PortfoliosLab logo
SARK vs. PGR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SARK and PGR is 0.28, 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

SARK vs. PGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr Short Innovation Daily ETF (SARK) and The Progressive Corporation (PGR). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

SARK:

-0.51

PGR:

1.52

Sortino Ratio

SARK:

-0.45

PGR:

1.93

Omega Ratio

SARK:

0.95

PGR:

1.27

Calmar Ratio

SARK:

-0.53

PGR:

2.86

Martin Ratio

SARK:

-0.97

PGR:

7.21

Ulcer Index

SARK:

43.76%

PGR:

4.88%

Daily Std Dev

SARK:

78.67%

PGR:

24.68%

Max Drawdown

SARK:

-79.49%

PGR:

-71.05%

Current Drawdown

SARK:

-68.21%

PGR:

-3.42%

Returns By Period

In the year-to-date period, SARK achieves a 6.68% return, which is significantly lower than PGR's 19.72% return.


SARK

YTD

6.68%

1M

-19.46%

6M

-8.03%

1Y

-40.26%

5Y*

N/A

10Y*

N/A

PGR

YTD

19.72%

1M

1.83%

6M

11.40%

1Y

37.20%

5Y*

32.59%

10Y*

29.48%

*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

SARK vs. PGR — Risk-Adjusted Performance Rank

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

SARK
The Risk-Adjusted Performance Rank of SARK is 44
Overall Rank
The Sharpe Ratio Rank of SARK is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of SARK is 55
Sortino Ratio Rank
The Omega Ratio Rank of SARK is 66
Omega Ratio Rank
The Calmar Ratio Rank of SARK is 11
Calmar Ratio Rank
The Martin Ratio Rank of SARK is 55
Martin Ratio Rank

PGR
The Risk-Adjusted Performance Rank of PGR is 9090
Overall Rank
The Sharpe Ratio Rank of PGR is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of PGR is 8585
Sortino Ratio Rank
The Omega Ratio Rank of PGR is 8585
Omega Ratio Rank
The Calmar Ratio Rank of PGR is 9696
Calmar Ratio Rank
The Martin Ratio Rank of PGR is 9191
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.

SARK vs. PGR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr Short Innovation Daily ETF (SARK) and The Progressive Corporation (PGR). 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 current SARK Sharpe Ratio is -0.51, which is lower than the PGR Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of SARK and PGR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

SARK vs. PGR - Dividend Comparison

SARK's dividend yield for the trailing twelve months is around 14.52%, more than PGR's 1.74% yield.


TTM20242023202220212020201920182017201620152014
SARK
Tradr Short Innovation Daily ETF
14.52%15.49%12.57%25.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PGR
The Progressive Corporation
1.74%0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%

Drawdowns

SARK vs. PGR - Drawdown Comparison

The maximum SARK drawdown since its inception was -79.49%, which is greater than PGR's maximum drawdown of -71.05%. Use the drawdown chart below to compare losses from any high point for SARK and PGR. For additional features, visit the drawdowns tool.


Loading data...

Volatility

SARK vs. PGR - Volatility Comparison

Tradr Short Innovation Daily ETF (SARK) has a higher volatility of 13.14% compared to The Progressive Corporation (PGR) at 7.79%. This indicates that SARK's price experiences larger fluctuations and is considered to be riskier than PGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...