REVG vs. SVXY
Compare and contrast key facts about REV Group, Inc. (REVG) and ProShares Short VIX Short-Term Futures ETF (SVXY).
SVXY is a passively managed fund by ProShares that tracks the performance of the S&P 500 VIX Short-Term Futures Index (-100%). It was launched on Oct 3, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: REVG or SVXY.
Key characteristics
| REVG | SVXY | |
|---|---|---|
| YTD Return | 95.12% | 1.90% |
| 1Y Return | 125.19% | 13.10% |
| 3Y Return (Ann) | 27.61% | 18.52% |
| 5Y Return (Ann) | 21.68% | 11.37% |
| Sharpe Ratio | 2.76 | 0.38 |
| Sortino Ratio | 3.31 | 0.67 |
| Omega Ratio | 1.42 | 1.13 |
| Calmar Ratio | 2.47 | 0.17 |
| Martin Ratio | 15.96 | 1.14 |
| Ulcer Index | 7.93% | 12.57% |
| Daily Std Dev | 45.90% | 38.14% |
| Max Drawdown | -88.13% | -95.25% |
| Current Drawdown | -6.17% | -80.94% |
Correlation
The correlation between REVG and SVXY is 0.39, 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
REVG vs. SVXY - Performance Comparison
In the year-to-date period, REVG achieves a 95.12% return, which is significantly higher than SVXY's 1.90% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
REVG vs. SVXY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for REV Group, Inc. (REVG) and ProShares Short VIX Short-Term Futures ETF (SVXY). 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.
Dividends
REVG vs. SVXY - Dividend Comparison
REVG's dividend yield for the trailing twelve months is around 10.73%, while SVXY has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
REVG REV Group, Inc. | 10.73% | 1.10% | 1.58% | 1.06% | 1.14% | 1.64% | 2.66% | 0.46% |
SVXY ProShares Short VIX Short-Term Futures ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
REVG vs. SVXY - Drawdown Comparison
The maximum REVG drawdown since its inception was -88.13%, smaller than the maximum SVXY drawdown of -95.25%. Use the drawdown chart below to compare losses from any high point for REVG and SVXY. For additional features, visit the drawdowns tool.
Volatility
REVG vs. SVXY - Volatility Comparison
REV Group, Inc. (REVG) has a higher volatility of 12.93% compared to ProShares Short VIX Short-Term Futures ETF (SVXY) at 8.87%. This indicates that REVG's price experiences larger fluctuations and is considered to be riskier than SVXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.