PortfoliosLab logo
OILK vs. AMOM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OILK and AMOM is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

OILK vs. AMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares K-1 Free Crude Oil Strategy ETF (OILK) and QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

OILK:

35.37%

AMOM:

11.88%

Max Drawdown

OILK:

-1.62%

AMOM:

-1.05%

Current Drawdown

OILK:

0.00%

AMOM:

-1.03%

Returns By Period


OILK

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

AMOM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


OILK vs. AMOM - Expense Ratio Comparison

OILK has a 0.68% expense ratio, which is lower than AMOM's 0.75% expense ratio.


Risk-Adjusted Performance

OILK vs. AMOM — Risk-Adjusted Performance Rank

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

OILK
The Risk-Adjusted Performance Rank of OILK is 44
Overall Rank
The Sharpe Ratio Rank of OILK is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of OILK is 44
Sortino Ratio Rank
The Omega Ratio Rank of OILK is 44
Omega Ratio Rank
The Calmar Ratio Rank of OILK is 55
Calmar Ratio Rank
The Martin Ratio Rank of OILK is 22
Martin Ratio Rank

AMOM
The Risk-Adjusted Performance Rank of AMOM is 3535
Overall Rank
The Sharpe Ratio Rank of AMOM is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of AMOM is 3737
Sortino Ratio Rank
The Omega Ratio Rank of AMOM is 3636
Omega Ratio Rank
The Calmar Ratio Rank of AMOM is 3737
Calmar Ratio Rank
The Martin Ratio Rank of AMOM is 3232
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.

OILK vs. AMOM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares K-1 Free Crude Oil Strategy ETF (OILK) and QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM). 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.



Loading data...

Dividends

OILK vs. AMOM - Dividend Comparison

Neither OILK nor AMOM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OILK vs. AMOM - Drawdown Comparison

The maximum OILK drawdown since its inception was -1.62%, which is greater than AMOM's maximum drawdown of -1.05%. Use the drawdown chart below to compare losses from any high point for OILK and AMOM. For additional features, visit the drawdowns tool.


Loading data...

Volatility

OILK vs. AMOM - Volatility Comparison


Loading data...