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

Correlation

The correlation between THLV and ^GSPC is 0.83, 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.


-0.50.00.51.00.8

Performance

THLV vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thor Low Volatility ETF (THLV) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
2.25%
5.05%
THLV
^GSPC

Key characteristics

Sharpe Ratio

THLV:

0.94

^GSPC:

1.92

Sortino Ratio

THLV:

1.34

^GSPC:

2.57

Omega Ratio

THLV:

1.17

^GSPC:

1.35

Calmar Ratio

THLV:

1.34

^GSPC:

2.86

Martin Ratio

THLV:

4.47

^GSPC:

12.10

Ulcer Index

THLV:

2.09%

^GSPC:

2.00%

Daily Std Dev

THLV:

9.93%

^GSPC:

12.65%

Max Drawdown

THLV:

-11.61%

^GSPC:

-56.78%

Current Drawdown

THLV:

-6.65%

^GSPC:

-2.82%

Returns By Period

In the year-to-date period, THLV achieves a -0.22% return, which is significantly lower than ^GSPC's 0.62% return.


THLV

YTD

-0.22%

1M

-4.90%

6M

2.24%

1Y

9.75%

5Y*

N/A

10Y*

N/A

^GSPC

YTD

0.62%

1M

-2.22%

6M

5.05%

1Y

24.42%

5Y*

12.67%

10Y*

11.24%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

THLV vs. ^GSPC — Risk-Adjusted Performance Rank

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

THLV
The Risk-Adjusted Performance Rank of THLV is 4848
Overall Rank
The Sharpe Ratio Rank of THLV is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of THLV is 4444
Sortino Ratio Rank
The Omega Ratio Rank of THLV is 4343
Omega Ratio Rank
The Calmar Ratio Rank of THLV is 5656
Calmar Ratio Rank
The Martin Ratio Rank of THLV is 5050
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8686
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8585
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8585
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8686
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8989
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.

THLV vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Thor Low Volatility ETF (THLV) 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.


Sharpe ratio
The chart of Sharpe ratio for THLV, currently valued at 0.94, compared to the broader market0.002.004.000.941.92
The chart of Sortino ratio for THLV, currently valued at 1.34, compared to the broader market-2.000.002.004.006.008.0010.001.342.57
The chart of Omega ratio for THLV, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.35
The chart of Calmar ratio for THLV, currently valued at 1.34, compared to the broader market0.005.0010.0015.001.342.86
The chart of Martin ratio for THLV, currently valued at 4.47, compared to the broader market0.0020.0040.0060.0080.00100.004.4712.10
THLV
^GSPC

The current THLV Sharpe Ratio is 0.94, which is lower than the ^GSPC Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of THLV 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
0.94
1.92
THLV
^GSPC

Drawdowns

THLV vs. ^GSPC - Drawdown Comparison

The maximum THLV drawdown since its inception was -11.61%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for THLV and ^GSPC. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.65%
-2.82%
THLV
^GSPC

Volatility

THLV vs. ^GSPC - Volatility Comparison

The current volatility for Thor Low Volatility ETF (THLV) is 3.67%, while S&P 500 (^GSPC) has a volatility of 4.46%. This indicates that THLV experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.67%
4.46%
THLV
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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