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QMAR vs. MOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QMAR vs. MOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR) and VanEck Agribusiness ETF (MOO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QMAR achieves a 13.06% return, which is significantly higher than MOO's 10.10% return.


QMAR

1D
-0.09%
1M
2.81%
YTD
13.06%
6M
14.01%
1Y
23.38%
3Y*
16.73%
5Y*
12.13%
10Y*

MOO

1D
0.48%
1M
-4.21%
YTD
10.10%
6M
11.54%
1Y
13.06%
3Y*
3.07%
5Y*
-0.70%
10Y*
7.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QMAR vs. MOO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
QMAR
FT Cboe Vest Nasdaq-100 Buffer ETF - March
13.06%10.89%16.11%35.47%-16.56%12.31%
MOO
VanEck Agribusiness ETF
10.10%15.61%-12.43%-8.57%-8.10%10.23%

Correlation

The correlation between QMAR and MOO is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2021

0.46

Over the past year, the correlation between QMAR and MOO has dropped to 0.16 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.

QMAR vs. MOO - Sectors Allocation Comparison


Sectors
QMAR
MOO

Technology

54.2%

-

Communication Services

15.5%

-

Consumer Cyclical

12.2%

-

Consumer Defensive

7.6%
37.9%

Healthcare

4.2%
15.4%

Industrials

2.8%
20.3%

Utilities

1.4%

-

Basic Materials

1.2%
26.2%

Energy

0.6%

-

Financial Services

0.2%

-

Real Estate

0.1%

-

Technology

QMAR
54.2%
MOO

-

Communication Services

QMAR
15.5%
MOO

-

Consumer Cyclical

QMAR
12.2%
MOO

-

Consumer Defensive

QMAR
7.6%
MOO
37.9%

Healthcare

QMAR
4.2%
MOO
15.4%

Industrials

QMAR
2.8%
MOO
20.3%

Utilities

QMAR
1.4%
MOO

-

Basic Materials

QMAR
1.2%
MOO
26.2%

Energy

QMAR
0.6%
MOO

-

Financial Services

QMAR
0.2%
MOO

-

Real Estate

QMAR
0.1%
MOO

-

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Return for Risk

QMAR vs. MOO — Risk / Return Rank

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

QMAR
QMAR Risk / Return Rank: 9696
Overall Rank
QMAR Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
QMAR Sortino Ratio Rank: 9797
Sortino Ratio Rank
QMAR Omega Ratio Rank: 9797
Omega Ratio Rank
QMAR Calmar Ratio Rank: 9494
Calmar Ratio Rank
QMAR Martin Ratio Rank: 9797
Martin Ratio Rank

MOO
MOO Risk / Return Rank: 2727
Overall Rank
MOO Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
MOO Sortino Ratio Rank: 2626
Sortino Ratio Rank
MOO Omega Ratio Rank: 2424
Omega Ratio Rank
MOO Calmar Ratio Rank: 3131
Calmar Ratio Rank
MOO Martin Ratio Rank: 2727
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.

QMAR vs. MOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR) and VanEck Agribusiness ETF (MOO). 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.


QMARMOODifference

Sharpe ratio

Return per unit of total volatility

3.86

0.95

+2.92

Sortino ratio

Return per unit of downside risk

6.05

1.43

+4.62

Omega ratio

Gain probability vs. loss probability

1.93

1.17

+0.77

Calmar ratio

Return relative to maximum drawdown

7.31

1.55

+5.76

Martin ratio

Return relative to average drawdown

52.66

3.88

+48.78

QMAR vs. MOO - Sharpe Ratio Comparison

The current QMAR Sharpe Ratio is 3.86, which is higher than the MOO Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of QMAR and MOO, 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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Sharpe Ratios by Period


QMARMOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.86

0.95

+2.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

-0.04

+0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.22

+0.69

Drawdowns

QMAR vs. MOO - Drawdown Comparison

The maximum QMAR drawdown since its inception was -19.83%, smaller than the maximum MOO drawdown of -69.53%. Use the drawdown chart below to compare losses from any high point for QMAR and MOO.


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Drawdown Indicators


QMARMOODifference

Max Drawdown

Largest peak-to-trough decline

-19.83%

-69.53%

+49.70%

Max Drawdown (1Y)

Largest decline over 1 year

-3.21%

-8.45%

+5.24%

Max Drawdown (3Y)

Largest decline over 3 years

-15.91%

-26.83%

+10.92%

Max Drawdown (5Y)

Largest decline over 5 years

-19.83%

-39.52%

+19.69%

Max Drawdown (10Y)

Largest decline over 10 years

-39.52%

Current Drawdown

Current decline from peak

-0.19%

-17.50%

+17.31%

Average Drawdown

Average peak-to-trough decline

-3.28%

-16.97%

+13.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.45%

3.37%

-2.92%

Volatility

QMAR vs. MOO - Volatility Comparison

The current volatility for FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR) is 1.27%, while VanEck Agribusiness ETF (MOO) has a volatility of 4.08%. This indicates that QMAR experiences smaller price fluctuations and is considered to be less risky than MOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QMARMOODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

4.08%

-2.81%

Volatility (6M)

Calculated over the trailing 6-month period

4.85%

10.57%

-5.72%

Volatility (1Y)

Calculated over the trailing 1-year period

6.09%

13.88%

-7.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.97%

17.12%

-3.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.85%

18.19%

-4.34%

QMAR vs. MOO - Expense Ratio Comparison

QMAR has a 0.90% expense ratio, which is higher than MOO's 0.55% expense ratio.


Dividends

QMAR vs. MOO - Dividend Comparison

QMAR has not paid dividends to shareholders, while MOO's dividend yield for the trailing twelve months is around 2.24%.


PositionTTM20252024202320222021202020192018201720162015
MOO
VanEck Agribusiness ETF
2.24%2.47%3.41%2.93%2.15%1.17%1.10%1.26%1.69%1.44%2.14%2.89%
QMAR
FT Cboe Vest Nasdaq-100 Buffer ETF - March
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QMAR and MOO have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MOO has higher volatility (4.08%) compared to QMAR (1.27%). In terms of maximum drawdown, QMAR dropped -19.83% vs MOO's -69.53%.

On 5-year performance, QMAR leads with 12.13% vs -0.70% for MOO. On fees, MOO is cheaper at 0.55% per year. On volatility, QMAR has been the lower-risk option at 1.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, QMAR has performed better with a 12.13% return vs -0.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MOO is cheaper with a 0.55% expense ratio, compared with 0.90% for QMAR.

MOO has the higher dividend yield at 2.24%, compared with 0.00% for QMAR.

QMAR is categorized as Nasdaq-100, while MOO is Large Cap Blend Equities. They also come from different issuers: First Trust and VanEck. Their fees differ too: 0.90% for QMAR and 0.55% for MOO.

QMAR currently has the higher Sharpe Ratio (3.86 vs 0.95), 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

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