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SAUG vs. APRT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SAUG vs. APRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Small Cap Moderate Buffer ETF - August (SAUG) and AllianzIM U.S. Large Cap Buffer10 Apr ETF (APRT). The values are adjusted to include any dividend payments, if applicable.

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SAUG vs. APRT - Yearly Performance Comparison


2026 (YTD)202520242023
SAUG
FT Cboe Vest U.S. Small Cap Moderate Buffer ETF - August
0.92%8.23%11.08%6.26%
APRT
AllianzIM U.S. Large Cap Buffer10 Apr ETF
2.08%7.99%15.15%7.05%

Returns By Period

In the year-to-date period, SAUG achieves a 0.92% return, which is significantly lower than APRT's 2.08% return.


SAUG

1D
1.72%
1M
-1.82%
YTD
0.92%
6M
2.82%
1Y
14.32%
3Y*
5Y*
10Y*

APRT

1D
2.34%
1M
0.97%
YTD
2.08%
6M
4.40%
1Y
14.62%
3Y*
12.89%
5Y*
9.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SAUG vs. APRT - Expense Ratio Comparison

SAUG has a 0.90% expense ratio, which is higher than APRT's 0.74% expense ratio.


Return for Risk

SAUG vs. APRT — Risk / Return Rank

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

SAUG
SAUG Risk / Return Rank: 6666
Overall Rank
SAUG Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SAUG Sortino Ratio Rank: 6666
Sortino Ratio Rank
SAUG Omega Ratio Rank: 6161
Omega Ratio Rank
SAUG Calmar Ratio Rank: 6565
Calmar Ratio Rank
SAUG Martin Ratio Rank: 7474
Martin Ratio Rank

APRT
APRT Risk / Return Rank: 8181
Overall Rank
APRT Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
APRT Sortino Ratio Rank: 7979
Sortino Ratio Rank
APRT Omega Ratio Rank: 9393
Omega Ratio Rank
APRT Calmar Ratio Rank: 6969
Calmar Ratio Rank
APRT Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SAUG vs. APRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Small Cap Moderate Buffer ETF - August (SAUG) and AllianzIM U.S. Large Cap Buffer10 Apr ETF (APRT). 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.


SAUGAPRTDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.34

-0.21

Sortino ratio

Return per unit of downside risk

1.71

2.04

-0.33

Omega ratio

Gain probability vs. loss probability

1.23

1.43

-0.20

Calmar ratio

Return relative to maximum drawdown

1.71

1.77

-0.07

Martin ratio

Return relative to average drawdown

7.94

11.67

-3.73

SAUG vs. APRT - Sharpe Ratio Comparison

The current SAUG Sharpe Ratio is 1.13, which is comparable to the APRT Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of SAUG and APRT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SAUGAPRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.34

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.99

-0.14

Correlation

The correlation between SAUG and APRT is 0.73, 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.


Dividends

SAUG vs. APRT - Dividend Comparison

Neither SAUG nor APRT has paid dividends to shareholders.


TTM202520242023202220212020
SAUG
FT Cboe Vest U.S. Small Cap Moderate Buffer ETF - August
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
APRT
AllianzIM U.S. Large Cap Buffer10 Apr ETF
0.00%0.00%0.00%0.00%0.00%0.00%4.67%

Drawdowns

SAUG vs. APRT - Drawdown Comparison

The maximum SAUG drawdown since its inception was -14.62%, roughly equal to the maximum APRT drawdown of -14.98%. Use the drawdown chart below to compare losses from any high point for SAUG and APRT.


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Drawdown Indicators


SAUGAPRTDifference

Max Drawdown

Largest peak-to-trough decline

-14.62%

-14.98%

+0.36%

Max Drawdown (1Y)

Largest decline over 1 year

-8.35%

-8.70%

+0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-14.98%

Current Drawdown

Current decline from peak

-2.44%

0.00%

-2.44%

Average Drawdown

Average peak-to-trough decline

-2.38%

-2.11%

-0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

1.32%

+0.47%

Volatility

SAUG vs. APRT - Volatility Comparison

FT Cboe Vest U.S. Small Cap Moderate Buffer ETF - August (SAUG) has a higher volatility of 3.60% compared to AllianzIM U.S. Large Cap Buffer10 Apr ETF (APRT) at 3.02%. This indicates that SAUG's price experiences larger fluctuations and is considered to be riskier than APRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAUGAPRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.60%

3.02%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

6.53%

3.81%

+2.72%

Volatility (1Y)

Calculated over the trailing 1-year period

12.71%

10.98%

+1.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.11%

10.82%

+1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.11%

10.40%

+1.71%