TFPM vs. TFPN
TFPM (Triple Flag Precious Metals Corp) is a stock, while TFPN (Blueprint Chesapeake Multi-Asset Trend ETF) is Global Allocation fund actively managed by Tidal ETFs. Over the past year, TFPM returned 25.91% vs 45.99% for TFPN. At a 0.19 correlation, their price movements are largely independent.
Performance
TFPM vs. TFPN - Performance Comparison
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Returns By Period
In the year-to-date period, TFPM achieves a -9.80% return, which is significantly lower than TFPN's 27.01% return.
TFPM
- 1D
- -3.43%
- 1M
- -4.52%
- YTD
- -9.80%
- 6M
- -7.74%
- 1Y
- 25.91%
- 3Y*
- 29.62%
- 5Y*
- —
- 10Y*
- —
TFPN
- 1D
- 0.91%
- 1M
- 5.79%
- YTD
- 27.01%
- 6M
- 28.49%
- 1Y
- 45.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TFPM vs. TFPN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TFPM Triple Flag Precious Metals Corp | -9.80% | 123.03% | 14.60% | -3.78% |
TFPN Blueprint Chesapeake Multi-Asset Trend ETF | 27.01% | 3.61% | 2.67% | -1.60% |
Correlation
The correlation between TFPM and TFPN is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2023 | 0.19 |
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Return for Risk
TFPM vs. TFPN — Risk / Return Rank
TFPM
TFPN
TFPM vs. TFPN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Triple Flag Precious Metals Corp (TFPM) and Blueprint Chesapeake Multi-Asset Trend ETF (TFPN). 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.
| TFPM | TFPN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.76 | ||
| Sortino ratioReturn per unit of downside risk | -3.41 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.60 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | 6.19 | -5.24 |
| Martin ratioReturn relative to average drawdown | 2.36 | 21.51 | -19.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TFPM | TFPN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 3.37 | -2.76 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.83 | -0.01 |
Drawdowns
TFPM vs. TFPN - Drawdown Comparison
The maximum TFPM drawdown since its inception was -36.48%, which is greater than TFPN's maximum drawdown of -16.72%. Use the drawdown chart below to compare losses from any high point for TFPM and TFPN.
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Drawdown Indicators
| TFPM | TFPN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.48% | -16.72% | -19.76% |
Max Drawdown (1Y)Largest decline over 1 year | -27.55% | -7.47% | -20.08% |
Max Drawdown (3Y)Largest decline over 3 years | -27.55% | — | — |
Current DrawdownCurrent decline from peak | -27.55% | 0.00% | -27.55% |
Average DrawdownAverage peak-to-trough decline | -13.32% | -4.89% | -8.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.02% | 2.14% | +8.88% |
Volatility
TFPM vs. TFPN - Volatility Comparison
Triple Flag Precious Metals Corp (TFPM) has a higher volatility of 15.34% compared to Blueprint Chesapeake Multi-Asset Trend ETF (TFPN) at 4.55%. This indicates that TFPM's price experiences larger fluctuations and is considered to be riskier than TFPN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TFPM | TFPN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.34% | 4.55% | +10.79% |
Volatility (6M)Calculated over the trailing 6-month period | 33.07% | 11.50% | +21.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.69% | 13.70% | +28.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.27% | 12.53% | +24.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.27% | 12.53% | +24.74% |
Dividends
TFPM vs. TFPN - Dividend Comparison
TFPM's dividend yield for the trailing twelve months is around 0.77%, while TFPN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
TFPM Triple Flag Precious Metals Corp | 0.77% | 0.68% | 1.43% | 1.54% | 1.07% | 0.39% |
TFPN Blueprint Chesapeake Multi-Asset Trend ETF | 0.00% | 0.00% | 0.94% | 0.98% | 0.00% | 0.00% |
Frequently Asked Questions
TFPM and TFPN have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TFPM has higher volatility (15.34%) compared to TFPN (4.55%). In terms of maximum drawdown, TFPM dropped -36.48% vs TFPN's -16.72%.
TFPN currently has the higher Sharpe Ratio (3.37 vs 0.61), 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.
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