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REDWX vs. AMIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between REDWX and AMIGX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

REDWX vs. AMIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aspiration Redwood Fund (REDWX) and Amana Growth Fund (AMIGX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

REDWX:

0.05

AMIGX:

-0.06

Sortino Ratio

REDWX:

0.26

AMIGX:

0.12

Omega Ratio

REDWX:

1.03

AMIGX:

1.02

Calmar Ratio

REDWX:

0.08

AMIGX:

-0.02

Martin Ratio

REDWX:

0.27

AMIGX:

-0.07

Ulcer Index

REDWX:

5.90%

AMIGX:

8.04%

Daily Std Dev

REDWX:

20.55%

AMIGX:

21.80%

Max Drawdown

REDWX:

-41.09%

AMIGX:

-28.01%

Current Drawdown

REDWX:

-5.02%

AMIGX:

-8.42%

Returns By Period

In the year-to-date period, REDWX achieves a 1.78% return, which is significantly higher than AMIGX's -1.02% return.


REDWX

YTD

1.78%

1M

13.42%

6M

-1.46%

1Y

1.09%

3Y*

10.85%

5Y*

13.32%

10Y*

N/A

AMIGX

YTD

-1.02%

1M

16.67%

6M

-4.61%

1Y

-1.11%

3Y*

11.34%

5Y*

12.70%

10Y*

8.84%

*Annualized

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Aspiration Redwood Fund

Amana Growth Fund

REDWX vs. AMIGX - Expense Ratio Comparison

REDWX has a 2.50% expense ratio, which is higher than AMIGX's 0.67% expense ratio.


Risk-Adjusted Performance

REDWX vs. AMIGX — Risk-Adjusted Performance Rank

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

REDWX
The Risk-Adjusted Performance Rank of REDWX is 2525
Overall Rank
The Sharpe Ratio Rank of REDWX is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of REDWX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of REDWX is 2525
Omega Ratio Rank
The Calmar Ratio Rank of REDWX is 2626
Calmar Ratio Rank
The Martin Ratio Rank of REDWX is 2525
Martin Ratio Rank

AMIGX
The Risk-Adjusted Performance Rank of AMIGX is 1818
Overall Rank
The Sharpe Ratio Rank of AMIGX is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of AMIGX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of AMIGX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of AMIGX is 1717
Calmar Ratio Rank
The Martin Ratio Rank of AMIGX is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

REDWX vs. AMIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aspiration Redwood Fund (REDWX) and Amana Growth Fund (AMIGX). 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.


The current REDWX Sharpe Ratio is 0.05, which is higher than the AMIGX Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of REDWX and AMIGX, 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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Dividends

REDWX vs. AMIGX - Dividend Comparison

REDWX's dividend yield for the trailing twelve months is around 7.42%, more than AMIGX's 0.10% yield.


TTM20242023202220212020201920182017201620152014
REDWX
Aspiration Redwood Fund
7.42%7.55%0.44%2.40%9.99%0.00%9.08%9.75%4.66%5.17%0.00%0.00%
AMIGX
Amana Growth Fund
0.10%0.10%0.33%0.43%0.28%0.44%0.59%0.62%0.73%0.90%0.71%0.53%

Drawdowns

REDWX vs. AMIGX - Drawdown Comparison

The maximum REDWX drawdown since its inception was -41.09%, which is greater than AMIGX's maximum drawdown of -28.01%. Use the drawdown chart below to compare losses from any high point for REDWX and AMIGX. For additional features, visit the drawdowns tool.


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Volatility

REDWX vs. AMIGX - Volatility Comparison

The current volatility for Aspiration Redwood Fund (REDWX) is 4.83%, while Amana Growth Fund (AMIGX) has a volatility of 5.24%. This indicates that REDWX experiences smaller price fluctuations and is considered to be less risky than AMIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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