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PRO vs. BOTZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

PRO vs. BOTZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PROS Holdings, Inc. (PRO) and Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-26.60%
4.99%
PRO
BOTZ

Returns By Period

In the year-to-date period, PRO achieves a -41.94% return, which is significantly lower than BOTZ's 14.97% return.


PRO

YTD

-41.94%

1M

20.82%

6M

-26.60%

1Y

-38.42%

5Y (annualized)

-17.22%

10Y (annualized)

-2.07%

BOTZ

YTD

14.97%

1M

2.06%

6M

4.99%

1Y

24.79%

5Y (annualized)

9.37%

10Y (annualized)

N/A

Key characteristics


PROBOTZ
Sharpe Ratio-0.901.17
Sortino Ratio-1.221.66
Omega Ratio0.851.21
Calmar Ratio-0.510.73
Martin Ratio-1.204.69
Ulcer Index33.04%5.31%
Daily Std Dev43.92%21.34%
Max Drawdown-84.35%-55.54%
Current Drawdown-70.03%-17.39%

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Correlation

-0.50.00.51.00.5

The correlation between PRO and BOTZ is 0.49, 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.

Risk-Adjusted Performance

PRO vs. BOTZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PROS Holdings, Inc. (PRO) and Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ). 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 PRO, currently valued at -0.90, compared to the broader market-4.00-2.000.002.004.00-0.901.17
The chart of Sortino ratio for PRO, currently valued at -1.22, compared to the broader market-4.00-2.000.002.004.00-1.221.66
The chart of Omega ratio for PRO, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.21
The chart of Calmar ratio for PRO, currently valued at -0.51, compared to the broader market0.002.004.006.00-0.510.73
The chart of Martin ratio for PRO, currently valued at -1.20, compared to the broader market-10.000.0010.0020.0030.00-1.204.69
PRO
BOTZ

The current PRO Sharpe Ratio is -0.90, which is lower than the BOTZ Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of PRO and BOTZ, 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 Ratio-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
-0.90
1.17
PRO
BOTZ

Dividends

PRO vs. BOTZ - Dividend Comparison

PRO has not paid dividends to shareholders, while BOTZ's dividend yield for the trailing twelve months is around 0.14%.


TTM20232022202120202019201820172016
PRO
PROS Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
0.14%0.20%0.23%0.16%0.19%0.83%1.44%0.01%0.06%

Drawdowns

PRO vs. BOTZ - Drawdown Comparison

The maximum PRO drawdown since its inception was -84.35%, which is greater than BOTZ's maximum drawdown of -55.54%. Use the drawdown chart below to compare losses from any high point for PRO and BOTZ. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-70.03%
-17.39%
PRO
BOTZ

Volatility

PRO vs. BOTZ - Volatility Comparison

PROS Holdings, Inc. (PRO) has a higher volatility of 15.96% compared to Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) at 5.62%. This indicates that PRO's price experiences larger fluctuations and is considered to be riskier than BOTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
15.96%
5.62%
PRO
BOTZ