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REPX vs. VHT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


REPXVHT
YTD Return29.54%11.88%
1Y Return44.98%23.98%
3Y Return (Ann)15.12%3.86%
5Y Return (Ann)42.34%10.90%
10Y Return (Ann)-2.54%9.99%
Sharpe Ratio0.761.94
Sortino Ratio1.312.67
Omega Ratio1.171.35
Calmar Ratio0.381.63
Martin Ratio2.339.05
Ulcer Index15.87%2.35%
Daily Std Dev48.67%11.00%
Max Drawdown-99.74%-39.12%
Current Drawdown-97.79%-3.29%

Correlation

-0.50.00.51.00.1

The correlation between REPX and VHT is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

REPX vs. VHT - Performance Comparison

In the year-to-date period, REPX achieves a 29.54% return, which is significantly higher than VHT's 11.88% return. Over the past 10 years, REPX has underperformed VHT with an annualized return of -2.54%, while VHT has yielded a comparatively higher 9.99% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
28.64%
6.65%
REPX
VHT

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Risk-Adjusted Performance

REPX vs. VHT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Riley Exploration Permian, Inc. (REPX) and Vanguard Health Care ETF (VHT). 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.


REPX
Sharpe ratio
The chart of Sharpe ratio for REPX, currently valued at 0.76, compared to the broader market-4.00-2.000.002.004.000.76
Sortino ratio
The chart of Sortino ratio for REPX, currently valued at 1.31, compared to the broader market-4.00-2.000.002.004.006.001.31
Omega ratio
The chart of Omega ratio for REPX, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for REPX, currently valued at 0.40, compared to the broader market0.002.004.006.000.40
Martin ratio
The chart of Martin ratio for REPX, currently valued at 2.33, compared to the broader market0.0010.0020.0030.002.33
VHT
Sharpe ratio
The chart of Sharpe ratio for VHT, currently valued at 1.94, compared to the broader market-4.00-2.000.002.004.001.94
Sortino ratio
The chart of Sortino ratio for VHT, currently valued at 2.67, compared to the broader market-4.00-2.000.002.004.006.002.67
Omega ratio
The chart of Omega ratio for VHT, currently valued at 1.35, compared to the broader market0.501.001.502.001.35
Calmar ratio
The chart of Calmar ratio for VHT, currently valued at 1.63, compared to the broader market0.002.004.006.001.63
Martin ratio
The chart of Martin ratio for VHT, currently valued at 9.05, compared to the broader market0.0010.0020.0030.009.05

REPX vs. VHT - Sharpe Ratio Comparison

The current REPX Sharpe Ratio is 0.76, which is lower than the VHT Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of REPX and VHT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.76
1.94
REPX
VHT

Dividends

REPX vs. VHT - Dividend Comparison

REPX's dividend yield for the trailing twelve months is around 4.37%, more than VHT's 1.39% yield.


TTM20232022202120202019201820172016201520142013
REPX
Riley Exploration Permian, Inc.
4.37%5.07%4.32%4.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VHT
Vanguard Health Care ETF
1.39%1.36%1.33%1.14%1.21%1.89%1.38%1.31%1.45%1.22%1.02%1.12%

Drawdowns

REPX vs. VHT - Drawdown Comparison

The maximum REPX drawdown since its inception was -99.74%, which is greater than VHT's maximum drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for REPX and VHT. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-88.87%
-3.29%
REPX
VHT

Volatility

REPX vs. VHT - Volatility Comparison

Riley Exploration Permian, Inc. (REPX) has a higher volatility of 14.76% compared to Vanguard Health Care ETF (VHT) at 3.10%. This indicates that REPX's price experiences larger fluctuations and is considered to be riskier than VHT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.76%
3.10%
REPX
VHT