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 -56.97% vs -15.18% 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 -31.89% return, which is significantly lower than ESPO's -15.67% return.
PRZO
- 1D
- -4.31%
- 1M
- -7.48%
- YTD
- -31.89%
- 6M
- -52.96%
- 1Y
- -56.97%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ESPO
- 1D
- -1.03%
- 1M
- -1.94%
- YTD
- -15.67%
- 6M
- -15.96%
- 1Y
- -15.18%
- 3Y*
- 18.28%
- 5Y*
- 5.81%
- 10Y*
- —
PRZO vs. ESPO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
PRZO ParaZero Technologies Ltd. Ordinary Shares | -31.89% | -59.85% | 185.59% | -82.62% |
ESPO VanEck Video Gaming and eSports ETF | -15.67% | 25.79% | 47.61% | -0.30% |
Correlation
The correlation between PRZO and ESPO is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
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 | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.71 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.88 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | -0.55 | -0.20 |
| Martin ratioReturn relative to average drawdown | -1.31 | -0.93 | -0.38 |
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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% | -27.81% | -48.97% |
Max Drawdown (3Y)Largest decline over 3 years | — | -27.81% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -48.33% | — |
Current DrawdownCurrent decline from peak | -86.43% | -27.68% | -58.75% |
Average DrawdownAverage peak-to-trough decline | -74.32% | -15.10% | -59.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.49% | 16.40% | +27.09% |
Volatility
PRZO vs. ESPO - Volatility Comparison
ParaZero Technologies Ltd. Ordinary Shares (PRZO) has a higher volatility of 50.97% compared to VanEck Video Gaming and eSports ETF (ESPO) at 4.46%. 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 | 50.97% | 4.46% | +46.51% |
Volatility (6M)Calculated over the trailing 6-month period | 91.72% | 14.64% | +77.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 114.90% | 18.67% | +96.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 173.96% | 25.09% | +148.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 173.96% | 25.68% | +148.28% |
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 1.48%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
ESPO VanEck Video Gaming and eSports ETF | 1.48% | 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 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRZO has higher volatility (50.97%) compared to ESPO (4.46%). In terms of maximum drawdown, PRZO dropped -88.53% vs ESPO's -50.99%.
PRZO currently has the higher Sharpe Ratio (-0.50 vs -0.82), 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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