PortfoliosLab logo
ROKT vs. FITE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ROKT and FITE is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

ROKT vs. FITE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Kensho Final Frontiers ETF (ROKT) and SPDR S&P Kensho Future Security ETF (FITE). The values are adjusted to include any dividend payments, if applicable.

70.00%80.00%90.00%100.00%110.00%120.00%130.00%NovemberDecember2025FebruaryMarchApril
85.90%
102.82%
ROKT
FITE

Key characteristics

Sharpe Ratio

ROKT:

0.90

FITE:

0.65

Sortino Ratio

ROKT:

1.42

FITE:

1.06

Omega Ratio

ROKT:

1.19

FITE:

1.14

Calmar Ratio

ROKT:

0.98

FITE:

0.72

Martin Ratio

ROKT:

3.34

FITE:

2.60

Ulcer Index

ROKT:

6.86%

FITE:

6.09%

Daily Std Dev

ROKT:

25.42%

FITE:

24.51%

Max Drawdown

ROKT:

-43.16%

FITE:

-36.90%

Current Drawdown

ROKT:

-14.59%

FITE:

-12.54%

Returns By Period

In the year-to-date period, ROKT achieves a -7.31% return, which is significantly lower than FITE's -5.24% return.


ROKT

YTD

-7.31%

1M

-4.50%

6M

2.42%

1Y

22.55%

5Y*

14.76%

10Y*

N/A

FITE

YTD

-5.24%

1M

-3.24%

6M

1.57%

1Y

16.78%

5Y*

14.44%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


ROKT vs. FITE - Expense Ratio Comparison

Both ROKT and FITE have an expense ratio of 0.45%.


Expense ratio chart for ROKT: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ROKT: 0.45%
Expense ratio chart for FITE: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FITE: 0.45%

Risk-Adjusted Performance

ROKT vs. FITE — Risk-Adjusted Performance Rank

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

ROKT
The Risk-Adjusted Performance Rank of ROKT is 7878
Overall Rank
The Sharpe Ratio Rank of ROKT is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of ROKT is 7979
Sortino Ratio Rank
The Omega Ratio Rank of ROKT is 7878
Omega Ratio Rank
The Calmar Ratio Rank of ROKT is 8282
Calmar Ratio Rank
The Martin Ratio Rank of ROKT is 7575
Martin Ratio Rank

FITE
The Risk-Adjusted Performance Rank of FITE is 6969
Overall Rank
The Sharpe Ratio Rank of FITE is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of FITE is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FITE is 6666
Omega Ratio Rank
The Calmar Ratio Rank of FITE is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FITE is 6868
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.

ROKT vs. FITE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Kensho Final Frontiers ETF (ROKT) and SPDR S&P Kensho Future Security ETF (FITE). 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.


The chart of Sharpe ratio for ROKT, currently valued at 0.90, compared to the broader market-1.000.001.002.003.004.00
ROKT: 0.90
FITE: 0.65
The chart of Sortino ratio for ROKT, currently valued at 1.42, compared to the broader market-2.000.002.004.006.008.00
ROKT: 1.42
FITE: 1.06
The chart of Omega ratio for ROKT, currently valued at 1.19, compared to the broader market0.501.001.502.002.50
ROKT: 1.19
FITE: 1.14
The chart of Calmar ratio for ROKT, currently valued at 0.98, compared to the broader market0.002.004.006.008.0010.0012.00
ROKT: 0.98
FITE: 0.72
The chart of Martin ratio for ROKT, currently valued at 3.34, compared to the broader market0.0020.0040.0060.00
ROKT: 3.34
FITE: 2.60

The current ROKT Sharpe Ratio is 0.90, which is higher than the FITE Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of ROKT and FITE, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.90
0.65
ROKT
FITE

Dividends

ROKT vs. FITE - Dividend Comparison

ROKT's dividend yield for the trailing twelve months is around 0.65%, more than FITE's 0.16% yield.


TTM2024202320222021202020192018
ROKT
SPDR S&P Kensho Final Frontiers ETF
0.65%0.57%0.62%0.54%1.79%0.48%0.74%0.16%
FITE
SPDR S&P Kensho Future Security ETF
0.16%0.11%0.13%0.12%0.92%0.88%0.44%1.79%

Drawdowns

ROKT vs. FITE - Drawdown Comparison

The maximum ROKT drawdown since its inception was -43.16%, which is greater than FITE's maximum drawdown of -36.90%. Use the drawdown chart below to compare losses from any high point for ROKT and FITE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.59%
-12.54%
ROKT
FITE

Volatility

ROKT vs. FITE - Volatility Comparison

SPDR S&P Kensho Final Frontiers ETF (ROKT) and SPDR S&P Kensho Future Security ETF (FITE) have volatilities of 15.34% and 15.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.34%
15.38%
ROKT
FITE