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SYLD vs. TRTY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SYLD vs. TRTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Shareholder Yield ETF (SYLD) and Cambria Trinity ETF (TRTY). The values are adjusted to include any dividend payments, if applicable.

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SYLD vs. TRTY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SYLD
Cambria Shareholder Yield ETF
8.84%3.94%3.37%16.46%-6.14%48.59%13.61%26.98%-17.58%
TRTY
Cambria Trinity ETF
6.05%16.35%3.89%3.97%-3.30%15.73%1.68%8.36%-5.74%

Returns By Period

In the year-to-date period, SYLD achieves a 8.84% return, which is significantly higher than TRTY's 6.05% return.


SYLD

1D
-0.24%
1M
-0.99%
YTD
8.84%
6M
10.16%
1Y
19.64%
3Y*
10.85%
5Y*
6.81%
10Y*
12.42%

TRTY

1D
0.43%
1M
-2.77%
YTD
6.05%
6M
9.36%
1Y
21.09%
3Y*
10.45%
5Y*
6.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SYLD vs. TRTY - Expense Ratio Comparison

SYLD has a 0.59% expense ratio, which is higher than TRTY's 0.44% expense ratio.


Return for Risk

SYLD vs. TRTY — Risk / Return Rank

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

SYLD
SYLD Risk / Return Rank: 5050
Overall Rank
SYLD Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SYLD Sortino Ratio Rank: 5252
Sortino Ratio Rank
SYLD Omega Ratio Rank: 4848
Omega Ratio Rank
SYLD Calmar Ratio Rank: 5151
Calmar Ratio Rank
SYLD Martin Ratio Rank: 5252
Martin Ratio Rank

TRTY
TRTY Risk / Return Rank: 8989
Overall Rank
TRTY Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
TRTY Sortino Ratio Rank: 8888
Sortino Ratio Rank
TRTY Omega Ratio Rank: 9191
Omega Ratio Rank
TRTY Calmar Ratio Rank: 8787
Calmar Ratio Rank
TRTY Martin Ratio Rank: 9292
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.

SYLD vs. TRTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Shareholder Yield ETF (SYLD) and Cambria Trinity ETF (TRTY). 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.


SYLDTRTYDifference

Sharpe ratio

Return per unit of total volatility

0.92

1.93

-1.01

Sortino ratio

Return per unit of downside risk

1.45

2.48

-1.04

Omega ratio

Gain probability vs. loss probability

1.19

1.40

-0.21

Calmar ratio

Return relative to maximum drawdown

1.37

2.86

-1.49

Martin ratio

Return relative to average drawdown

5.33

13.45

-8.12

SYLD vs. TRTY - Sharpe Ratio Comparison

The current SYLD Sharpe Ratio is 0.92, which is lower than the TRTY Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of SYLD and TRTY, 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


SYLDTRTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

1.93

-1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.60

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.57

-0.01

Correlation

The correlation between SYLD and TRTY is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SYLD vs. TRTY - Dividend Comparison

SYLD's dividend yield for the trailing twelve months is around 1.95%, less than TRTY's 3.12% yield.


TTM20252024202320222021202020192018201720162015
SYLD
Cambria Shareholder Yield ETF
1.95%2.25%2.04%1.92%2.20%2.37%1.99%2.08%2.52%1.57%1.92%6.93%
TRTY
Cambria Trinity ETF
3.12%2.86%3.55%3.24%5.17%4.52%1.99%2.64%1.07%0.00%0.00%0.00%

Drawdowns

SYLD vs. TRTY - Drawdown Comparison

The maximum SYLD drawdown since its inception was -45.36%, which is greater than TRTY's maximum drawdown of -22.35%. Use the drawdown chart below to compare losses from any high point for SYLD and TRTY.


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Drawdown Indicators


SYLDTRTYDifference

Max Drawdown

Largest peak-to-trough decline

-45.36%

-22.35%

-23.01%

Max Drawdown (1Y)

Largest decline over 1 year

-14.90%

-7.52%

-7.38%

Max Drawdown (5Y)

Largest decline over 5 years

-26.62%

-13.72%

-12.90%

Max Drawdown (10Y)

Largest decline over 10 years

-45.36%

Current Drawdown

Current decline from peak

-3.40%

-3.08%

-0.32%

Average Drawdown

Average peak-to-trough decline

-5.72%

-4.24%

-1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

1.60%

+2.23%

Volatility

SYLD vs. TRTY - Volatility Comparison

Cambria Shareholder Yield ETF (SYLD) and Cambria Trinity ETF (TRTY) have volatilities of 4.03% and 3.96%, 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.


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Volatility by Period


SYLDTRTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.03%

3.96%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

11.48%

8.55%

+2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

21.53%

10.98%

+10.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.91%

10.74%

+10.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.96%

10.47%

+12.49%