REVG vs. TLTW
Compare and contrast key facts about REV Group, Inc. (REVG) and iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW).
TLTW is a passively managed fund by iShares that tracks the performance of the CBOE TLT 2% OTM Buywrite Index (USD). It was launched on Jun 18, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: REVG or TLTW.
Key characteristics
| REVG | TLTW | |
|---|---|---|
| YTD Return | 95.12% | -0.74% |
| 1Y Return | 125.19% | 2.80% |
| Sharpe Ratio | 2.76 | 0.27 |
| Sortino Ratio | 3.31 | 0.42 |
| Omega Ratio | 1.42 | 1.05 |
| Calmar Ratio | 2.47 | 0.16 |
| Martin Ratio | 15.96 | 0.81 |
| Ulcer Index | 7.93% | 3.46% |
| Daily Std Dev | 45.90% | 10.39% |
| Max Drawdown | -88.13% | -18.59% |
| Current Drawdown | -6.17% | -11.87% |
Correlation
The correlation between REVG and TLTW is 0.07, 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. TLTW - Performance Comparison
In the year-to-date period, REVG achieves a 95.12% return, which is significantly higher than TLTW's -0.74% 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. TLTW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for REV Group, Inc. (REVG) and iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW). 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. TLTW - Dividend Comparison
REVG's dividend yield for the trailing twelve months is around 10.73%, less than TLTW's 15.34% yield.
| 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% |
TLTW iShares 20+ Year Treasury Bond BuyWrite Strategy ETF | 15.34% | 19.59% | 8.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
REVG vs. TLTW - Drawdown Comparison
The maximum REVG drawdown since its inception was -88.13%, which is greater than TLTW's maximum drawdown of -18.59%. Use the drawdown chart below to compare losses from any high point for REVG and TLTW. For additional features, visit the drawdowns tool.
Volatility
REVG vs. TLTW - Volatility Comparison
REV Group, Inc. (REVG) has a higher volatility of 12.93% compared to iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW) at 4.55%. This indicates that REVG's price experiences larger fluctuations and is considered to be riskier than TLTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.