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OOSP vs. CARY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OOSP and CARY is 0.80, 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

OOSP vs. CARY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Obra Opportunistic Structured Products ETF (OOSP) and Angel Oak Income ETF (CARY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

OOSP:

0.76%

CARY:

2.91%

Max Drawdown

OOSP:

0.00%

CARY:

-0.31%

Current Drawdown

OOSP:

0.00%

CARY:

-0.31%

Returns By Period


OOSP

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

CARY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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OOSP vs. CARY - Expense Ratio Comparison

OOSP has a 0.90% expense ratio, which is higher than CARY's 0.80% expense ratio.


Risk-Adjusted Performance

OOSP vs. CARY — Risk-Adjusted Performance Rank

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

OOSP
The Risk-Adjusted Performance Rank of OOSP is 9898
Overall Rank
The Sharpe Ratio Rank of OOSP is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of OOSP is 9898
Sortino Ratio Rank
The Omega Ratio Rank of OOSP is 9898
Omega Ratio Rank
The Calmar Ratio Rank of OOSP is 9999
Calmar Ratio Rank
The Martin Ratio Rank of OOSP is 9898
Martin Ratio Rank

CARY
The Risk-Adjusted Performance Rank of CARY is 9797
Overall Rank
The Sharpe Ratio Rank of CARY is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of CARY is 9898
Sortino Ratio Rank
The Omega Ratio Rank of CARY is 9797
Omega Ratio Rank
The Calmar Ratio Rank of CARY is 9797
Calmar Ratio Rank
The Martin Ratio Rank of CARY is 9595
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.

OOSP vs. CARY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Obra Opportunistic Structured Products ETF (OOSP) and Angel Oak Income ETF (CARY). 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.



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Dividends

OOSP vs. CARY - Dividend Comparison

OOSP's dividend yield for the trailing twelve months is around 7.77%, more than CARY's 6.58% yield.


TTM202420232022
OOSP
Obra Opportunistic Structured Products ETF
7.77%0.00%0.00%0.00%
CARY
Angel Oak Income ETF
6.58%0.00%0.00%0.00%

Drawdowns

OOSP vs. CARY - Drawdown Comparison

The maximum OOSP drawdown since its inception was 0.00%, smaller than the maximum CARY drawdown of -0.31%. Use the drawdown chart below to compare losses from any high point for OOSP and CARY. For additional features, visit the drawdowns tool.


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Volatility

OOSP vs. CARY - Volatility Comparison


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