RISR vs. TDG
RISR (FolioBeyond Alternative Income and Interest Rate Hedge ETF) is Nontraditional Bonds fund actively managed by FolioBeyond, while TDG (TransDigm Group Incorporated) is a stock. Over the past 3 years, RISR returned 10.98%/yr vs 22.32%/yr for TDG. At a correlation of -0.05, they often move in opposite directions.
Performance
RISR vs. TDG - Performance Comparison
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Returns By Period
In the year-to-date period, RISR achieves a 3.07% return, which is significantly higher than TDG's -5.55% return.
RISR
- 1D
- -0.18%
- 1M
- -0.33%
- YTD
- 3.07%
- 6M
- 3.20%
- 1Y
- 5.26%
- 3Y*
- 10.98%
- 5Y*
- —
- 10Y*
- —
TDG
- 1D
- -0.12%
- 1M
- 9.32%
- YTD
- -5.55%
- 6M
- -2.98%
- 1Y
- -6.75%
- 3Y*
- 22.32%
- 5Y*
- 17.95%
- 10Y*
- 22.72%
RISR vs. TDG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF | 3.07% | 4.63% | 24.20% | 7.02% | 31.98% | -0.04% |
TDG TransDigm Group Incorporated | -5.55% | 12.15% | 32.27% | 66.57% | 1.77% | 1.87% |
Correlation
The correlation between RISR and TDG is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.09 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2021 | -0.05 |
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Return for Risk
RISR vs. TDG — Risk / Return Rank
RISR
TDG
RISR vs. TDG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) and TransDigm Group Incorporated (TDG). 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.
| RISR | TDG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.10 | ||
| Sortino ratioReturn per unit of downside risk | +1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 0.98 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | -0.26 | +2.09 |
| Martin ratioReturn relative to average drawdown | 4.33 | -0.44 | +4.77 |
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Drawdowns
RISR vs. TDG - Drawdown Comparison
The maximum RISR drawdown since its inception was -14.31%, smaller than the maximum TDG drawdown of -62.64%. Use the drawdown chart below to compare losses from any high point for RISR and TDG.
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Drawdown Indicators
| RISR | TDG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.31% | -62.64% | +48.33% |
Max Drawdown (1Y)Largest decline over 1 year | -2.61% | -25.30% | +22.69% |
Max Drawdown (3Y)Largest decline over 3 years | -8.07% | -25.30% | +17.23% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.30% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.64% | — |
Current DrawdownCurrent decline from peak | -0.44% | -17.18% | +16.74% |
Average DrawdownAverage peak-to-trough decline | -2.17% | -7.95% | +5.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 14.75% | -13.65% |
Volatility
RISR vs. TDG - Volatility Comparison
The current volatility for FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) is 1.30%, while TransDigm Group Incorporated (TDG) has a volatility of 9.84%. This indicates that RISR experiences smaller price fluctuations and is considered to be less risky than TDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RISR | TDG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 9.84% | -8.54% |
Volatility (6M)Calculated over the trailing 6-month period | 3.98% | 21.88% | -17.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.45% | 28.32% | -22.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.82% | 27.96% | -16.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.82% | 33.83% | -22.01% |
Dividends
RISR vs. TDG - Dividend Comparison
RISR's dividend yield for the trailing twelve months is around 5.91%, less than TDG's 7.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF | 5.91% | 5.95% | 5.67% | 7.96% | 4.26% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TDG TransDigm Group Incorporated | 7.17% | 6.77% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% |
Frequently Asked Questions
RISR and TDG have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TDG has higher volatility (9.84%) compared to RISR (1.30%). In terms of maximum drawdown, RISR dropped -14.31% vs TDG's -62.64%.
RISR currently has the higher Sharpe Ratio (0.87 vs -0.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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