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REVG vs. SVXY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.4

Performance

REVG vs. SVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REV Group, Inc. (REVG) and ProShares Short VIX Short-Term Futures ETF (SVXY). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
69.70%
-56.76%
REVG
SVXY

Key characteristics

Sharpe Ratio

REVG:

2.29

SVXY:

0.07

Sortino Ratio

REVG:

2.96

SVXY:

0.33

Omega Ratio

REVG:

1.37

SVXY:

1.06

Calmar Ratio

REVG:

2.48

SVXY:

0.03

Martin Ratio

REVG:

13.64

SVXY:

0.20

Ulcer Index

REVG:

8.03%

SVXY:

13.61%

Daily Std Dev

REVG:

47.92%

SVXY:

38.39%

Max Drawdown

REVG:

-88.07%

SVXY:

-95.25%

Current Drawdown

REVG:

-7.47%

SVXY:

-81.11%

Returns By Period

In the year-to-date period, REVG achieves a 113.31% return, which is significantly higher than SVXY's 0.99% return.


REVG

YTD

113.31%

1M

9.84%

6M

19.14%

1Y

115.91%

5Y (annualized)

26.39%

10Y (annualized)

N/A

SVXY

YTD

0.99%

1M

2.74%

6M

-14.13%

1Y

2.82%

5Y (annualized)

9.63%

10Y (annualized)

-2.22%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Sharpe ratio
The chart of Sharpe ratio for REVG, currently valued at 2.29, compared to the broader market-4.00-2.000.002.002.290.07
The chart of Sortino ratio for REVG, currently valued at 2.96, compared to the broader market-4.00-2.000.002.004.002.960.33
The chart of Omega ratio for REVG, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.06
The chart of Calmar ratio for REVG, currently valued at 2.48, compared to the broader market0.002.004.006.002.480.03
The chart of Martin ratio for REVG, currently valued at 13.64, compared to the broader market-10.000.0010.0020.0030.0013.640.20
REVG
SVXY

The current REVG Sharpe Ratio is 2.29, which is higher than the SVXY Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of REVG and SVXY, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.29
0.07
REVG
SVXY

Dividends

REVG vs. SVXY - Dividend Comparison

REVG's dividend yield for the trailing twelve months is around 9.82%, while SVXY has not paid dividends to shareholders.


TTM2023202220212020201920182017
REVG
REV Group, Inc.
9.82%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 -88.07%, 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.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.47%
-81.11%
REVG
SVXY

Volatility

REVG vs. SVXY - Volatility Comparison

REV Group, Inc. (REVG) has a higher volatility of 17.68% compared to ProShares Short VIX Short-Term Futures ETF (SVXY) at 4.94%. 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
17.68%
4.94%
REVG
SVXY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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