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RSST vs. ET
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.3

Performance

RSST vs. ET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Return Stacked U.S. Stocks & Managed Futures ETF (RSST) and Energy Transfer LP (ET). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
4.43%
31.15%
RSST
ET

Key characteristics

Sharpe Ratio

RSST:

0.91

ET:

2.84

Sortino Ratio

RSST:

1.31

ET:

3.75

Omega Ratio

RSST:

1.17

ET:

1.51

Calmar Ratio

RSST:

1.19

ET:

3.15

Martin Ratio

RSST:

3.05

ET:

23.69

Ulcer Index

RSST:

7.10%

ET:

2.27%

Daily Std Dev

RSST:

23.74%

ET:

19.00%

Max Drawdown

RSST:

-18.16%

ET:

-87.81%

Current Drawdown

RSST:

-5.25%

ET:

-2.52%

Returns By Period

In the year-to-date period, RSST achieves a 3.81% return, which is significantly lower than ET's 4.80% return.


RSST

YTD

3.81%

1M

4.24%

6M

4.43%

1Y

20.20%

5Y*

N/A

10Y*

N/A

ET

YTD

4.80%

1M

4.91%

6M

31.15%

1Y

52.85%

5Y*

20.95%

10Y*

4.58%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

RSST vs. ET — Risk-Adjusted Performance Rank

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

RSST
The Risk-Adjusted Performance Rank of RSST is 4040
Overall Rank
The Sharpe Ratio Rank of RSST is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of RSST is 3737
Sortino Ratio Rank
The Omega Ratio Rank of RSST is 3737
Omega Ratio Rank
The Calmar Ratio Rank of RSST is 4949
Calmar Ratio Rank
The Martin Ratio Rank of RSST is 3636
Martin Ratio Rank

ET
The Risk-Adjusted Performance Rank of ET is 9696
Overall Rank
The Sharpe Ratio Rank of ET is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of ET is 9696
Sortino Ratio Rank
The Omega Ratio Rank of ET is 9595
Omega Ratio Rank
The Calmar Ratio Rank of ET is 9595
Calmar Ratio Rank
The Martin Ratio Rank of ET is 9898
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.

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.


Sharpe ratio
The chart of Sharpe ratio for RSST, currently valued at 0.91, compared to the broader market0.002.004.000.912.84
The chart of Sortino ratio for RSST, currently valued at 1.31, compared to the broader market0.005.0010.001.313.75
The chart of Omega ratio for RSST, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.51
The chart of Calmar ratio for RSST, currently valued at 1.19, compared to the broader market0.005.0010.0015.0020.001.196.45
The chart of Martin ratio for RSST, currently valued at 3.04, compared to the broader market0.0020.0040.0060.0080.00100.003.0523.69
RSST
ET

The current RSST Sharpe Ratio is 0.91, which is lower than the ET Sharpe Ratio of 2.84. The chart below compares the historical Sharpe Ratios of RSST and ET, 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 Ratio0.501.001.502.002.503.003.504.00Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26
0.91
2.84
RSST
ET

Dividends

RSST vs. ET - Dividend Comparison

RSST's dividend yield for the trailing twelve months is around 0.09%, less than ET's 6.22% yield.


TTM20242023202220212020201920182017201620152014
RSST
Return Stacked U.S. Stocks & Managed Futures ETF
0.09%0.10%0.93%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ET
Energy Transfer LP
6.22%6.51%8.96%7.33%7.44%17.28%9.51%9.24%6.66%5.90%7.42%2.61%

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.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.25%
-2.52%
RSST
ET

Volatility

RSST vs. ET - Volatility Comparison

The current volatility for Return Stacked U.S. Stocks & Managed Futures ETF (RSST) is 6.34%, while Energy Transfer LP (ET) has a volatility of 8.36%. This indicates that RSST experiences smaller price fluctuations and is considered to be less risky than ET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
6.34%
8.36%
RSST
ET
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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