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SPCK vs. RAAY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPCK vs. RAAY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPAC and New Issue ETF (SPCK) and Reckoner Yield Enhanced AAA CLO Annual ETF (RAAY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SPCK

1D
-0.29%
1M
-0.26%
6M
-0.03%
YTD
1.34%
1Y
3.66%
3Y*
3.82%
5Y*
-1.39%
10Y*
ALL TIME*
1.18%

RAAY

1D
0.01%
1M
0.33%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$807.67$719.93$301.25
$38.34K$97.37K$145.22K

SPCK vs. RAAY - Yearly Performance Comparison


Correlation

The correlation between SPCK and RAAY is -0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 11, 2026

-0.04

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Return for Risk

SPCK vs. RAAY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SPCK
SPCK Risk / Return Rank: 2525
Overall Rank
SPCK Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SPCK Sortino Ratio Rank: 2121
Sortino Ratio Rank
SPCK Omega Ratio Rank: 2121
Omega Ratio Rank
SPCK Calmar Ratio Rank: 3333
Calmar Ratio Rank
SPCK Martin Ratio Rank: 2626
Martin Ratio Rank

RAAY

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SPCK vs. RAAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPAC and New Issue ETF (SPCK) and Reckoner Yield Enhanced AAA CLO Annual ETF (RAAY). 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.


SPCKRAAYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.09

Calmar ratioReturn relative to maximum drawdown

1.11

Martin ratioReturn relative to average drawdown

2.02

SPCK vs. RAAY - Sharpe Ratio Comparison


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Drawdowns

SPCK vs. RAAY - Drawdown Comparison

The maximum SPCK drawdown since its inception was -28.28%, which is greater than RAAY's maximum drawdown of -0.62%. Use the drawdown chart below to compare losses from any high point for SPCK and RAAY.


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Drawdown Indicators


SPCKRAAYDifference

Max Drawdown

Largest peak-to-trough decline

-28.28%

-0.62%

-27.66%

Max Drawdown (1Y)

Largest decline over 1 year

-2.58%

Max Drawdown (3Y)

Largest decline over 3 years

-7.72%

Max Drawdown (5Y)

Largest decline over 5 years

-19.89%

Current Drawdown

Current decline from peak

-17.09%

0.00%

-17.09%

Average Drawdown

Average peak-to-trough decline

-18.79%

-0.07%

-18.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

Volatility

SPCK vs. RAAY - Volatility Comparison


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Volatility by Period


SPCKRAAYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.81%

Volatility (6M)

Calculated over the trailing 6-month period

4.84%

Volatility (1Y)

Calculated over the trailing 1-year period

6.13%

1.28%

+4.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.33%

1.28%

+7.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.20%

1.28%

+7.92%

SPCK vs. RAAY - Expense Ratio Comparison

SPCK has a 0.95% expense ratio, which is higher than RAAY's 0.35% expense ratio.


Dividends

SPCK vs. RAAY - Dividend Comparison

SPCK's dividend yield for the trailing twelve months is around 16.27%, while RAAY has not paid dividends to shareholders.


PositionTTM20252024202320222021
RAAY
Reckoner Yield Enhanced AAA CLO Annual ETF
0.00%0.00%0.00%0.00%0.00%0.00%
SPCK
SPAC and New Issue ETF
16.27%16.48%0.69%2.27%0.00%1.28%

Frequently Asked Questions


SPCK and RAAY have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RAAY is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RAAY is cheaper with a 0.35% expense ratio, compared with 0.95% for SPCK.

SPCK has the higher dividend yield at 16.27%, compared with 0.00% for RAAY.

They also come from different issuers: Tuttle and Reckoner. Their fees differ too: 0.95% for SPCK and 0.35% for RAAY.

Portfolio Optimizer

Find the right allocation for SPCK and RAAY

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