PRAE vs. TUG

Last updated Jul 22, 2026

PRAE (PlanRock Alternative Growth ETF) and TUG (STF Tactical Growth ETF) are both Diversified Portfolio funds. Both are actively managed. Over the past year, PRAE returned 24.18% vs 26.19% for TUG. A 0.74 correlation means they provide meaningful diversification when combined. PRAE charges 1.43%/yr vs 0.65%/yr for TUG.

Performance

PRAE vs. TUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PlanRock Alternative Growth ETF (PRAE) and STF Tactical Growth ETF (TUG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PRAE achieves a 10.07% return, which is significantly lower than TUG's 15.83% return.

PRAE

• 1D: 1.82%
• 1M: 0.42%
• 6M: 7.21%
• YTD: 10.07%
• 1Y: 24.18%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 12.60%

TUG

• 1D: 1.61%
• 1M: -3.28%
• 6M: 17.16%
• YTD: 15.83%
• 1Y: 26.19%
• 3Y*: 20.74%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 18.23%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PRAE vs. TUG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
PRAE PlanRock Alternative Growth ETF	10.07%	13.70%	8.54%	0.07%
TUG STF Tactical Growth ETF	15.83%	20.43%	19.37%	0.89%

Correlation

The correlation between PRAE and TUG is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.78
Correlation (All Time) Calculated using the full available price history since Dec 19, 2023	0.74

The correlation between PRAE and TUG has been stable across timeframes, ranging from 0.74 to 0.78 - a consistent structural relationship.

Return for Risk

PRAE vs. TUG — Risk / Return Rank

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

PRAE

PRAE Risk / Return Rank: 60
PRAE Sharpe Ratio Rank: 60
PRAE Sortino Ratio Rank: 52
PRAE Omega Ratio Rank: 60
PRAE Calmar Ratio Rank: 66
PRAE Martin Ratio Rank: 60

TUG

TUG Risk / Return Rank: 55
TUG Sharpe Ratio Rank: 56
TUG Sortino Ratio Rank: 52
TUG Omega Ratio Rank: 52
TUG Calmar Ratio Rank: 56
TUG Martin Ratio Rank: 58

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.

PRAE vs. TUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PlanRock Alternative Growth ETF (PRAE) and STF Tactical Growth ETF (TUG). 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.

	PRAE	TUG	Difference
Sharpe ratio: Return per unit of total volatility	1.52	1.43	+0.09
Sortino ratio: Return per unit of downside risk	1.99	1.96	+0.02
Omega ratio: Gain probability vs. loss probability	1.28	1.25	+0.03
Calmar ratio: Return relative to maximum drawdown	2.49	2.14	+0.35
Martin ratio: Return relative to average drawdown	7.86	7.47	+0.39

PRAE vs. TUG - Sharpe Ratio Comparison

The current PRAE Sharpe Ratio is 1.52, which is comparable to the TUG Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of PRAE and TUG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PRAE vs. TUG - Drawdown Comparison

The maximum PRAE drawdown since its inception was -17.67%, smaller than the maximum TUG drawdown of -22.27%. Use the drawdown chart below to compare losses from any high point for PRAE and TUG.

Drawdown Indicators

	PRAE	TUG	Difference
Max Drawdown Largest peak-to-trough decline	-17.67%	-22.27%	+4.60%
Max Drawdown (1Y) Largest decline over 1 year	-9.77%	-12.31%	+2.54%
Max Drawdown (3Y) Largest decline over 3 years	—	-22.27%	—
Current Drawdown Current decline from peak	-2.25%	-4.23%	+1.98%
Average Drawdown Average peak-to-trough decline	-4.09%	-4.29%	+0.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.08%	3.52%	-0.44%

Volatility

PRAE vs. TUG - Volatility Comparison

The current volatility for PlanRock Alternative Growth ETF (PRAE) is 3.93%, while STF Tactical Growth ETF (TUG) has a volatility of 6.40%. This indicates that PRAE experiences smaller price fluctuations and is considered to be less risky than TUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRAE	TUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.93%	6.40%	-2.47%
Volatility (6M) Calculated over the trailing 6-month period	13.06%	15.09%	-2.03%
Volatility (1Y) Calculated over the trailing 1-year period	15.98%	18.41%	-2.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.01%	18.37%	-3.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.01%	18.37%	-3.36%

PRAE vs. TUG - Expense Ratio Comparison

PRAE has a 1.43% expense ratio, which is higher than TUG's 0.65% expense ratio.

Dividends

PRAE vs. TUG - Dividend Comparison

PRAE's dividend yield for the trailing twelve months is around 0.48%, less than TUG's 1.46% yield.

Position	TTM	2025	2024	2023	2022
PRAE PlanRock Alternative Growth ETF	0.48%	0.18%	0.99%	0.00%	0.00%
TUG STF Tactical Growth ETF	1.46%	1.75%	4.97%	1.34%	1.14%

Frequently Asked Questions

Can I hold both PRAE and TUG in my portfolio?

PRAE and TUG have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PRAE or TUG?

TUG has higher volatility (6.40%) compared to PRAE (3.93%). In terms of maximum drawdown, PRAE dropped -17.67% vs TUG's -22.27%.

Which ETF is better, PRAE or TUG?

On 1-year performance, TUG leads with 26.19% vs 24.18% for PRAE. On fees, TUG is cheaper at 0.65% per year. On volatility, PRAE has been the lower-risk option at 3.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PRAE or TUG?

Over the 1-year period, TUG has performed better with a 26.19% return vs 24.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PRAE or TUG?

TUG is cheaper with a 0.65% expense ratio, compared with 1.43% for PRAE.

Which ETF pays a higher dividend yield, PRAE or TUG?

TUG has the higher dividend yield at 1.46%, compared with 0.48% for PRAE.

What is the main difference between PRAE and TUG?

They also come from different issuers: PlanRock and STF. Their fees differ too: 1.43% for PRAE and 0.65% for TUG.

Which has better risk-adjusted returns?

PRAE currently has the higher Sharpe Ratio (1.52 vs 1.43), 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.