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PRZO vs. MAGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRZO vs. MAGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ParaZero Technologies Ltd. Ordinary Shares (PRZO) and Roundhill Magnificent Seven ETF (MAGS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRZO achieves a -37.79% return, which is significantly lower than MAGS's -7.41% return.


PRZO

1D
-0.98%
1M
-12.10%
YTD
-37.79%
6M
-51.25%
1Y
-55.91%
3Y*
5Y*
10Y*

MAGS

1D
-2.57%
1M
-12.29%
YTD
-7.41%
6M
-9.10%
1Y
13.70%
3Y*
28.69%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRZO vs. MAGS - Yearly Performance Comparison


2026 (YTD)202520242023
PRZO
ParaZero Technologies Ltd. Ordinary Shares
-37.79%-59.85%185.59%-82.62%
MAGS
Roundhill Magnificent Seven ETF
-7.41%22.99%63.97%9.22%

Correlation

The correlation between PRZO and MAGS is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Jul 27, 2023

0.14

The correlation between PRZO and MAGS shifts across timeframes, from 0.14 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PRZO vs. MAGS — Risk / Return Rank

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

PRZO
PRZO Risk / Return Rank: 2121
Overall Rank
PRZO Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
PRZO Sortino Ratio Rank: 2626
Sortino Ratio Rank
PRZO Omega Ratio Rank: 2727
Omega Ratio Rank
PRZO Calmar Ratio Rank: 1515
Calmar Ratio Rank
PRZO Martin Ratio Rank: 1414
Martin Ratio Rank

MAGS
MAGS Risk / Return Rank: 2020
Overall Rank
MAGS Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
MAGS Sortino Ratio Rank: 2020
Sortino Ratio Rank
MAGS Omega Ratio Rank: 1919
Omega Ratio Rank
MAGS Calmar Ratio Rank: 1919
Calmar Ratio Rank
MAGS Martin Ratio Rank: 2222
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.

PRZO vs. MAGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ParaZero Technologies Ltd. Ordinary Shares (PRZO) and Roundhill Magnificent Seven ETF (MAGS). 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.


PRZOMAGSDifference
Sharpe ratioReturn per unit of total volatility

-1.15

Sortino ratioReturn per unit of downside risk

-1.33

Omega ratioGain probability vs. loss probability

0.97

1.12

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.73

0.74

-1.47

Martin ratioReturn relative to average drawdown

-1.27

2.38

-3.65

PRZO vs. MAGS - Sharpe Ratio Comparison

The current PRZO Sharpe Ratio is -0.49, which is lower than the MAGS Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of PRZO and MAGS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PRZO vs. MAGS - Drawdown Comparison

The maximum PRZO drawdown since its inception was -88.53%, which is greater than MAGS's maximum drawdown of -29.91%. Use the drawdown chart below to compare losses from any high point for PRZO and MAGS.


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Drawdown Indicators


PRZOMAGSDifference

Max Drawdown

Largest peak-to-trough decline

-88.53%

-29.91%

-58.62%

Max Drawdown (1Y)

Largest decline over 1 year

-76.78%

-18.62%

-58.16%

Max Drawdown (3Y)

Largest decline over 3 years

-29.91%

Current Drawdown

Current decline from peak

-87.60%

-13.91%

-73.69%

Average Drawdown

Average peak-to-trough decline

-74.37%

-4.77%

-69.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.21%

5.77%

+38.44%

Volatility

PRZO vs. MAGS - Volatility Comparison

ParaZero Technologies Ltd. Ordinary Shares (PRZO) has a higher volatility of 48.00% compared to Roundhill Magnificent Seven ETF (MAGS) at 7.37%. This indicates that PRZO's price experiences larger fluctuations and is considered to be riskier than MAGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRZOMAGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

48.00%

7.37%

+40.63%

Volatility (6M)

Calculated over the trailing 6-month period

91.80%

15.70%

+76.10%

Volatility (1Y)

Calculated over the trailing 1-year period

114.41%

20.82%

+93.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

173.64%

26.03%

+147.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

173.64%

26.03%

+147.61%

Dividends

PRZO vs. MAGS - Dividend Comparison

PRZO has not paid dividends to shareholders, while MAGS's dividend yield for the trailing twelve months is around 1.60%.


PositionTTM202520242023
MAGS
Roundhill Magnificent Seven ETF
1.60%1.48%0.81%0.44%
PRZO
ParaZero Technologies Ltd. Ordinary Shares
0.00%0.00%0.00%0.00%

Frequently Asked Questions


PRZO and MAGS have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRZO has higher volatility (48.00%) compared to MAGS (7.37%). In terms of maximum drawdown, PRZO dropped -88.53% vs MAGS's -29.91%.

MAGS currently has the higher Sharpe Ratio (0.66 vs -0.49), 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.

Portfolio Optimizer

Find the right allocation for PRZO and MAGS

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