PRZO vs. ESPO
PRZO (ParaZero Technologies Ltd. Ordinary Shares) is a stock, while ESPO (VanEck Video Gaming and eSports ETF) is Gaming fund tracking the MVIS Global Video Gaming and eSports Index. Over the past year, PRZO returned -72.55% vs -15.05% for ESPO. At a 0.11 correlation, their price movements are largely independent.
Performance
PRZO vs. ESPO - Performance Comparison
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Returns By Period
In the year-to-date period, PRZO achieves a -36.34% return, which is significantly lower than ESPO's -11.97% return.
PRZO
- 1D
- 3.51%
- 1M
- -14.81%
- 6M
- -62.13%
- YTD
- -36.34%
- 1Y
- -72.55%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ESPO
- 1D
- -0.50%
- 1M
- 3.78%
- 6M
- -13.71%
- YTD
- -11.97%
- 1Y
- -15.05%
- 3Y*
- 16.82%
- 5Y*
- 7.45%
- 10Y*
- —
PRZO vs. ESPO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
PRZO ParaZero Technologies Ltd. Ordinary Shares | -36.34% | -59.85% | 185.59% | -82.62% |
ESPO VanEck Video Gaming and eSports ETF | -11.97% | 25.79% | 47.61% | -0.30% |
Correlation
The correlation between PRZO and ESPO is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jul 27, 2023 | 0.11 |
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Return for Risk
PRZO vs. ESPO — Risk / Return Rank
PRZO
ESPO
PRZO vs. ESPO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ParaZero Technologies Ltd. Ordinary Shares (PRZO) and VanEck Video Gaming and eSports ETF (ESPO). 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.
| PRZO | ESPO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.88 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | -0.51 | -0.43 |
| Martin ratioReturn relative to average drawdown | -1.52 | -0.85 | -0.66 |
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Drawdowns
PRZO vs. ESPO - Drawdown Comparison
The maximum PRZO drawdown since its inception was -88.53%, which is greater than ESPO's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for PRZO and ESPO.
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Drawdown Indicators
| PRZO | ESPO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.53% | -50.99% | -37.54% |
Max Drawdown (1Y)Largest decline over 1 year | -76.78% | -29.43% | -47.35% |
Max Drawdown (3Y)Largest decline over 3 years | — | -29.43% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -48.33% | — |
Current DrawdownCurrent decline from peak | -87.32% | -24.50% | -62.82% |
Average DrawdownAverage peak-to-trough decline | -74.64% | -15.19% | -59.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 47.85% | 17.71% | +30.14% |
Volatility
PRZO vs. ESPO - Volatility Comparison
ParaZero Technologies Ltd. Ordinary Shares (PRZO) has a higher volatility of 23.86% compared to VanEck Video Gaming and eSports ETF (ESPO) at 4.91%. This indicates that PRZO's price experiences larger fluctuations and is considered to be riskier than ESPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRZO | ESPO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.86% | 4.91% | +18.95% |
Volatility (6M)Calculated over the trailing 6-month period | 77.44% | 15.06% | +62.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 112.73% | 18.73% | +94.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 172.25% | 25.08% | +147.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 172.25% | 25.62% | +146.63% |
Dividends
PRZO vs. ESPO - Dividend Comparison
PRZO has not paid dividends to shareholders, while ESPO's dividend yield for the trailing twelve months is around 1.41%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
ESPO VanEck Video Gaming and eSports ETF | 1.41% | 1.24% | 0.44% | 0.96% | 0.91% | 3.36% | 0.12% | 0.22% | 0.04% |
PRZO ParaZero Technologies Ltd. Ordinary Shares | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PRZO and ESPO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRZO has higher volatility (23.86%) compared to ESPO (4.91%). In terms of maximum drawdown, PRZO dropped -88.53% vs ESPO's -50.99%.
PRZO currently has the higher Sharpe Ratio (-0.65 vs -0.81), 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.
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