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RHRX vs. XXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RHRX vs. XXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RH Tactical Rotation ETF (RHRX) and CYBER HORNET S&P 500 and XRP 75/25 Strategy ETF (XXX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


RHRX

1D
-2.79%
1M
0.50%
YTD
18.02%
6M
17.04%
1Y
35.22%
3Y*
21.00%
5Y*
10Y*

XXX

1D
-1.69%
1M
-5.16%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RHRX vs. XXX - Yearly Performance Comparison


Correlation

The correlation between RHRX and XXX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 30, 2026

0.75

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Return for Risk

RHRX vs. XXX — Risk / Return Rank

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

RHRX
RHRX Risk / Return Rank: 8585
Overall Rank
RHRX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
RHRX Sortino Ratio Rank: 8181
Sortino Ratio Rank
RHRX Omega Ratio Rank: 8080
Omega Ratio Rank
RHRX Calmar Ratio Rank: 9090
Calmar Ratio Rank
RHRX Martin Ratio Rank: 9090
Martin Ratio Rank

XXX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RHRX vs. XXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RH Tactical Rotation ETF (RHRX) and CYBER HORNET S&P 500 and XRP 75/25 Strategy ETF (XXX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RHRXXXXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.44

Calmar ratioReturn relative to maximum drawdown

5.18

Martin ratioReturn relative to average drawdown

19.38

RHRX vs. XXX - Sharpe Ratio Comparison


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Drawdowns

RHRX vs. XXX - Drawdown Comparison

The maximum RHRX drawdown since its inception was -25.33%, which is greater than XXX's maximum drawdown of -13.06%. Use the drawdown chart below to compare losses from any high point for RHRX and XXX.


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Drawdown Indicators


RHRXXXXDifference

Max Drawdown

Largest peak-to-trough decline

-25.33%

-13.06%

-12.27%

Max Drawdown (1Y)

Largest decline over 1 year

-6.83%

Max Drawdown (3Y)

Largest decline over 3 years

-21.90%

Current Drawdown

Current decline from peak

-3.34%

-8.26%

+4.92%

Average Drawdown

Average peak-to-trough decline

-8.87%

-5.53%

-3.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

Volatility

RHRX vs. XXX - Volatility Comparison


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Volatility by Period


RHRXXXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.49%

Volatility (6M)

Calculated over the trailing 6-month period

11.22%

Volatility (1Y)

Calculated over the trailing 1-year period

14.24%

24.37%

-10.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.12%

24.37%

-5.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.12%

24.37%

-5.25%

RHRX vs. XXX - Expense Ratio Comparison

RHRX has a 1.36% expense ratio, which is higher than XXX's 0.95% expense ratio.


Dividends

RHRX vs. XXX - Dividend Comparison

RHRX has not paid dividends to shareholders, while XXX's dividend yield for the trailing twelve months is around 0.06%.


Frequently Asked Questions


RHRX and XXX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XXX is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XXX is cheaper with a 0.95% expense ratio, compared with 1.36% for RHRX.

XXX has the higher dividend yield at 0.06%, compared with 0.00% for RHRX.

They also come from different issuers: Adaptive and Cyber Hornet. Their fees differ too: 1.36% for RHRX and 0.95% for XXX.

Portfolio Optimizer

Find the right allocation for RHRX and XXX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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