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SGDJ vs. EDOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SGDJ and EDOG is 0.34, 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.


-0.50.00.51.00.3

Performance

SGDJ vs. EDOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Junior Gold Miners ETF (SGDJ) and ALPS Emerging Sector Dividend Dogs ETF (EDOG). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
74.01%
34.36%
SGDJ
EDOG

Key characteristics

Sharpe Ratio

SGDJ:

0.62

EDOG:

0.36

Sortino Ratio

SGDJ:

1.07

EDOG:

0.58

Omega Ratio

SGDJ:

1.13

EDOG:

1.07

Calmar Ratio

SGDJ:

0.46

EDOG:

0.49

Martin Ratio

SGDJ:

2.57

EDOG:

1.32

Ulcer Index

SGDJ:

8.50%

EDOG:

3.52%

Daily Std Dev

SGDJ:

35.08%

EDOG:

13.02%

Max Drawdown

SGDJ:

-59.27%

EDOG:

-44.29%

Current Drawdown

SGDJ:

-26.05%

EDOG:

-8.14%

Returns By Period

In the year-to-date period, SGDJ achieves a 20.93% return, which is significantly higher than EDOG's 2.05% return.


SGDJ

YTD

20.93%

1M

-6.18%

6M

10.12%

1Y

18.22%

5Y*

5.12%

10Y*

N/A

EDOG

YTD

2.05%

1M

-2.26%

6M

2.92%

1Y

3.21%

5Y*

4.40%

10Y*

2.92%

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SGDJ vs. EDOG - Expense Ratio Comparison

SGDJ has a 0.50% expense ratio, which is lower than EDOG's 0.60% expense ratio.


EDOG
ALPS Emerging Sector Dividend Dogs ETF
Expense ratio chart for EDOG: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for SGDJ: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

SGDJ vs. EDOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Junior Gold Miners ETF (SGDJ) and ALPS Emerging Sector Dividend Dogs ETF (EDOG). 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 SGDJ, currently valued at 0.62, compared to the broader market0.002.004.000.620.36
The chart of Sortino ratio for SGDJ, currently valued at 1.07, compared to the broader market-2.000.002.004.006.008.0010.001.070.58
The chart of Omega ratio for SGDJ, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.07
The chart of Calmar ratio for SGDJ, currently valued at 0.46, compared to the broader market0.005.0010.0015.000.460.49
The chart of Martin ratio for SGDJ, currently valued at 2.57, compared to the broader market0.0020.0040.0060.0080.00100.002.571.32
SGDJ
EDOG

The current SGDJ Sharpe Ratio is 0.62, which is higher than the EDOG Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of SGDJ and EDOG, 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.62
0.36
SGDJ
EDOG

Dividends

SGDJ vs. EDOG - Dividend Comparison

SGDJ's dividend yield for the trailing twelve months is around 6.47%, which matches EDOG's 6.53% yield.


TTM2023202220212020201920182017201620152014
SGDJ
Sprott Junior Gold Miners ETF
6.47%4.55%2.45%2.20%1.97%0.65%0.00%0.14%1.77%0.85%0.00%
EDOG
ALPS Emerging Sector Dividend Dogs ETF
6.53%6.53%5.07%4.11%2.60%4.93%5.37%2.89%2.97%4.55%3.31%

Drawdowns

SGDJ vs. EDOG - Drawdown Comparison

The maximum SGDJ drawdown since its inception was -59.27%, which is greater than EDOG's maximum drawdown of -44.29%. Use the drawdown chart below to compare losses from any high point for SGDJ and EDOG. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-26.05%
-8.14%
SGDJ
EDOG

Volatility

SGDJ vs. EDOG - Volatility Comparison

Sprott Junior Gold Miners ETF (SGDJ) has a higher volatility of 11.37% compared to ALPS Emerging Sector Dividend Dogs ETF (EDOG) at 4.22%. This indicates that SGDJ's price experiences larger fluctuations and is considered to be riskier than EDOG 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%JulyAugustSeptemberOctoberNovemberDecember
11.37%
4.22%
SGDJ
EDOG
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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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