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RCAT vs. BUZZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RCAT vs. BUZZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Red Cat Holdings, Inc. (RCAT) and VanEck Social Sentiment ETF (BUZZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RCAT achieves a 40.98% return, which is significantly higher than BUZZ's 13.20% return.


RCAT

1D
-6.91%
1M
18.94%
YTD
40.98%
6M
39.05%
1Y
27.77%
3Y*
131.59%
5Y*
26.88%
10Y*

BUZZ

1D
-0.27%
1M
-0.97%
YTD
13.20%
6M
9.20%
1Y
31.99%
3Y*
31.61%
5Y*
7.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RCAT vs. BUZZ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RCAT
Red Cat Holdings, Inc.
40.98%-38.29%1,360.23%-6.38%-54.81%-57.72%
BUZZ
VanEck Social Sentiment ETF
13.20%30.61%33.74%54.64%-47.67%-4.47%

Correlation

The correlation between RCAT and BUZZ is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.56

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

0.37

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

0.35

Correlation (All Time)
Calculated using the full available price history since Mar 4, 2021

0.34

Over the past year, RCAT and BUZZ have become more correlated (0.56) than their long-term average of 0.34, meaning their price movements have been converging.

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Return for Risk

RCAT vs. BUZZ — Risk / Return Rank

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

RCAT
RCAT Risk / Return Rank: 5656
Overall Rank
RCAT Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
RCAT Sortino Ratio Rank: 6363
Sortino Ratio Rank
RCAT Omega Ratio Rank: 5858
Omega Ratio Rank
RCAT Calmar Ratio Rank: 5454
Calmar Ratio Rank
RCAT Martin Ratio Rank: 5353
Martin Ratio Rank

BUZZ
BUZZ Risk / Return Rank: 2727
Overall Rank
BUZZ Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
BUZZ Sortino Ratio Rank: 2929
Sortino Ratio Rank
BUZZ Omega Ratio Rank: 2929
Omega Ratio Rank
BUZZ Calmar Ratio Rank: 2525
Calmar Ratio Rank
BUZZ Martin Ratio Rank: 2323
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.

RCAT vs. BUZZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Red Cat Holdings, Inc. (RCAT) and VanEck Social Sentiment ETF (BUZZ). 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.


RCATBUZZDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.14

1.18

-0.04

Calmar ratioReturn relative to maximum drawdown

0.46

1.05

-0.59

Martin ratioReturn relative to average drawdown

0.92

2.54

-1.61

RCAT vs. BUZZ - Sharpe Ratio Comparison

The current RCAT Sharpe Ratio is 0.23, which is lower than the BUZZ Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of RCAT and BUZZ, 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

RCAT vs. BUZZ - Drawdown Comparison

The maximum RCAT drawdown since its inception was -99.21%, which is greater than BUZZ's maximum drawdown of -56.87%. Use the drawdown chart below to compare losses from any high point for RCAT and BUZZ.


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Drawdown Indicators


RCATBUZZDifference

Max Drawdown

Largest peak-to-trough decline

-99.21%

-56.87%

-42.34%

Max Drawdown (1Y)

Largest decline over 1 year

-60.08%

-30.47%

-29.61%

Max Drawdown (3Y)

Largest decline over 3 years

-67.16%

-30.47%

-36.69%

Max Drawdown (5Y)

Largest decline over 5 years

-92.25%

-56.87%

-35.38%

Current Drawdown

Current decline from peak

-35.60%

-9.85%

-25.75%

Average Drawdown

Average peak-to-trough decline

-65.98%

-23.91%

-42.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.17%

12.65%

+17.52%

Volatility

RCAT vs. BUZZ - Volatility Comparison

Red Cat Holdings, Inc. (RCAT) has a higher volatility of 40.71% compared to VanEck Social Sentiment ETF (BUZZ) at 12.00%. This indicates that RCAT's price experiences larger fluctuations and is considered to be riskier than BUZZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RCATBUZZDifference

Volatility (1M)

Calculated over the trailing 1-month period

40.71%

12.00%

+28.71%

Volatility (6M)

Calculated over the trailing 6-month period

85.22%

25.17%

+60.05%

Volatility (1Y)

Calculated over the trailing 1-year period

120.36%

32.59%

+87.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

115.04%

33.19%

+81.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29,209.75%

32.88%

+29,176.87%

Dividends

RCAT vs. BUZZ - Dividend Comparison

Neither RCAT nor BUZZ has paid dividends to shareholders.


PositionTTM2025202420232022
BUZZ
VanEck Social Sentiment ETF
0.00%0.00%0.50%0.52%0.40%
RCAT
Red Cat Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RCAT and BUZZ have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RCAT has higher volatility (40.71%) compared to BUZZ (12.00%). In terms of maximum drawdown, RCAT dropped -99.21% vs BUZZ's -56.87%.

BUZZ currently has the higher Sharpe Ratio (0.99 vs 0.23), 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 RCAT and BUZZ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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