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THY vs. MRSK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between THY and MRSK is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

THY vs. MRSK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Agility Shares Dynamic Tactical Income ETF (THY) and Agility Shares Managed Risk ETF (MRSK). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
7.12%
49.02%
THY
MRSK

Key characteristics

Sharpe Ratio

THY:

0.97

MRSK:

0.56

Sortino Ratio

THY:

1.39

MRSK:

0.84

Omega Ratio

THY:

1.20

MRSK:

1.12

Calmar Ratio

THY:

1.51

MRSK:

0.66

Martin Ratio

THY:

3.40

MRSK:

2.17

Ulcer Index

THY:

1.22%

MRSK:

3.55%

Daily Std Dev

THY:

4.29%

MRSK:

13.67%

Max Drawdown

THY:

-8.56%

MRSK:

-14.70%

Current Drawdown

THY:

-2.50%

MRSK:

-6.39%

Returns By Period

In the year-to-date period, THY achieves a -0.93% return, which is significantly higher than MRSK's -3.54% return.


THY

YTD

-0.93%

1M

-0.59%

6M

-1.55%

1Y

3.95%

5Y*

N/A

10Y*

N/A

MRSK

YTD

-3.54%

1M

-0.40%

6M

-1.70%

1Y

6.60%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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THY vs. MRSK - Expense Ratio Comparison

THY has a 1.36% expense ratio, which is higher than MRSK's 0.99% expense ratio.


Expense ratio chart for THY: current value is 1.36%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
THY: 1.36%
Expense ratio chart for MRSK: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MRSK: 0.99%

Risk-Adjusted Performance

THY vs. MRSK — Risk-Adjusted Performance Rank

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

THY
The Risk-Adjusted Performance Rank of THY is 8181
Overall Rank
The Sharpe Ratio Rank of THY is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of THY is 7878
Sortino Ratio Rank
The Omega Ratio Rank of THY is 8080
Omega Ratio Rank
The Calmar Ratio Rank of THY is 8989
Calmar Ratio Rank
The Martin Ratio Rank of THY is 7676
Martin Ratio Rank

MRSK
The Risk-Adjusted Performance Rank of MRSK is 6464
Overall Rank
The Sharpe Ratio Rank of MRSK is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of MRSK is 5959
Sortino Ratio Rank
The Omega Ratio Rank of MRSK is 6161
Omega Ratio Rank
The Calmar Ratio Rank of MRSK is 7373
Calmar Ratio Rank
The Martin Ratio Rank of MRSK is 6363
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.

THY vs. MRSK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Agility Shares Dynamic Tactical Income ETF (THY) and Agility Shares Managed Risk ETF (MRSK). 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 THY, currently valued at 0.97, compared to the broader market-1.000.001.002.003.004.00
THY: 0.97
MRSK: 0.56
The chart of Sortino ratio for THY, currently valued at 1.39, compared to the broader market-2.000.002.004.006.008.00
THY: 1.39
MRSK: 0.84
The chart of Omega ratio for THY, currently valued at 1.20, compared to the broader market0.501.001.502.002.50
THY: 1.20
MRSK: 1.12
The chart of Calmar ratio for THY, currently valued at 1.51, compared to the broader market0.002.004.006.008.0010.0012.00
THY: 1.51
MRSK: 0.66
The chart of Martin ratio for THY, currently valued at 3.40, compared to the broader market0.0020.0040.0060.00
THY: 3.40
MRSK: 2.17

The current THY Sharpe Ratio is 0.97, which is higher than the MRSK Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of THY and MRSK, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.97
0.56
THY
MRSK

Dividends

THY vs. MRSK - Dividend Comparison

THY's dividend yield for the trailing twelve months is around 5.04%, more than MRSK's 0.46% yield.


TTM20242023202220212020
THY
Agility Shares Dynamic Tactical Income ETF
5.04%5.09%4.59%2.56%3.46%2.53%
MRSK
Agility Shares Managed Risk ETF
0.46%0.44%0.60%1.11%14.20%0.27%

Drawdowns

THY vs. MRSK - Drawdown Comparison

The maximum THY drawdown since its inception was -8.56%, smaller than the maximum MRSK drawdown of -14.70%. Use the drawdown chart below to compare losses from any high point for THY and MRSK. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.50%
-6.39%
THY
MRSK

Volatility

THY vs. MRSK - Volatility Comparison

The current volatility for Agility Shares Dynamic Tactical Income ETF (THY) is 0.89%, while Agility Shares Managed Risk ETF (MRSK) has a volatility of 6.81%. This indicates that THY experiences smaller price fluctuations and is considered to be less risky than MRSK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2025FebruaryMarchApril
0.89%
6.81%
THY
MRSK