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SIOO vs. PAPI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SIOO vs. PAPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VistaShares Target 15 S&P 100 Distribution ETF (SIOO) and Parametric Equity Premium Income ETF (PAPI). The values are adjusted to include any dividend payments, if applicable.

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SIOO vs. PAPI - Yearly Performance Comparison


Returns By Period

In the year-to-date period, SIOO achieves a -2.74% return, which is significantly lower than PAPI's 8.23% return.


SIOO

1D
0.49%
1M
-2.12%
YTD
-2.74%
6M
1Y
3Y*
5Y*
10Y*

PAPI

1D
-0.07%
1M
-2.89%
YTD
8.23%
6M
9.24%
1Y
11.42%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SIOO vs. PAPI - Expense Ratio Comparison

SIOO has a 0.59% expense ratio, which is higher than PAPI's 0.29% expense ratio.


Return for Risk

SIOO vs. PAPI — Risk / Return Rank

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

SIOO

PAPI
PAPI Risk / Return Rank: 4040
Overall Rank
PAPI Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PAPI Sortino Ratio Rank: 4242
Sortino Ratio Rank
PAPI Omega Ratio Rank: 3939
Omega Ratio Rank
PAPI Calmar Ratio Rank: 3636
Calmar Ratio Rank
PAPI Martin Ratio Rank: 4242
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.

SIOO vs. PAPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VistaShares Target 15 S&P 100 Distribution ETF (SIOO) and Parametric Equity Premium Income ETF (PAPI). 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.

SIOO vs. PAPI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SIOOPAPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.57

1.01

-1.59

Correlation

The correlation between SIOO and PAPI is 0.24, 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.


Dividends

SIOO vs. PAPI - Dividend Comparison

SIOO's dividend yield for the trailing twelve months is around 5.27%, less than PAPI's 7.51% yield.


TTM202520242023
SIOO
VistaShares Target 15 S&P 100 Distribution ETF
5.27%1.27%0.00%0.00%
PAPI
Parametric Equity Premium Income ETF
7.51%7.59%7.07%1.45%

Drawdowns

SIOO vs. PAPI - Drawdown Comparison

The maximum SIOO drawdown since its inception was -6.86%, smaller than the maximum PAPI drawdown of -14.27%. Use the drawdown chart below to compare losses from any high point for SIOO and PAPI.


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Drawdown Indicators


SIOOPAPIDifference

Max Drawdown

Largest peak-to-trough decline

-6.86%

-14.27%

+7.41%

Max Drawdown (1Y)

Largest decline over 1 year

-11.59%

Current Drawdown

Current decline from peak

-3.40%

-2.89%

-0.51%

Average Drawdown

Average peak-to-trough decline

-1.35%

-2.57%

+1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

Volatility

SIOO vs. PAPI - Volatility Comparison


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Volatility by Period


SIOOPAPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

Volatility (6M)

Calculated over the trailing 6-month period

7.50%

Volatility (1Y)

Calculated over the trailing 1-year period

11.47%

14.11%

-2.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.47%

11.95%

-0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.47%

11.95%

-0.48%