PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PRAY vs. WCBR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRAY and WCBR is 0.66, 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.


-0.50.00.51.00.7

Performance

PRAY vs. WCBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FIS Biblically Responsible Risk Managed ETF (PRAY) and WisdomTree Cybersecurity Fund (WCBR). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
17.98%
27.20%
PRAY
WCBR

Key characteristics

Sharpe Ratio

PRAY:

1.26

WCBR:

0.66

Sortino Ratio

PRAY:

1.80

WCBR:

1.03

Omega Ratio

PRAY:

1.23

WCBR:

1.13

Calmar Ratio

PRAY:

2.35

WCBR:

0.63

Martin Ratio

PRAY:

7.85

WCBR:

1.43

Ulcer Index

PRAY:

2.00%

WCBR:

10.88%

Daily Std Dev

PRAY:

12.47%

WCBR:

23.51%

Max Drawdown

PRAY:

-21.40%

WCBR:

-52.25%

Current Drawdown

PRAY:

-5.32%

WCBR:

-5.11%

Returns By Period

The year-to-date returns for both investments are quite close, with PRAY having a 13.62% return and WCBR slightly higher at 14.23%.


PRAY

YTD

13.62%

1M

-3.13%

6M

5.22%

1Y

14.71%

5Y*

N/A

10Y*

N/A

WCBR

YTD

14.23%

1M

1.29%

6M

21.66%

1Y

13.20%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


PRAY vs. WCBR - Expense Ratio Comparison

PRAY has a 0.69% expense ratio, which is higher than WCBR's 0.45% expense ratio.


PRAY
FIS Biblically Responsible Risk Managed ETF
Expense ratio chart for PRAY: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for WCBR: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

PRAY vs. WCBR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FIS Biblically Responsible Risk Managed ETF (PRAY) and WisdomTree Cybersecurity Fund (WCBR). 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.


Sharpe ratio
The chart of Sharpe ratio for PRAY, currently valued at 1.26, compared to the broader market0.002.004.001.260.66
The chart of Sortino ratio for PRAY, currently valued at 1.80, compared to the broader market-2.000.002.004.006.008.0010.001.801.03
The chart of Omega ratio for PRAY, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.13
The chart of Calmar ratio for PRAY, currently valued at 2.35, compared to the broader market0.005.0010.0015.002.350.77
The chart of Martin ratio for PRAY, currently valued at 7.85, compared to the broader market0.0020.0040.0060.0080.00100.007.851.43
PRAY
WCBR

The current PRAY Sharpe Ratio is 1.26, which is higher than the WCBR Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of PRAY and WCBR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.26
0.66
PRAY
WCBR

Dividends

PRAY vs. WCBR - Dividend Comparison

PRAY's dividend yield for the trailing twelve months is around 1.49%, while WCBR has not paid dividends to shareholders.


TTM202320222021
PRAY
FIS Biblically Responsible Risk Managed ETF
1.49%0.83%1.20%0.00%
WCBR
WisdomTree Cybersecurity Fund
0.00%0.00%0.03%0.43%

Drawdowns

PRAY vs. WCBR - Drawdown Comparison

The maximum PRAY drawdown since its inception was -21.40%, smaller than the maximum WCBR drawdown of -52.25%. Use the drawdown chart below to compare losses from any high point for PRAY and WCBR. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.32%
-5.11%
PRAY
WCBR

Volatility

PRAY vs. WCBR - Volatility Comparison

The current volatility for FIS Biblically Responsible Risk Managed ETF (PRAY) is 3.99%, while WisdomTree Cybersecurity Fund (WCBR) has a volatility of 8.90%. This indicates that PRAY experiences smaller price fluctuations and is considered to be less risky than WCBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
3.99%
8.90%
PRAY
WCBR
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab