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OMAH vs. TPRY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OMAH vs. TPRY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VistaShares Target 15™ Berkshire Select Income ETF (OMAH) and VistaShares Target 15 TEPRTantrum Contrarian Distribution ETF (TPRY). The values are adjusted to include any dividend payments, if applicable.

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OMAH vs. TPRY - Yearly Performance Comparison


Returns By Period


OMAH

1D
0.84%
1M
-0.44%
YTD
-0.14%
6M
0.87%
1Y
6.14%
3Y*
5Y*
10Y*

TPRY

1D
3.60%
1M
-6.34%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OMAH vs. TPRY - Expense Ratio Comparison

Both OMAH and TPRY have an expense ratio of 0.95%.


Return for Risk

OMAH vs. TPRY — Risk / Return Rank

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

OMAH
OMAH Risk / Return Rank: 3030
Overall Rank
OMAH Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
OMAH Sortino Ratio Rank: 2727
Sortino Ratio Rank
OMAH Omega Ratio Rank: 3030
Omega Ratio Rank
OMAH Calmar Ratio Rank: 2828
Calmar Ratio Rank
OMAH Martin Ratio Rank: 3838
Martin Ratio Rank

TPRY
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.

OMAH vs. TPRY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VistaShares Target 15™ Berkshire Select Income ETF (OMAH) and VistaShares Target 15 TEPRTantrum Contrarian Distribution ETF (TPRY). 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.


OMAHTPRYDifference

Sharpe ratio

Return per unit of total volatility

0.44

Sortino ratio

Return per unit of downside risk

0.71

Omega ratio

Gain probability vs. loss probability

1.11

Calmar ratio

Return relative to maximum drawdown

0.61

Martin ratio

Return relative to average drawdown

3.30

OMAH vs. TPRY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


OMAHTPRYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

-2.22

+2.66

Correlation

The correlation between OMAH and TPRY is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

OMAH vs. TPRY - Dividend Comparison

OMAH's dividend yield for the trailing twelve months is around 15.81%, more than TPRY's 1.25% yield.


Drawdowns

OMAH vs. TPRY - Drawdown Comparison

The maximum OMAH drawdown since its inception was -11.83%, which is greater than TPRY's maximum drawdown of -10.85%. Use the drawdown chart below to compare losses from any high point for OMAH and TPRY.


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Drawdown Indicators


OMAHTPRYDifference

Max Drawdown

Largest peak-to-trough decline

-11.83%

-10.85%

-0.98%

Max Drawdown (1Y)

Largest decline over 1 year

-11.18%

Current Drawdown

Current decline from peak

-1.71%

-7.64%

+5.93%

Average Drawdown

Average peak-to-trough decline

-1.39%

-5.79%

+4.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

Volatility

OMAH vs. TPRY - Volatility Comparison


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Volatility by Period


OMAHTPRYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.91%

Volatility (6M)

Calculated over the trailing 6-month period

6.31%

Volatility (1Y)

Calculated over the trailing 1-year period

13.94%

26.75%

-12.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.00%

26.75%

-12.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.00%

26.75%

-12.75%