PortfoliosLab logoPortfoliosLab logo
TCAI vs. TPZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TCAI vs. TPZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tortoise AI Infrastructure ETF (TCAI) and Tortoise Electrification Infrastructure ETF (TPZ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TCAI achieves a 57.12% return, which is significantly higher than TPZ's 10.28% return.


TCAI

1D
-5.14%
1M
-14.48%
6M
45.60%
YTD
57.12%
1Y
3Y*
5Y*
10Y*

TPZ

1D
0.03%
1M
2.16%
6M
7.44%
YTD
10.28%
1Y
13.35%
3Y*
25.21%
5Y*
18.00%
10Y*
8.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TCAI vs. TPZ - Yearly Performance Comparison


Correlation

The correlation between TCAI and TPZ is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 5, 2025

0.38

Compare stocks, funds, or ETFs

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


Return for Risk

TCAI vs. TPZ — Risk / Return Rank

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

TCAI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


TPZ
TPZ Risk / Return Rank: 3737
Overall Rank
TPZ Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
TPZ Sortino Ratio Rank: 3232
Sortino Ratio Rank
TPZ Omega Ratio Rank: 3030
Omega Ratio Rank
TPZ Calmar Ratio Rank: 5252
Calmar Ratio Rank
TPZ Martin Ratio Rank: 3838
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.

TCAI vs. TPZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tortoise AI Infrastructure ETF (TCAI) and Tortoise Electrification Infrastructure ETF (TPZ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TCAITPZDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.17

Calmar ratioReturn relative to maximum drawdown

2.13

Martin ratioReturn relative to average drawdown

4.70

TCAI vs. TPZ - Sharpe Ratio Comparison


Loading charts...

Drawdowns

TCAI vs. TPZ - Drawdown Comparison

The maximum TCAI drawdown since its inception was -19.97%, smaller than the maximum TPZ drawdown of -78.17%. Use the drawdown chart below to compare losses from any high point for TCAI and TPZ.


Loading charts...

Drawdown Indicators


TCAITPZDifference

Max Drawdown

Largest peak-to-trough decline

-19.97%

-78.17%

+58.20%

Max Drawdown (1Y)

Largest decline over 1 year

-6.29%

Max Drawdown (3Y)

Largest decline over 3 years

-17.78%

Max Drawdown (5Y)

Largest decline over 5 years

-17.78%

Max Drawdown (10Y)

Largest decline over 10 years

-77.04%

Current Drawdown

Current decline from peak

-19.97%

-2.59%

-17.38%

Average Drawdown

Average peak-to-trough decline

-4.04%

-11.88%

+7.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

Volatility

TCAI vs. TPZ - Volatility Comparison


Loading charts...

Volatility by Period


TCAITPZDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

Volatility (1Y)

Calculated over the trailing 1-year period

39.13%

13.76%

+25.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.13%

17.69%

+21.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.13%

27.70%

+11.43%

TCAI vs. TPZ - Expense Ratio Comparison

TCAI has a 0.65% expense ratio, which is lower than TPZ's 0.85% expense ratio.


Dividends

TCAI vs. TPZ - Dividend Comparison

TCAI's dividend yield for the trailing twelve months is around 0.03%, less than TPZ's 3.69% yield.


PositionTTM20252024202320222021202020192018201720162015
TCAI
Tortoise AI Infrastructure ETF
0.03%0.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TPZ
Tortoise Electrification Infrastructure ETF
3.69%3.99%5.88%8.99%9.52%4.77%8.80%8.84%9.41%7.28%6.88%9.68%

Frequently Asked Questions


TCAI and TPZ have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TCAI is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TCAI is cheaper with a 0.65% expense ratio, compared with 0.85% for TPZ.

TPZ has the higher dividend yield at 3.69%, compared with 0.03% for TCAI.

TCAI is categorized as Technology Equities, while TPZ is Energy Equities. Their fees differ too: 0.65% for TCAI and 0.85% for TPZ.

Portfolio Optimizer

Find the right allocation for TCAI and TPZ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer