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RYAIX vs. MOAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RYAIX and MOAT is -0.76. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.8

Performance

RYAIX vs. MOAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) and VanEck Vectors Morningstar Wide Moat ETF (MOAT). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
-92.13%
435.40%
RYAIX
MOAT

Key characteristics

Sharpe Ratio

RYAIX:

-1.15

MOAT:

0.99

Sortino Ratio

RYAIX:

-1.65

MOAT:

1.39

Omega Ratio

RYAIX:

0.81

MOAT:

1.18

Calmar Ratio

RYAIX:

-0.22

MOAT:

1.79

Martin Ratio

RYAIX:

-1.70

MOAT:

5.11

Ulcer Index

RYAIX:

12.65%

MOAT:

2.31%

Daily Std Dev

RYAIX:

18.75%

MOAT:

11.95%

Max Drawdown

RYAIX:

-98.44%

MOAT:

-33.31%

Current Drawdown

RYAIX:

-98.28%

MOAT:

-4.75%

Returns By Period

In the year-to-date period, RYAIX achieves a -21.27% return, which is significantly lower than MOAT's 10.80% return. Over the past 10 years, RYAIX has underperformed MOAT with an annualized return of -17.93%, while MOAT has yielded a comparatively higher 12.98% annualized return.


RYAIX

YTD

-21.27%

1M

-8.20%

6M

-9.55%

1Y

-21.10%

5Y*

-20.33%

10Y*

-17.93%

MOAT

YTD

10.80%

1M

-1.05%

6M

9.26%

1Y

11.00%

5Y*

12.44%

10Y*

12.98%

Compare stocks, funds, or ETFs

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


RYAIX vs. MOAT - Expense Ratio Comparison

RYAIX has a 1.55% expense ratio, which is higher than MOAT's 0.48% expense ratio.


RYAIX
Rydex Inverse NASDAQ-100 Strategy Fund
Expense ratio chart for RYAIX: current value at 1.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.55%
Expense ratio chart for MOAT: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%

Risk-Adjusted Performance

RYAIX vs. MOAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) and VanEck Vectors Morningstar Wide Moat ETF (MOAT). 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 RYAIX, currently valued at -1.15, compared to the broader market-1.000.001.002.003.004.00-1.150.99
The chart of Sortino ratio for RYAIX, currently valued at -1.65, compared to the broader market-2.000.002.004.006.008.0010.00-1.651.39
The chart of Omega ratio for RYAIX, currently valued at 0.81, compared to the broader market0.501.001.502.002.503.003.500.811.18
The chart of Calmar ratio for RYAIX, currently valued at -0.23, compared to the broader market0.005.0010.0015.00-0.231.79
The chart of Martin ratio for RYAIX, currently valued at -1.70, compared to the broader market0.0020.0040.0060.00-1.705.11
RYAIX
MOAT

The current RYAIX Sharpe Ratio is -1.15, which is lower than the MOAT Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of RYAIX and MOAT, 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-1.15
0.99
RYAIX
MOAT

Dividends

RYAIX vs. MOAT - Dividend Comparison

Neither RYAIX nor MOAT has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
RYAIX
Rydex Inverse NASDAQ-100 Strategy Fund
0.00%4.80%0.00%0.00%0.09%0.72%0.00%0.00%0.00%0.00%0.00%0.00%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
0.00%0.86%1.25%1.08%1.45%1.31%1.79%1.07%1.17%2.13%1.34%0.79%

Drawdowns

RYAIX vs. MOAT - Drawdown Comparison

The maximum RYAIX drawdown since its inception was -98.44%, which is greater than MOAT's maximum drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for RYAIX and MOAT. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-92.81%
-4.75%
RYAIX
MOAT

Volatility

RYAIX vs. MOAT - Volatility Comparison

Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) has a higher volatility of 7.15% compared to VanEck Vectors Morningstar Wide Moat ETF (MOAT) at 4.01%. This indicates that RYAIX's price experiences larger fluctuations and is considered to be riskier than MOAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
7.15%
4.01%
RYAIX
MOAT
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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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