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PRMR vs. DMAY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRMR vs. DMAY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PeakShares RMR Prime Equity ETF (PRMR) and FT Cboe Vest U.S. Equity Deep Buffer ETF - May (DMAY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRMR achieves a 7.24% return, which is significantly higher than DMAY's 3.39% return.


PRMR

1D
-3.37%
1M
3.34%
YTD
7.24%
6M
1Y
3Y*
5Y*
10Y*

DMAY

1D
-1.19%
1M
0.18%
YTD
3.39%
6M
4.18%
1Y
11.53%
3Y*
11.58%
5Y*
6.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRMR vs. DMAY - Yearly Performance Comparison


Correlation

The correlation between PRMR and DMAY is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 10, 2025

0.83

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Return for Risk

PRMR vs. DMAY — Risk / Return Rank

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

PRMR

DMAY
DMAY Risk / Return Rank: 8383
Overall Rank
DMAY Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
DMAY Sortino Ratio Rank: 8282
Sortino Ratio Rank
DMAY Omega Ratio Rank: 8989
Omega Ratio Rank
DMAY Calmar Ratio Rank: 7373
Calmar Ratio Rank
DMAY Martin Ratio Rank: 9191
Martin Ratio Rank
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.

PRMR vs. DMAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PeakShares RMR Prime Equity ETF (PRMR) and FT Cboe Vest U.S. Equity Deep Buffer ETF - May (DMAY). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

PRMR vs. DMAY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PRMRDMAYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

0.85

+0.20

Drawdowns

PRMR vs. DMAY - Drawdown Comparison

The maximum PRMR drawdown since its inception was -9.41%, smaller than the maximum DMAY drawdown of -13.90%. Use the drawdown chart below to compare losses from any high point for PRMR and DMAY.


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Drawdown Indicators


PRMRDMAYDifference

Max Drawdown

Largest peak-to-trough decline

-9.41%

-13.90%

+4.49%

Max Drawdown (1Y)

Largest decline over 1 year

-3.36%

Max Drawdown (3Y)

Largest decline over 3 years

-12.38%

Max Drawdown (5Y)

Largest decline over 5 years

-13.90%

Current Drawdown

Current decline from peak

-4.24%

-1.28%

-2.96%

Average Drawdown

Average peak-to-trough decline

-2.47%

-2.24%

-0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

Volatility

PRMR vs. DMAY - Volatility Comparison


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Volatility by Period


PRMRDMAYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

Volatility (6M)

Calculated over the trailing 6-month period

3.94%

Volatility (1Y)

Calculated over the trailing 1-year period

14.04%

4.89%

+9.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.04%

9.03%

+5.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.04%

8.44%

+5.60%

PRMR vs. DMAY - Expense Ratio Comparison

PRMR has a 1.05% expense ratio, which is higher than DMAY's 0.85% expense ratio.


Dividends

PRMR vs. DMAY - Dividend Comparison

Neither PRMR nor DMAY has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PRMR and DMAY have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DMAY is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DMAY is cheaper with a 0.85% expense ratio, compared with 1.05% for PRMR.

PRMR and DMAY have nearly identical dividend yields, around 0.00%.

They also come from different issuers: PeakShares and First Trust. Their fees differ too: 1.05% for PRMR and 0.85% for DMAY.

Portfolio Optimizer

Find the right allocation for PRMR and DMAY

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