STNC vs. DARP

Last updated Jun 4, 2026

STNC (Stance Equity ESG Large Cap Core ETF) and DARP (Grizzle Growth ETF) are both Large Cap Growth Equities funds. Both are actively managed. Over the past year, STNC returned 20.51% vs 82.62% for DARP. A 0.50 correlation means they provide meaningful diversification when combined. STNC charges 0.85%/yr vs 0.75%/yr for DARP.

Performance

STNC vs. DARP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stance Equity ESG Large Cap Core ETF (STNC) and Grizzle Growth ETF (DARP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STNC achieves a 9.57% return, which is significantly lower than DARP's 32.67% return.

STNC

• 1D: 0.53%
• 1M: 3.49%
• YTD: 9.57%
• 6M: 11.33%
• 1Y: 20.51%
• 3Y*: 12.63%
• 5Y*: 7.71%
• 10Y*: —

DARP

• 1D: -0.76%
• 1M: 8.18%
• YTD: 32.67%
• 6M: 34.22%
• 1Y: 82.62%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

STNC vs. DARP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
STNC Stance Equity ESG Large Cap Core ETF	9.57%	10.33%	8.92%	6.63%
DARP Grizzle Growth ETF	32.67%	40.19%	24.63%	6.25%

Correlation

The correlation between STNC and DARP is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (All Time) Calculated using the full available price history since Aug 29, 2023	0.50

The correlation between STNC and DARP has been stable across timeframes, ranging from 0.45 to 0.50 - a consistent structural relationship.

STNC vs. DARP - Sectors Allocation Comparison

Sectors	STNC	DARP
Consumer Cyclical	19.9%	6.6%
Technology	19.9%	45.8%
Healthcare	13.8%	1.4%
Industrials	12.0%	12.0%
Consumer Defensive	8.5%	-
Communication Services	7.9%	19.4%
Financial Services	6.3%	-
Utilities	4.8%	5.4%
Basic Materials	4.1%	4.7%
Real Estate	2.9%	-
Energy	-	9.9%

Return for Risk

STNC vs. DARP — Risk / Return Rank

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

STNC

STNC Risk / Return Rank: 47
STNC Sharpe Ratio Rank: 44
STNC Sortino Ratio Rank: 45
STNC Omega Ratio Rank: 41
STNC Calmar Ratio Rank: 53
STNC Martin Ratio Rank: 52

DARP

DARP Risk / Return Rank: 91
DARP Sharpe Ratio Rank: 94
DARP Sortino Ratio Rank: 88
DARP Omega Ratio Rank: 87
DARP Calmar Ratio Rank: 93
DARP Martin Ratio Rank: 94

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.

STNC vs. DARP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stance Equity ESG Large Cap Core ETF (STNC) 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.

	STNC	DARP	Difference
Sharpe ratio: Return per unit of total volatility	1.52	3.59	-2.07
Sortino ratio: Return per unit of downside risk	2.24	4.03	-1.79
Omega ratio: Gain probability vs. loss probability	1.26	1.54	-0.28
Calmar ratio: Return relative to maximum drawdown	2.55	7.03	-4.48
Martin ratio: Return relative to average drawdown	8.78	26.75	-17.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STNC vs. DARP - Sharpe Ratio Comparison

The current STNC Sharpe Ratio is 1.52, which is lower than the DARP Sharpe Ratio of 3.59. The chart below compares the historical Sharpe Ratios of STNC and DARP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	STNC	DARP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.52	3.59	-2.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	1.49	-0.96

Drawdowns

STNC vs. DARP - Drawdown Comparison

The maximum STNC drawdown since its inception was -22.33%, smaller than the maximum DARP drawdown of -30.27%. Use the drawdown chart below to compare losses from any high point for STNC and DARP.

Drawdown Indicators

	STNC	DARP	Difference
Max Drawdown Largest peak-to-trough decline	-22.33%	-30.27%	+7.94%
Max Drawdown (1Y) Largest decline over 1 year	-8.09%	-11.82%	+3.73%
Max Drawdown (3Y) Largest decline over 3 years	-17.90%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.33%	—	—
Current Drawdown Current decline from peak	-1.08%	-0.76%	-0.32%
Average Drawdown Average peak-to-trough decline	-5.92%	-4.64%	-1.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.34%	3.10%	-0.76%

Volatility

STNC vs. DARP - Volatility Comparison

The current volatility for Stance Equity ESG Large Cap Core ETF (STNC) is 5.15%, while Grizzle Growth ETF (DARP) has a volatility of 7.07%. This indicates that STNC experiences smaller price fluctuations and is considered to be less risky than DARP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STNC	DARP	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.15%	7.07%	-1.92%
Volatility (6M) Calculated over the trailing 6-month period	10.47%	17.49%	-7.02%
Volatility (1Y) Calculated over the trailing 1-year period	13.57%	23.16%	-9.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.53%	26.11%	-10.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.39%	26.11%	-10.72%

STNC vs. DARP - Expense Ratio Comparison

STNC has a 0.85% expense ratio, which is higher than DARP's 0.75% expense ratio.

Dividends

STNC vs. DARP - Dividend Comparison

STNC's dividend yield for the trailing twelve months is around 0.93%, more than DARP's 0.33% yield.

Position	TTM	2025	2024	2023	2022	2021
DARP Grizzle Growth ETF	0.33%	0.43%	1.93%	0.32%	0.00%	0.00%
STNC Stance Equity ESG Large Cap Core ETF	0.93%	1.02%	0.96%	0.08%	0.58%	0.41%

Frequently Asked Questions

Can I hold both STNC and DARP in my portfolio?

STNC and DARP have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STNC or DARP?

DARP has higher volatility (7.07%) compared to STNC (5.15%). In terms of maximum drawdown, STNC dropped -22.33% vs DARP's -30.27%.

Which ETF is better, STNC or DARP?

On 1-year performance, DARP leads with 82.62% vs 20.51% for STNC. On fees, DARP is cheaper at 0.75% per year. On volatility, STNC has been the lower-risk option at 5.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STNC or DARP?

Over the 1-year period, DARP has performed better with a 82.62% return vs 20.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STNC or DARP?

DARP is cheaper with a 0.75% expense ratio, compared with 0.85% for STNC.

Which ETF pays a higher dividend yield, STNC or DARP?

STNC has the higher dividend yield at 0.93%, compared with 0.33% for DARP.

What is the main difference between STNC and DARP?

They also come from different issuers: Red Gate Advisers LLC and Grizzle. Their fees differ too: 0.85% for STNC and 0.75% for DARP.

Which has better risk-adjusted returns?

DARP currently has the higher Sharpe Ratio (3.59 vs 1.52), 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.