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ROBT vs. AMOM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ROBT and AMOM is 0.40, 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

ROBT vs. AMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT) and QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

ROBT:

20.09%

AMOM:

11.88%

Max Drawdown

ROBT:

-1.01%

AMOM:

-1.05%

Current Drawdown

ROBT:

-0.35%

AMOM:

-1.03%

Returns By Period


ROBT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

AMOM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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ROBT vs. AMOM - Expense Ratio Comparison

ROBT has a 0.65% expense ratio, which is lower than AMOM's 0.75% expense ratio.


Risk-Adjusted Performance

ROBT vs. AMOM — Risk-Adjusted Performance Rank

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

ROBT
The Risk-Adjusted Performance Rank of ROBT is 1919
Overall Rank
The Sharpe Ratio Rank of ROBT is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of ROBT is 2121
Sortino Ratio Rank
The Omega Ratio Rank of ROBT is 2020
Omega Ratio Rank
The Calmar Ratio Rank of ROBT is 1919
Calmar Ratio Rank
The Martin Ratio Rank of ROBT is 1919
Martin Ratio Rank

AMOM
The Risk-Adjusted Performance Rank of AMOM is 3535
Overall Rank
The Sharpe Ratio Rank of AMOM is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of AMOM is 3737
Sortino Ratio Rank
The Omega Ratio Rank of AMOM is 3636
Omega Ratio Rank
The Calmar Ratio Rank of AMOM is 3737
Calmar Ratio Rank
The Martin Ratio Rank of AMOM is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ROBT vs. AMOM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT) and QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM). 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.



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Dividends

ROBT vs. AMOM - Dividend Comparison

Neither ROBT nor AMOM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ROBT vs. AMOM - Drawdown Comparison

The maximum ROBT drawdown since its inception was -1.01%, roughly equal to the maximum AMOM drawdown of -1.05%. Use the drawdown chart below to compare losses from any high point for ROBT and AMOM. For additional features, visit the drawdowns tool.


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Volatility

ROBT vs. AMOM - Volatility Comparison


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