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RSSB vs. TFPN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RSSB vs. TFPN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Return Stacked Global Stocks & Bonds ETF (RSSB) and Blueprint Chesapeake Multi-Asset Trend ETF (TFPN). The values are adjusted to include any dividend payments, if applicable.

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RSSB vs. TFPN - Yearly Performance Comparison


2026 (YTD)202520242023
RSSB
Return Stacked Global Stocks & Bonds ETF
-3.24%25.16%10.53%6.73%
TFPN
Blueprint Chesapeake Multi-Asset Trend ETF
8.26%3.61%2.67%0.64%

Returns By Period

In the year-to-date period, RSSB achieves a -3.24% return, which is significantly lower than TFPN's 8.26% return.


RSSB

1D
2.80%
1M
-8.72%
YTD
-3.24%
6M
-0.12%
1Y
20.13%
3Y*
5Y*
10Y*

TFPN

1D
0.73%
1M
-5.66%
YTD
8.26%
6M
12.04%
1Y
23.72%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RSSB vs. TFPN - Expense Ratio Comparison

RSSB has a 0.41% expense ratio, which is lower than TFPN's 1.10% expense ratio.


Return for Risk

RSSB vs. TFPN — Risk / Return Rank

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

RSSB
RSSB Risk / Return Rank: 6666
Overall Rank
RSSB Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
RSSB Sortino Ratio Rank: 6565
Sortino Ratio Rank
RSSB Omega Ratio Rank: 6262
Omega Ratio Rank
RSSB Calmar Ratio Rank: 6868
Calmar Ratio Rank
RSSB Martin Ratio Rank: 7070
Martin Ratio Rank

TFPN
TFPN Risk / Return Rank: 8686
Overall Rank
TFPN Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
TFPN Sortino Ratio Rank: 8989
Sortino Ratio Rank
TFPN Omega Ratio Rank: 8383
Omega Ratio Rank
TFPN Calmar Ratio Rank: 9090
Calmar Ratio Rank
TFPN Martin Ratio Rank: 8282
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.

RSSB vs. TFPN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked Global Stocks & Bonds ETF (RSSB) and Blueprint Chesapeake Multi-Asset Trend ETF (TFPN). 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.


RSSBTFPNDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.78

-0.73

Sortino ratio

Return per unit of downside risk

1.58

2.46

-0.88

Omega ratio

Gain probability vs. loss probability

1.22

1.33

-0.11

Calmar ratio

Return relative to maximum drawdown

1.66

3.06

-1.41

Martin ratio

Return relative to average drawdown

6.67

9.20

-2.53

RSSB vs. TFPN - Sharpe Ratio Comparison

The current RSSB Sharpe Ratio is 1.06, which is lower than the TFPN Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of RSSB and TFPN, 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


RSSBTFPNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.78

-0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

0.38

+0.63

Correlation

The correlation between RSSB and TFPN is 0.43, 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

RSSB vs. TFPN - Dividend Comparison

RSSB's dividend yield for the trailing twelve months is around 3.60%, while TFPN has not paid dividends to shareholders.


TTM202520242023
RSSB
Return Stacked Global Stocks & Bonds ETF
3.60%3.48%1.10%0.61%
TFPN
Blueprint Chesapeake Multi-Asset Trend ETF
0.00%0.00%0.94%0.98%

Drawdowns

RSSB vs. TFPN - Drawdown Comparison

The maximum RSSB drawdown since its inception was -16.21%, roughly equal to the maximum TFPN drawdown of -16.72%. Use the drawdown chart below to compare losses from any high point for RSSB and TFPN.


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Drawdown Indicators


RSSBTFPNDifference

Max Drawdown

Largest peak-to-trough decline

-16.21%

-16.72%

+0.51%

Max Drawdown (1Y)

Largest decline over 1 year

-12.52%

-7.47%

-5.05%

Current Drawdown

Current decline from peak

-8.81%

-6.21%

-2.60%

Average Drawdown

Average peak-to-trough decline

-2.30%

-5.13%

+2.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

2.49%

+0.62%

Volatility

RSSB vs. TFPN - Volatility Comparison

Return Stacked Global Stocks & Bonds ETF (RSSB) has a higher volatility of 7.57% compared to Blueprint Chesapeake Multi-Asset Trend ETF (TFPN) at 5.30%. This indicates that RSSB's price experiences larger fluctuations and is considered to be riskier than TFPN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSSBTFPNDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.57%

5.30%

+2.27%

Volatility (6M)

Calculated over the trailing 6-month period

11.90%

11.21%

+0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

19.15%

13.40%

+5.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.57%

12.38%

+4.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.57%

12.38%

+4.19%