74% for OCTT and 0.95% for FAAR.

OCTT currently has the higher Sharpe Ratio (2.23 vs 2.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for OCTT and FAAR

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