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RPAR vs. JSTC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RPAR vs. JSTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RPAR Risk Parity ETF (RPAR) and Adasina Social Justice All Cap Global ETF (JSTC). The values are adjusted to include any dividend payments, if applicable.

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RPAR vs. JSTC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
RPAR
RPAR Risk Parity ETF
3.85%17.91%0.06%6.03%-22.82%7.56%1.56%
JSTC
Adasina Social Justice All Cap Global ETF
-3.94%12.02%8.96%15.67%-17.58%19.28%2.16%

Returns By Period

In the year-to-date period, RPAR achieves a 3.85% return, which is significantly higher than JSTC's -3.94% return.


RPAR

1D
1.55%
1M
-5.97%
YTD
3.85%
6M
6.09%
1Y
15.70%
3Y*
7.21%
5Y*
2.25%
10Y*

JSTC

1D
2.80%
1M
-6.48%
YTD
-3.94%
6M
-3.31%
1Y
9.18%
3Y*
8.75%
5Y*
4.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RPAR vs. JSTC - Expense Ratio Comparison

RPAR has a 0.51% expense ratio, which is lower than JSTC's 0.89% expense ratio.


Return for Risk

RPAR vs. JSTC — Risk / Return Rank

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

RPAR
RPAR Risk / Return Rank: 7575
Overall Rank
RPAR Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
RPAR Sortino Ratio Rank: 7676
Sortino Ratio Rank
RPAR Omega Ratio Rank: 7171
Omega Ratio Rank
RPAR Calmar Ratio Rank: 7979
Calmar Ratio Rank
RPAR Martin Ratio Rank: 7474
Martin Ratio Rank

JSTC
JSTC Risk / Return Rank: 3232
Overall Rank
JSTC Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
JSTC Sortino Ratio Rank: 3131
Sortino Ratio Rank
JSTC Omega Ratio Rank: 3030
Omega Ratio Rank
JSTC Calmar Ratio Rank: 3232
Calmar Ratio Rank
JSTC Martin Ratio Rank: 3737
Martin Ratio Rank
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.

RPAR vs. JSTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RPAR Risk Parity ETF (RPAR) and Adasina Social Justice All Cap Global ETF (JSTC). 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.


RPARJSTCDifference

Sharpe ratio

Return per unit of total volatility

1.34

0.55

+0.79

Sortino ratio

Return per unit of downside risk

1.86

0.90

+0.96

Omega ratio

Gain probability vs. loss probability

1.25

1.12

+0.13

Calmar ratio

Return relative to maximum drawdown

2.05

0.79

+1.26

Martin ratio

Return relative to average drawdown

7.30

3.40

+3.90

RPAR vs. JSTC - Sharpe Ratio Comparison

The current RPAR Sharpe Ratio is 1.34, which is higher than the JSTC Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of RPAR and JSTC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RPARJSTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

0.55

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.29

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.38

-0.06

Correlation

The correlation between RPAR and JSTC is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RPAR vs. JSTC - Dividend Comparison

RPAR's dividend yield for the trailing twelve months is around 2.15%, more than JSTC's 1.40% yield.


TTM2025202420232022202120202019
RPAR
RPAR Risk Parity ETF
2.15%2.55%2.51%3.16%4.01%2.02%0.76%0.23%
JSTC
Adasina Social Justice All Cap Global ETF
1.40%1.34%1.11%1.03%0.83%0.96%0.00%0.00%

Drawdowns

RPAR vs. JSTC - Drawdown Comparison

The maximum RPAR drawdown since its inception was -30.16%, which is greater than JSTC's maximum drawdown of -26.82%. Use the drawdown chart below to compare losses from any high point for RPAR and JSTC.


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Drawdown Indicators


RPARJSTCDifference

Max Drawdown

Largest peak-to-trough decline

-30.16%

-26.82%

-3.34%

Max Drawdown (1Y)

Largest decline over 1 year

-8.10%

-11.38%

+3.28%

Max Drawdown (5Y)

Largest decline over 5 years

-30.16%

-26.82%

-3.34%

Current Drawdown

Current decline from peak

-5.97%

-7.41%

+1.44%

Average Drawdown

Average peak-to-trough decline

-11.83%

-6.77%

-5.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

2.64%

-0.37%

Volatility

RPAR vs. JSTC - Volatility Comparison

The current volatility for RPAR Risk Parity ETF (RPAR) is 4.81%, while Adasina Social Justice All Cap Global ETF (JSTC) has a volatility of 6.03%. This indicates that RPAR experiences smaller price fluctuations and is considered to be less risky than JSTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RPARJSTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.81%

6.03%

-1.22%

Volatility (6M)

Calculated over the trailing 6-month period

7.74%

10.04%

-2.30%

Volatility (1Y)

Calculated over the trailing 1-year period

11.75%

16.66%

-4.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.36%

15.86%

-3.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.74%

15.76%

-3.02%