PortfoliosLab logoPortfoliosLab logo
SPIT vs. DARP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPIT vs. DARP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/m Emerald Special Situations ETF (SPIT) and Grizzle Growth ETF (DARP). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SPIT vs. DARP - Yearly Performance Comparison


2026 (YTD)2025
SPIT
F/m Emerald Special Situations ETF
2.31%5.20%
DARP
Grizzle Growth ETF
4.29%6.12%

Returns By Period

In the year-to-date period, SPIT achieves a 2.31% return, which is significantly lower than DARP's 4.29% return.


SPIT

1D
4.68%
1M
-6.38%
YTD
2.31%
6M
1Y
3Y*
5Y*
10Y*

DARP

1D
3.09%
1M
-6.88%
YTD
4.29%
6M
13.93%
1Y
64.15%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SPIT vs. DARP - Expense Ratio Comparison

SPIT has a 0.89% expense ratio, which is higher than DARP's 0.75% expense ratio.


Return for Risk

SPIT vs. DARP — Risk / Return Rank

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

SPIT

DARP
DARP Risk / Return Rank: 9393
Overall Rank
DARP Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
DARP Sortino Ratio Rank: 9292
Sortino Ratio Rank
DARP Omega Ratio Rank: 9191
Omega Ratio Rank
DARP Calmar Ratio Rank: 9595
Calmar Ratio Rank
DARP Martin Ratio Rank: 9696
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.

SPIT vs. DARP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/m Emerald Special Situations ETF (SPIT) and Grizzle Growth ETF (DARP). 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.

SPIT vs. DARP - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


SPITDARPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.11

-0.51

Correlation

The correlation between SPIT and DARP is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SPIT vs. DARP - Dividend Comparison

SPIT's dividend yield for the trailing twelve months is around 7.02%, more than DARP's 0.42% yield.


TTM202520242023
SPIT
F/m Emerald Special Situations ETF
7.02%7.18%0.00%0.00%
DARP
Grizzle Growth ETF
0.42%0.43%1.93%0.32%

Drawdowns

SPIT vs. DARP - Drawdown Comparison

The maximum SPIT drawdown since its inception was -12.49%, smaller than the maximum DARP drawdown of -30.27%. Use the drawdown chart below to compare losses from any high point for SPIT and DARP.


Loading graphics...

Drawdown Indicators


SPITDARPDifference

Max Drawdown

Largest peak-to-trough decline

-12.49%

-30.27%

+17.78%

Max Drawdown (1Y)

Largest decline over 1 year

-15.92%

Current Drawdown

Current decline from peak

-8.39%

-9.09%

+0.70%

Average Drawdown

Average peak-to-trough decline

-3.00%

-4.84%

+1.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

Volatility

SPIT vs. DARP - Volatility Comparison


Loading graphics...

Volatility by Period


SPITDARPDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.51%

Volatility (6M)

Calculated over the trailing 6-month period

19.28%

Volatility (1Y)

Calculated over the trailing 1-year period

27.61%

29.51%

-1.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.61%

26.42%

+1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.61%

26.42%

+1.19%