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TARK vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between TARK and ^GSPC is 0.75, 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.


Performance

TARK vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long Innovation ETF (TARK) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TARK:

-0.34

^GSPC:

0.66

Sortino Ratio

TARK:

0.11

^GSPC:

0.94

Omega Ratio

TARK:

1.02

^GSPC:

1.14

Calmar Ratio

TARK:

-0.43

^GSPC:

0.60

Martin Ratio

TARK:

-0.90

^GSPC:

2.28

Ulcer Index

TARK:

42.20%

^GSPC:

5.01%

Daily Std Dev

TARK:

101.33%

^GSPC:

19.77%

Max Drawdown

TARK:

-88.03%

^GSPC:

-56.78%

Current Drawdown

TARK:

-78.32%

^GSPC:

-3.78%

Returns By Period

In the year-to-date period, TARK achieves a -15.41% return, which is significantly lower than ^GSPC's 0.51% return.


TARK

YTD

-15.41%

1M

21.18%

6M

-20.30%

1Y

-33.29%

3Y*

-30.76%

5Y*

N/A

10Y*

N/A

^GSPC

YTD

0.51%

1M

5.49%

6M

-2.00%

1Y

12.02%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

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Tradr 2X Long Innovation ETF

S&P 500

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TARK vs. ^GSPC — Risk-Adjusted Performance Rank

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

TARK
The Risk-Adjusted Performance Rank of TARK is 99
Overall Rank
The Sharpe Ratio Rank of TARK is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of TARK is 1414
Sortino Ratio Rank
The Omega Ratio Rank of TARK is 1515
Omega Ratio Rank
The Calmar Ratio Rank of TARK is 33
Calmar Ratio Rank
The Martin Ratio Rank of TARK is 66
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6363
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 5959
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6262
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6363
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TARK vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long Innovation ETF (TARK) and S&P 500 (^GSPC). 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.


The current TARK Sharpe Ratio is -0.34, which is lower than the ^GSPC Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of TARK and ^GSPC, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

TARK vs. ^GSPC - Drawdown Comparison

The maximum TARK drawdown since its inception was -88.03%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for TARK and ^GSPC.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TARK vs. ^GSPC - Volatility Comparison

Tradr 2X Long Innovation ETF (TARK) has a higher volatility of 24.29% compared to S&P 500 (^GSPC) at 4.77%. This indicates that TARK's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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