RSST vs. ET
Compare and contrast key facts about Return Stacked U.S. Stocks & Managed Futures ETF (RSST) and Energy Transfer LP (ET).
RSST is an actively managed fund by Return Stacked. It was launched on Sep 5, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RSST or ET.
Key characteristics
| RSST | ET | |
|---|---|---|
| YTD Return | 19.30% | 35.42% |
| 1Y Return | 24.46% | 42.22% |
| Sharpe Ratio | 1.16 | 2.76 |
| Sortino Ratio | 1.63 | 3.90 |
| Omega Ratio | 1.21 | 1.50 |
| Calmar Ratio | 1.47 | 1.86 |
| Martin Ratio | 4.18 | 22.78 |
| Ulcer Index | 6.38% | 1.91% |
| Daily Std Dev | 22.95% | 15.77% |
| Max Drawdown | -18.16% | -87.81% |
| Current Drawdown | -8.01% | -0.35% |
Correlation
The correlation between RSST and ET is 0.26, 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
RSST vs. ET - Performance Comparison
In the year-to-date period, RSST achieves a 19.30% return, which is significantly lower than ET's 35.42% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
RSST vs. ET - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Return Stacked U.S. Stocks & Managed Futures ETF (RSST) and Energy Transfer LP (ET). 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.
Dividends
RSST vs. ET - Dividend Comparison
RSST's dividend yield for the trailing twelve months is around 0.78%, less than ET's 7.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RSST Return Stacked U.S. Stocks & Managed Futures ETF | 0.78% | 0.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ET Energy Transfer LP | 7.40% | 8.96% | 7.33% | 7.44% | 17.28% | 9.51% | 9.24% | 6.66% | 5.90% | 7.42% | 2.61% | 3.19% |
Drawdowns
RSST vs. ET - Drawdown Comparison
The maximum RSST drawdown since its inception was -18.16%, smaller than the maximum ET drawdown of -87.81%. Use the drawdown chart below to compare losses from any high point for RSST and ET. For additional features, visit the drawdowns tool.
Volatility
RSST vs. ET - Volatility Comparison
Return Stacked U.S. Stocks & Managed Futures ETF (RSST) has a higher volatility of 7.71% compared to Energy Transfer LP (ET) at 4.25%. This indicates that RSST's price experiences larger fluctuations and is considered to be riskier than ET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.