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SWAN vs. NTSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWAN and NTSX is 0.80, 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.


-0.50.00.51.00.8

Performance

SWAN vs. NTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify BlackSwan Growth & Treasury Core ETF (SWAN) and WisdomTree U.S. Efficient Core Fund (NTSX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.58%
8.58%
SWAN
NTSX

Key characteristics

Sharpe Ratio

SWAN:

1.37

NTSX:

1.75

Sortino Ratio

SWAN:

1.93

NTSX:

2.39

Omega Ratio

SWAN:

1.24

NTSX:

1.31

Calmar Ratio

SWAN:

0.72

NTSX:

2.02

Martin Ratio

SWAN:

7.70

NTSX:

11.12

Ulcer Index

SWAN:

2.00%

NTSX:

1.99%

Daily Std Dev

SWAN:

11.27%

NTSX:

12.72%

Max Drawdown

SWAN:

-31.04%

NTSX:

-31.34%

Current Drawdown

SWAN:

-7.66%

NTSX:

-3.49%

Returns By Period

In the year-to-date period, SWAN achieves a 14.94% return, which is significantly lower than NTSX's 22.00% return.


SWAN

YTD

14.94%

1M

-0.95%

6M

5.58%

1Y

15.29%

5Y*

3.65%

10Y*

N/A

NTSX

YTD

22.00%

1M

-0.44%

6M

8.58%

1Y

22.00%

5Y*

11.19%

10Y*

N/A

Compare stocks, funds, or ETFs

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


SWAN vs. NTSX - Expense Ratio Comparison

SWAN has a 0.49% expense ratio, which is higher than NTSX's 0.20% expense ratio.


SWAN
Amplify BlackSwan Growth & Treasury Core ETF
Expense ratio chart for SWAN: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for NTSX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

SWAN vs. NTSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify BlackSwan Growth & Treasury Core ETF (SWAN) and WisdomTree U.S. Efficient Core Fund (NTSX). 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.


Sharpe ratio
The chart of Sharpe ratio for SWAN, currently valued at 1.37, compared to the broader market0.002.004.001.371.75
The chart of Sortino ratio for SWAN, currently valued at 1.93, compared to the broader market-2.000.002.004.006.008.0010.001.932.39
The chart of Omega ratio for SWAN, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.31
The chart of Calmar ratio for SWAN, currently valued at 0.72, compared to the broader market0.005.0010.0015.000.722.02
The chart of Martin ratio for SWAN, currently valued at 7.70, compared to the broader market0.0020.0040.0060.0080.00100.007.7011.12
SWAN
NTSX

The current SWAN Sharpe Ratio is 1.37, which is comparable to the NTSX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of SWAN and NTSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.37
1.75
SWAN
NTSX

Dividends

SWAN vs. NTSX - Dividend Comparison

SWAN's dividend yield for the trailing twelve months is around 2.46%, more than NTSX's 0.76% yield.


TTM202320222021202020192018
SWAN
Amplify BlackSwan Growth & Treasury Core ETF
2.46%2.97%2.11%5.04%1.64%3.69%0.29%
NTSX
WisdomTree U.S. Efficient Core Fund
0.76%1.21%1.36%0.82%0.92%1.53%0.62%

Drawdowns

SWAN vs. NTSX - Drawdown Comparison

The maximum SWAN drawdown since its inception was -31.04%, roughly equal to the maximum NTSX drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for SWAN and NTSX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.66%
-3.49%
SWAN
NTSX

Volatility

SWAN vs. NTSX - Volatility Comparison

Amplify BlackSwan Growth & Treasury Core ETF (SWAN) and WisdomTree U.S. Efficient Core Fund (NTSX) have volatilities of 3.83% and 3.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.83%
3.98%
SWAN
NTSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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