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SENT vs. QPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SENT vs. QPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Alpha DNA Equity Sentiment ETF (SENT) and AdvisorShares Q Dynamic Growth ETF (QPX). The values are adjusted to include any dividend payments, if applicable.

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SENT vs. QPX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SENT
AdvisorShares Alpha DNA Equity Sentiment ETF
0.00%0.00%0.00%-6.03%-18.25%8.96%
QPX
AdvisorShares Q Dynamic Growth ETF
-3.86%24.12%17.28%44.63%-30.90%17.24%

Returns By Period


SENT

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
-2.90%
5Y*
-4.28%
10Y*

QPX

1D
1.08%
1M
-6.13%
YTD
-3.86%
6M
-0.84%
1Y
23.97%
3Y*
19.36%
5Y*
10.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SENT vs. QPX - Expense Ratio Comparison

SENT has a 1.01% expense ratio, which is lower than QPX's 1.46% expense ratio.


Return for Risk

SENT vs. QPX — Risk / Return Rank

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

SENT

QPX
QPX Risk / Return Rank: 7171
Overall Rank
QPX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
QPX Sortino Ratio Rank: 7272
Sortino Ratio Rank
QPX Omega Ratio Rank: 7171
Omega Ratio Rank
QPX Calmar Ratio Rank: 7373
Calmar Ratio Rank
QPX Martin Ratio Rank: 7272
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.

SENT vs. QPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Alpha DNA Equity Sentiment ETF (SENT) and AdvisorShares Q Dynamic Growth ETF (QPX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SENT vs. QPX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SENTQPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

0.52

-0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.25

0.54

-0.79

Correlation

The correlation between SENT and QPX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SENT vs. QPX - Dividend Comparison

Neither SENT nor QPX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SENT vs. QPX - Drawdown Comparison

The maximum SENT drawdown since its inception was -30.34%, smaller than the maximum QPX drawdown of -34.74%. Use the drawdown chart below to compare losses from any high point for SENT and QPX.


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Drawdown Indicators


SENTQPXDifference

Max Drawdown

Largest peak-to-trough decline

-30.34%

-34.74%

+4.40%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-12.02%

+12.02%

Max Drawdown (5Y)

Largest decline over 5 years

-30.34%

-34.74%

+4.40%

Current Drawdown

Current decline from peak

-27.23%

-8.21%

-19.02%

Average Drawdown

Average peak-to-trough decline

-20.69%

-8.27%

-12.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

3.06%

-3.06%

Volatility

SENT vs. QPX - Volatility Comparison

The current volatility for AdvisorShares Alpha DNA Equity Sentiment ETF (SENT) is 0.00%, while AdvisorShares Q Dynamic Growth ETF (QPX) has a volatility of 5.19%. This indicates that SENT experiences smaller price fluctuations and is considered to be less risky than QPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SENTQPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

5.19%

-5.19%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

11.47%

-11.47%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

19.26%

-19.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.98%

19.99%

-7.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.54%

20.15%

-6.61%