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RYSE vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RYSE and VUG is -0.09. 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.


-0.50.00.51.0-0.1

Performance

RYSE vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
21.94%
73.54%
RYSE
VUG

Key characteristics

Sharpe Ratio

RYSE:

0.76

VUG:

2.11

Sortino Ratio

RYSE:

1.19

VUG:

2.74

Omega Ratio

RYSE:

1.14

VUG:

1.39

Calmar Ratio

RYSE:

0.56

VUG:

2.81

Martin Ratio

RYSE:

1.42

VUG:

11.02

Ulcer Index

RYSE:

7.71%

VUG:

3.31%

Daily Std Dev

RYSE:

14.52%

VUG:

17.27%

Max Drawdown

RYSE:

-19.70%

VUG:

-50.68%

Current Drawdown

RYSE:

-7.98%

VUG:

-2.41%

Returns By Period

In the year-to-date period, RYSE achieves a 11.55% return, which is significantly lower than VUG's 34.89% return.


RYSE

YTD

11.55%

1M

2.36%

6M

1.25%

1Y

10.95%

5Y*

N/A

10Y*

N/A

VUG

YTD

34.89%

1M

3.42%

6M

12.16%

1Y

35.02%

5Y*

18.91%

10Y*

15.88%

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


RYSE vs. VUG - Expense Ratio Comparison

RYSE has a 0.85% expense ratio, which is higher than VUG's 0.04% expense ratio.


RYSE
Cboe Vest 10 Year Interest Rate Hedge ETF
Expense ratio chart for RYSE: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

RYSE vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE) and Vanguard Growth ETF (VUG). 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 RYSE, currently valued at 0.76, compared to the broader market0.002.004.000.762.11
The chart of Sortino ratio for RYSE, currently valued at 1.19, compared to the broader market-2.000.002.004.006.008.0010.001.192.74
The chart of Omega ratio for RYSE, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.39
The chart of Calmar ratio for RYSE, currently valued at 0.56, compared to the broader market0.005.0010.0015.000.562.81
The chart of Martin ratio for RYSE, currently valued at 1.42, compared to the broader market0.0020.0040.0060.0080.00100.001.4211.02
RYSE
VUG

The current RYSE Sharpe Ratio is 0.76, which is lower than the VUG Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of RYSE and VUG, 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
0.76
2.11
RYSE
VUG

Dividends

RYSE vs. VUG - Dividend Comparison

RYSE's dividend yield for the trailing twelve months is around 22.58%, more than VUG's 0.33% yield.


TTM20232022202120202019201820172016201520142013
RYSE
Cboe Vest 10 Year Interest Rate Hedge ETF
22.58%24.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.33%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

RYSE vs. VUG - Drawdown Comparison

The maximum RYSE drawdown since its inception was -19.70%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for RYSE and VUG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.98%
-2.41%
RYSE
VUG

Volatility

RYSE vs. VUG - Volatility Comparison

The current volatility for Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE) is 3.55%, while Vanguard Growth ETF (VUG) has a volatility of 4.86%. This indicates that RYSE experiences smaller price fluctuations and is considered to be less risky than VUG 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
3.55%
4.86%
RYSE
VUG
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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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