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THNQ vs. ROBT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between THNQ and ROBT is 0.80, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

THNQ vs. ROBT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ROBO Global Artificial Intelligence ETF (THNQ) and First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
77.39%
28.97%
THNQ
ROBT

Key characteristics

Sharpe Ratio

THNQ:

0.29

ROBT:

-0.03

Sortino Ratio

THNQ:

0.61

ROBT:

0.16

Omega Ratio

THNQ:

1.08

ROBT:

1.02

Calmar Ratio

THNQ:

0.29

ROBT:

-0.02

Martin Ratio

THNQ:

0.97

ROBT:

-0.10

Ulcer Index

THNQ:

8.75%

ROBT:

8.07%

Daily Std Dev

THNQ:

28.98%

ROBT:

27.57%

Max Drawdown

THNQ:

-50.56%

ROBT:

-44.47%

Current Drawdown

THNQ:

-18.74%

ROBT:

-29.35%

Returns By Period

The year-to-date returns for both investments are quite close, with THNQ having a -8.43% return and ROBT slightly higher at -8.24%.


THNQ

YTD

-8.43%

1M

-2.96%

6M

-3.65%

1Y

5.92%

5Y*

N/A

10Y*

N/A

ROBT

YTD

-8.24%

1M

-2.55%

6M

-4.37%

1Y

-1.59%

5Y*

6.55%

10Y*

N/A

*Annualized

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THNQ vs. ROBT - Expense Ratio Comparison

THNQ has a 0.68% expense ratio, which is higher than ROBT's 0.65% expense ratio.


Expense ratio chart for THNQ: current value is 0.68%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
THNQ: 0.68%
Expense ratio chart for ROBT: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ROBT: 0.65%

Risk-Adjusted Performance

THNQ vs. ROBT — Risk-Adjusted Performance Rank

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

THNQ
The Risk-Adjusted Performance Rank of THNQ is 4545
Overall Rank
The Sharpe Ratio Rank of THNQ is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of THNQ is 4747
Sortino Ratio Rank
The Omega Ratio Rank of THNQ is 4646
Omega Ratio Rank
The Calmar Ratio Rank of THNQ is 4747
Calmar Ratio Rank
The Martin Ratio Rank of THNQ is 4343
Martin Ratio Rank

ROBT
The Risk-Adjusted Performance Rank of ROBT is 2121
Overall Rank
The Sharpe Ratio Rank of ROBT is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of ROBT is 2323
Sortino Ratio Rank
The Omega Ratio Rank of ROBT is 2222
Omega Ratio Rank
The Calmar Ratio Rank of ROBT is 2020
Calmar Ratio Rank
The Martin Ratio Rank of ROBT is 2020
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.

THNQ vs. ROBT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ROBO Global Artificial Intelligence ETF (THNQ) and First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT). 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 chart of Sharpe ratio for THNQ, currently valued at 0.29, compared to the broader market-1.000.001.002.003.004.00
THNQ: 0.29
ROBT: -0.03
The chart of Sortino ratio for THNQ, currently valued at 0.61, compared to the broader market-2.000.002.004.006.008.00
THNQ: 0.61
ROBT: 0.16
The chart of Omega ratio for THNQ, currently valued at 1.08, compared to the broader market0.501.001.502.002.50
THNQ: 1.08
ROBT: 1.02
The chart of Calmar ratio for THNQ, currently valued at 0.28, compared to the broader market0.002.004.006.008.0010.0012.00
THNQ: 0.29
ROBT: -0.02
The chart of Martin ratio for THNQ, currently valued at 0.97, compared to the broader market0.0020.0040.0060.00
THNQ: 0.97
ROBT: -0.10

The current THNQ Sharpe Ratio is 0.29, which is higher than the ROBT Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of THNQ and ROBT, 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 Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.29
-0.03
THNQ
ROBT

Dividends

THNQ vs. ROBT - Dividend Comparison

THNQ has not paid dividends to shareholders, while ROBT's dividend yield for the trailing twelve months is around 0.74%.


TTM2024202320222021202020192018
THNQ
ROBO Global Artificial Intelligence ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ROBT
First Trust Nasdaq Artificial Intelligence & Robotics ETF
0.74%0.68%0.24%0.36%0.06%0.17%0.42%0.44%

Drawdowns

THNQ vs. ROBT - Drawdown Comparison

The maximum THNQ drawdown since its inception was -50.56%, which is greater than ROBT's maximum drawdown of -44.47%. Use the drawdown chart below to compare losses from any high point for THNQ and ROBT. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.74%
-29.35%
THNQ
ROBT

Volatility

THNQ vs. ROBT - Volatility Comparison

ROBO Global Artificial Intelligence ETF (THNQ) has a higher volatility of 18.63% compared to First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT) at 17.28%. This indicates that THNQ's price experiences larger fluctuations and is considered to be riskier than ROBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
18.63%
17.28%
THNQ
ROBT