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SAMT vs. ROKT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SAMT and ROKT is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

SAMT vs. ROKT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategas Macro Thematic Opportunities ETF (SAMT) and SPDR S&P Kensho Final Frontiers ETF (ROKT). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%70.00%December2025FebruaryMarchAprilMay
27.02%
49.02%
SAMT
ROKT

Key characteristics

Sharpe Ratio

SAMT:

1.37

ROKT:

1.07

Sortino Ratio

SAMT:

1.86

ROKT:

1.64

Omega Ratio

SAMT:

1.27

ROKT:

1.22

Calmar Ratio

SAMT:

1.39

ROKT:

1.16

Martin Ratio

SAMT:

4.48

ROKT:

3.84

Ulcer Index

SAMT:

5.66%

ROKT:

7.10%

Daily Std Dev

SAMT:

18.48%

ROKT:

25.46%

Max Drawdown

SAMT:

-20.57%

ROKT:

-43.16%

Current Drawdown

SAMT:

-7.71%

ROKT:

-10.58%

Returns By Period

In the year-to-date period, SAMT achieves a 4.79% return, which is significantly higher than ROKT's -2.96% return.


SAMT

YTD

4.79%

1M

6.21%

6M

11.25%

1Y

25.43%

5Y*

N/A

10Y*

N/A

ROKT

YTD

-2.96%

1M

7.44%

6M

9.07%

1Y

25.18%

5Y*

15.76%

10Y*

N/A

*Annualized

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SAMT vs. ROKT - Expense Ratio Comparison

SAMT has a 0.65% expense ratio, which is higher than ROKT's 0.45% expense ratio.


Expense ratio chart for SAMT: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SAMT: 0.65%
Expense ratio chart for ROKT: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ROKT: 0.45%

Risk-Adjusted Performance

SAMT vs. ROKT — Risk-Adjusted Performance Rank

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

SAMT
The Risk-Adjusted Performance Rank of SAMT is 8585
Overall Rank
The Sharpe Ratio Rank of SAMT is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of SAMT is 8585
Sortino Ratio Rank
The Omega Ratio Rank of SAMT is 8686
Omega Ratio Rank
The Calmar Ratio Rank of SAMT is 8686
Calmar Ratio Rank
The Martin Ratio Rank of SAMT is 8080
Martin Ratio Rank

ROKT
The Risk-Adjusted Performance Rank of ROKT is 8080
Overall Rank
The Sharpe Ratio Rank of ROKT is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of ROKT is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ROKT is 8080
Omega Ratio Rank
The Calmar Ratio Rank of ROKT is 8282
Calmar Ratio Rank
The Martin Ratio Rank of ROKT is 7777
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.

SAMT vs. ROKT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategas Macro Thematic Opportunities ETF (SAMT) and SPDR S&P Kensho Final Frontiers ETF (ROKT). 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.


The chart of Sharpe ratio for SAMT, currently valued at 1.37, compared to the broader market-1.000.001.002.003.004.00
SAMT: 1.37
ROKT: 1.07
The chart of Sortino ratio for SAMT, currently valued at 1.86, compared to the broader market-2.000.002.004.006.008.00
SAMT: 1.86
ROKT: 1.64
The chart of Omega ratio for SAMT, currently valued at 1.27, compared to the broader market0.501.001.502.002.50
SAMT: 1.27
ROKT: 1.22
The chart of Calmar ratio for SAMT, currently valued at 1.39, compared to the broader market0.002.004.006.008.0010.0012.00
SAMT: 1.39
ROKT: 1.16
The chart of Martin ratio for SAMT, currently valued at 4.48, compared to the broader market0.0020.0040.0060.00
SAMT: 4.48
ROKT: 3.84

The current SAMT Sharpe Ratio is 1.37, which is comparable to the ROKT Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of SAMT and ROKT, 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 Ratio0.000.501.001.502.002.503.003.50December2025FebruaryMarchAprilMay
1.37
1.07
SAMT
ROKT

Dividends

SAMT vs. ROKT - Dividend Comparison

SAMT's dividend yield for the trailing twelve months is around 1.34%, more than ROKT's 0.62% yield.


TTM2024202320222021202020192018
SAMT
Strategas Macro Thematic Opportunities ETF
1.34%1.40%1.50%0.73%0.00%0.00%0.00%0.00%
ROKT
SPDR S&P Kensho Final Frontiers ETF
0.62%0.57%0.62%0.54%1.79%0.48%0.74%0.16%

Drawdowns

SAMT vs. ROKT - Drawdown Comparison

The maximum SAMT drawdown since its inception was -20.57%, smaller than the maximum ROKT drawdown of -43.16%. Use the drawdown chart below to compare losses from any high point for SAMT and ROKT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.71%
-10.58%
SAMT
ROKT

Volatility

SAMT vs. ROKT - Volatility Comparison

The current volatility for Strategas Macro Thematic Opportunities ETF (SAMT) is 9.83%, while SPDR S&P Kensho Final Frontiers ETF (ROKT) has a volatility of 15.36%. This indicates that SAMT experiences smaller price fluctuations and is considered to be less risky than ROKT 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%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
9.83%
15.36%
SAMT
ROKT