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PTF vs. KROP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTF vs. KROP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DWA Technology Momentum ETF (PTF) and Global X AgTech & Food Innovation ETF (KROP). The values are adjusted to include any dividend payments, if applicable.

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PTF vs. KROP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PTF
Invesco DWA Technology Momentum ETF
16.91%5.68%43.65%33.73%-31.75%13.65%
KROP
Global X AgTech & Food Innovation ETF
15.06%7.95%-8.74%-23.86%-27.23%-18.75%

Returns By Period

In the year-to-date period, PTF achieves a 16.91% return, which is significantly higher than KROP's 15.06% return.


PTF

1D
3.59%
1M
-5.99%
YTD
16.91%
6M
18.08%
1Y
50.40%
3Y*
27.21%
5Y*
12.92%
10Y*
21.87%

KROP

1D
0.91%
1M
-4.77%
YTD
15.06%
6M
15.34%
1Y
18.33%
3Y*
-5.23%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTF vs. KROP - Expense Ratio Comparison

PTF has a 0.60% expense ratio, which is higher than KROP's 0.50% expense ratio.


Return for Risk

PTF vs. KROP — Risk / Return Rank

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

PTF
PTF Risk / Return Rank: 7676
Overall Rank
PTF Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
PTF Sortino Ratio Rank: 6969
Sortino Ratio Rank
PTF Omega Ratio Rank: 6565
Omega Ratio Rank
PTF Calmar Ratio Rank: 8787
Calmar Ratio Rank
PTF Martin Ratio Rank: 8585
Martin Ratio Rank

KROP
KROP Risk / Return Rank: 5151
Overall Rank
KROP Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
KROP Sortino Ratio Rank: 5050
Sortino Ratio Rank
KROP Omega Ratio Rank: 4848
Omega Ratio Rank
KROP Calmar Ratio Rank: 6666
Calmar Ratio Rank
KROP Martin Ratio Rank: 4242
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.

PTF vs. KROP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Technology Momentum ETF (PTF) and Global X AgTech & Food Innovation ETF (KROP). 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.


PTFKROPDifference

Sharpe ratio

Return per unit of total volatility

1.30

0.96

+0.34

Sortino ratio

Return per unit of downside risk

1.81

1.41

+0.40

Omega ratio

Gain probability vs. loss probability

1.25

1.19

+0.05

Calmar ratio

Return relative to maximum drawdown

2.87

1.78

+1.09

Martin ratio

Return relative to average drawdown

10.46

4.21

+6.25

PTF vs. KROP - Sharpe Ratio Comparison

The current PTF Sharpe Ratio is 1.30, which is higher than the KROP Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of PTF and KROP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PTFKROPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

0.96

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

-0.60

+1.05

Correlation

The correlation between PTF and KROP is 0.45, 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.


Dividends

PTF vs. KROP - Dividend Comparison

PTF's dividend yield for the trailing twelve months is around 0.01%, less than KROP's 2.37% yield.


TTM2025202420232022202120202019201820172016
PTF
Invesco DWA Technology Momentum ETF
0.01%0.21%0.00%0.07%0.00%0.00%0.00%0.00%0.08%0.04%0.26%
KROP
Global X AgTech & Food Innovation ETF
2.37%2.73%1.89%1.36%0.71%0.69%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PTF vs. KROP - Drawdown Comparison

The maximum PTF drawdown since its inception was -55.38%, smaller than the maximum KROP drawdown of -61.96%. Use the drawdown chart below to compare losses from any high point for PTF and KROP.


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Drawdown Indicators


PTFKROPDifference

Max Drawdown

Largest peak-to-trough decline

-55.38%

-61.96%

+6.58%

Max Drawdown (1Y)

Largest decline over 1 year

-17.99%

-11.29%

-6.70%

Max Drawdown (5Y)

Largest decline over 5 years

-44.88%

Max Drawdown (10Y)

Largest decline over 10 years

-44.88%

Current Drawdown

Current decline from peak

-6.53%

-49.60%

+43.07%

Average Drawdown

Average peak-to-trough decline

-13.38%

-44.32%

+30.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.94%

4.78%

+0.16%

Volatility

PTF vs. KROP - Volatility Comparison

Invesco DWA Technology Momentum ETF (PTF) has a higher volatility of 16.26% compared to Global X AgTech & Food Innovation ETF (KROP) at 5.19%. This indicates that PTF's price experiences larger fluctuations and is considered to be riskier than KROP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTFKROPDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.26%

5.19%

+11.07%

Volatility (6M)

Calculated over the trailing 6-month period

32.61%

12.34%

+20.27%

Volatility (1Y)

Calculated over the trailing 1-year period

39.01%

19.33%

+19.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.82%

22.43%

+12.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.57%

22.43%

+10.14%