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SKYY vs. DXYZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SKYY vs. DXYZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust ISE Cloud Computing Index Fund (SKYY) and Destiny Tech100 Inc (DXYZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SKYY achieves a 3.03% return, which is significantly higher than DXYZ's -5.42% return.


SKYY

1D
0.18%
1M
6.69%
YTD
3.03%
6M
1.79%
1Y
13.95%
3Y*
20.38%
5Y*
5.69%
10Y*
16.26%

DXYZ

1D
-25.14%
1M
-44.50%
YTD
-5.42%
6M
-23.68%
1Y
-28.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SKYY vs. DXYZ - Yearly Performance Comparison


2026 (YTD)20252024
SKYY
First Trust ISE Cloud Computing Index Fund
3.03%9.20%24.26%
DXYZ
Destiny Tech100 Inc
-5.42%-47.96%613.45%

Correlation

The correlation between SKYY and DXYZ is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2024

0.43

The correlation between SKYY and DXYZ shifts across timeframes, from 0.32 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SKYY vs. DXYZ — Risk / Return Rank

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

SKYY
SKYY Risk / Return Rank: 1717
Overall Rank
SKYY Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SKYY Sortino Ratio Rank: 1919
Sortino Ratio Rank
SKYY Omega Ratio Rank: 1818
Omega Ratio Rank
SKYY Calmar Ratio Rank: 1616
Calmar Ratio Rank
SKYY Martin Ratio Rank: 1515
Martin Ratio Rank

DXYZ
DXYZ Risk / Return Rank: 3232
Overall Rank
DXYZ Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
DXYZ Sortino Ratio Rank: 3838
Sortino Ratio Rank
DXYZ Omega Ratio Rank: 3838
Omega Ratio Rank
DXYZ Calmar Ratio Rank: 2727
Calmar Ratio Rank
DXYZ Martin Ratio Rank: 2424
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.

SKYY vs. DXYZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust ISE Cloud Computing Index Fund (SKYY) and Destiny Tech100 Inc (DXYZ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SKYYDXYZDifference
Sharpe ratioReturn per unit of total volatility

+0.77

Sortino ratioReturn per unit of downside risk

+0.61

Omega ratioGain probability vs. loss probability

1.11

1.03

+0.07

Calmar ratioReturn relative to maximum drawdown

0.51

-0.47

+0.99

Martin ratioReturn relative to average drawdown

1.13

-0.93

+2.07

SKYY vs. DXYZ - Sharpe Ratio Comparison

The current SKYY Sharpe Ratio is 0.49, which is higher than the DXYZ Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of SKYY and DXYZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SKYY vs. DXYZ - Drawdown Comparison

The maximum SKYY drawdown since its inception was -53.20%, smaller than the maximum DXYZ drawdown of -90.35%. Use the drawdown chart below to compare losses from any high point for SKYY and DXYZ.


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Drawdown Indicators


SKYYDXYZDifference

Max Drawdown

Largest peak-to-trough decline

-53.20%

-90.35%

+37.15%

Max Drawdown (1Y)

Largest decline over 1 year

-27.39%

-59.33%

+31.94%

Max Drawdown (3Y)

Largest decline over 3 years

-31.80%

Max Drawdown (5Y)

Largest decline over 5 years

-53.20%

Max Drawdown (10Y)

Largest decline over 10 years

-53.20%

Current Drawdown

Current decline from peak

-13.63%

-70.97%

+57.34%

Average Drawdown

Average peak-to-trough decline

-10.90%

-68.37%

+57.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.34%

30.12%

-17.78%

Volatility

SKYY vs. DXYZ - Volatility Comparison

The current volatility for First Trust ISE Cloud Computing Index Fund (SKYY) is 13.09%, while Destiny Tech100 Inc (DXYZ) has a volatility of 52.18%. This indicates that SKYY experiences smaller price fluctuations and is considered to be less risky than DXYZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SKYYDXYZDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.09%

52.18%

-39.09%

Volatility (6M)

Calculated over the trailing 6-month period

23.88%

85.74%

-61.86%

Volatility (1Y)

Calculated over the trailing 1-year period

28.45%

101.63%

-73.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.67%

165.45%

-134.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.90%

165.45%

-138.55%

Dividends

SKYY vs. DXYZ - Dividend Comparison

Neither SKYY nor DXYZ has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DXYZ
Destiny Tech100 Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SKYY
First Trust ISE Cloud Computing Index Fund
0.00%0.00%0.00%0.00%0.23%0.78%0.17%0.54%0.37%0.27%0.35%0.41%

Frequently Asked Questions


SKYY and DXYZ have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DXYZ has higher volatility (52.18%) compared to SKYY (13.09%). In terms of maximum drawdown, SKYY dropped -53.20% vs DXYZ's -90.35%.

SKYY currently has the higher Sharpe Ratio (0.49 vs -0.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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