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TFPN vs. IAK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TFPN vs. IAK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blueprint Chesapeake Multi-Asset Trend ETF (TFPN) and iShares U.S. Insurance ETF (IAK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TFPN achieves a 16.44% return, which is significantly higher than IAK's 10.07% return.


TFPN

1D
0.65%
1M
-1.64%
6M
5.45%
YTD
16.44%
1Y
29.78%
3Y*
6.27%
5Y*
10Y*
ALL TIME*
6.62%

IAK

1D
-0.31%
1M
-0.06%
6M
12.67%
YTD
10.07%
1Y
19.63%
3Y*
19.72%
5Y*
15.95%
10Y*
13.45%
ALL TIME*
7.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$14.76M$20.90M$11.89M
$429.91K$568.98K$358.90K

TFPN vs. IAK - Yearly Performance Comparison


2026 (YTD)202520242023
TFPN
Blueprint Chesapeake Multi-Asset Trend ETF
16.44%3.61%2.67%-1.83%
IAK
iShares U.S. Insurance ETF
10.07%9.50%28.25%13.88%

Correlation

The correlation between TFPN and IAK is -0.12, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.12

Correlation (3Y)
Balances recent behavior with more history.

0.03

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2023

0.03

The correlation between TFPN and IAK shifts across timeframes, from -0.12 (1 year) to 0.03 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

TFPN vs. IAK — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TFPN
TFPN Risk / Return Rank: 7575
Overall Rank
TFPN Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
TFPN Sortino Ratio Rank: 7474
Sortino Ratio Rank
TFPN Omega Ratio Rank: 7575
Omega Ratio Rank
TFPN Calmar Ratio Rank: 7575
Calmar Ratio Rank
TFPN Martin Ratio Rank: 7171
Martin Ratio Rank

IAK
IAK Risk / Return Rank: 5353
Overall Rank
IAK Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IAK Sortino Ratio Rank: 4848
Sortino Ratio Rank
IAK Omega Ratio Rank: 4545
Omega Ratio Rank
IAK Calmar Ratio Rank: 7171
Calmar Ratio Rank
IAK Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TFPN vs. IAK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blueprint Chesapeake Multi-Asset Trend ETF (TFPN) and iShares U.S. Insurance ETF (IAK). 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.


TFPNIAKDifference
Sharpe ratioReturn per unit of total volatility

+0.60

Sortino ratioReturn per unit of downside risk

+0.65

Omega ratioGain probability vs. loss probability

1.31

1.21

+0.10

Calmar ratioReturn relative to maximum drawdown

2.63

2.45

+0.18

Martin ratioReturn relative to average drawdown

8.82

5.96

+2.86

TFPN vs. IAK - Sharpe Ratio Comparison

The current TFPN Sharpe Ratio is 1.77, which is higher than the IAK Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of TFPN and IAK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TFPN vs. IAK - Drawdown Comparison

The maximum TFPN drawdown since its inception was -16.72%, smaller than the maximum IAK drawdown of -77.38%. Use the drawdown chart below to compare losses from any high point for TFPN and IAK.


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Drawdown Indicators


TFPNIAKDifference

Max Drawdown

Largest peak-to-trough decline

-16.72%

-77.38%

+60.66%

Max Drawdown (1Y)

Largest decline over 1 year

-10.94%

-7.62%

-3.32%

Max Drawdown (3Y)

Largest decline over 3 years

-16.72%

-11.58%

-5.14%

Max Drawdown (5Y)

Largest decline over 5 years

-14.76%

Max Drawdown (10Y)

Largest decline over 10 years

-44.95%

Current Drawdown

Current decline from peak

-8.40%

-3.23%

-5.17%

Average Drawdown

Average peak-to-trough decline

-4.91%

-16.01%

+11.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

3.13%

+0.12%

Volatility

TFPN vs. IAK - Volatility Comparison

Blueprint Chesapeake Multi-Asset Trend ETF (TFPN) and iShares U.S. Insurance ETF (IAK) have volatilities of 7.02% and 7.03%, 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


TFPNIAKDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

7.03%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

13.85%

12.43%

+1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

16.24%

16.00%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.35%

18.13%

-4.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.35%

20.92%

-7.57%

TFPN vs. IAK - Expense Ratio Comparison

TFPN has a 1.10% expense ratio, which is higher than IAK's 0.38% expense ratio.


Dividends

TFPN vs. IAK - Dividend Comparison

TFPN has not paid dividends to shareholders, while IAK's dividend yield for the trailing twelve months is around 2.43%.


PositionTTM20252024202320222021202020192018201720162015
IAK
iShares U.S. Insurance ETF
2.43%1.69%1.49%1.44%1.69%2.26%2.07%1.84%2.33%1.62%1.68%1.62%
TFPN
Blueprint Chesapeake Multi-Asset Trend ETF
0.00%0.00%0.94%0.98%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TFPN and IAK have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IAK has higher volatility (7.03%) compared to TFPN (7.02%). In terms of maximum drawdown, TFPN dropped -16.72% vs IAK's -77.38%.

On 3-year performance, IAK leads with 19.72% vs 6.27% for TFPN. On fees, IAK is cheaper at 0.38% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IAK has performed better with a 19.72% return vs 6.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IAK is cheaper with a 0.38% expense ratio, compared with 1.10% for TFPN.

IAK has the higher dividend yield at 2.43%, compared with 0.00% for TFPN.

TFPN is categorized as Global Allocation, while IAK is Financials Equities. They also come from different issuers: Tidal and iShares. Their fees differ too: 1.10% for TFPN and 0.38% for IAK.

TFPN currently has the higher Sharpe Ratio (1.77 vs 1.17), 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.

Portfolio Optimizer

Find the right allocation for TFPN and IAK

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