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SPRE vs. AMAPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPRE vs. AMAPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SP Funds S&P Global REIT Sharia ETF (SPRE) and Amana Participation Fund (AMAPX). The values are adjusted to include any dividend payments, if applicable.

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SPRE vs. AMAPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SPRE
SP Funds S&P Global REIT Sharia ETF
1.06%3.07%2.11%9.40%-29.48%44.78%0.73%
AMAPX
Amana Participation Fund
-1.66%5.98%3.77%2.09%-5.27%0.49%0.15%

Returns By Period

In the year-to-date period, SPRE achieves a 1.06% return, which is significantly higher than AMAPX's -1.66% return.


SPRE

1D
1.71%
1M
-6.57%
YTD
1.06%
6M
2.61%
1Y
4.56%
3Y*
3.70%
5Y*
2.40%
10Y*

AMAPX

1D
0.00%
1M
-2.51%
YTD
-1.66%
6M
-0.66%
1Y
2.49%
3Y*
3.09%
5Y*
1.12%
10Y*
2.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPRE vs. AMAPX - Expense Ratio Comparison

SPRE has a 0.69% expense ratio, which is lower than AMAPX's 0.78% expense ratio.


Return for Risk

SPRE vs. AMAPX — Risk / Return Rank

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

SPRE
SPRE Risk / Return Rank: 2121
Overall Rank
SPRE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SPRE Sortino Ratio Rank: 1919
Sortino Ratio Rank
SPRE Omega Ratio Rank: 2020
Omega Ratio Rank
SPRE Calmar Ratio Rank: 2020
Calmar Ratio Rank
SPRE Martin Ratio Rank: 2323
Martin Ratio Rank

AMAPX
AMAPX Risk / Return Rank: 7070
Overall Rank
AMAPX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
AMAPX Sortino Ratio Rank: 8282
Sortino Ratio Rank
AMAPX Omega Ratio Rank: 8989
Omega Ratio Rank
AMAPX Calmar Ratio Rank: 4848
Calmar Ratio Rank
AMAPX Martin Ratio Rank: 5353
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.

SPRE vs. AMAPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SP Funds S&P Global REIT Sharia ETF (SPRE) and Amana Participation Fund (AMAPX). 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.


SPREAMAPXDifference

Sharpe ratio

Return per unit of total volatility

0.28

1.36

-1.09

Sortino ratio

Return per unit of downside risk

0.48

2.07

-1.59

Omega ratio

Gain probability vs. loss probability

1.07

1.39

-0.32

Calmar ratio

Return relative to maximum drawdown

0.35

1.17

-0.82

Martin ratio

Return relative to average drawdown

1.40

5.20

-3.80

SPRE vs. AMAPX - Sharpe Ratio Comparison

The current SPRE Sharpe Ratio is 0.28, which is lower than the AMAPX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of SPRE and AMAPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPREAMAPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

1.36

-1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.55

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

1.06

-0.87

Correlation

The correlation between SPRE and AMAPX 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

SPRE vs. AMAPX - Dividend Comparison

SPRE's dividend yield for the trailing twelve months is around 4.10%, more than AMAPX's 3.41% yield.


TTM2025202420232022202120202019201820172016
SPRE
SP Funds S&P Global REIT Sharia ETF
4.10%4.10%4.13%4.16%4.17%2.83%0.00%0.00%0.00%0.00%0.00%
AMAPX
Amana Participation Fund
3.41%3.52%3.15%2.25%1.30%1.55%1.95%2.45%2.62%2.14%2.14%

Drawdowns

SPRE vs. AMAPX - Drawdown Comparison

The maximum SPRE drawdown since its inception was -38.34%, which is greater than AMAPX's maximum drawdown of -7.75%. Use the drawdown chart below to compare losses from any high point for SPRE and AMAPX.


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Drawdown Indicators


SPREAMAPXDifference

Max Drawdown

Largest peak-to-trough decline

-38.34%

-7.75%

-30.59%

Max Drawdown (1Y)

Largest decline over 1 year

-14.01%

-2.51%

-11.50%

Max Drawdown (5Y)

Largest decline over 5 years

-38.34%

-7.75%

-30.59%

Max Drawdown (10Y)

Largest decline over 10 years

-7.75%

Current Drawdown

Current decline from peak

-17.95%

-2.51%

-15.44%

Average Drawdown

Average peak-to-trough decline

-18.12%

-1.57%

-16.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

0.56%

+2.93%

Volatility

SPRE vs. AMAPX - Volatility Comparison

SP Funds S&P Global REIT Sharia ETF (SPRE) has a higher volatility of 4.68% compared to Amana Participation Fund (AMAPX) at 0.70%. This indicates that SPRE's price experiences larger fluctuations and is considered to be riskier than AMAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPREAMAPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

0.70%

+3.98%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

1.16%

+7.92%

Volatility (1Y)

Calculated over the trailing 1-year period

16.63%

2.08%

+14.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.69%

2.06%

+16.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.53%

1.95%

+16.58%