THY vs. MRSK
Compare and contrast key facts about Agility Shares Dynamic Tactical Income ETF (THY) and Agility Shares Managed Risk ETF (MRSK).
THY and MRSK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. THY is an actively managed fund by Toews Corp.. It was launched on Jun 25, 2020. MRSK is an actively managed fund by Toews Corp.. It was launched on Jun 25, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: THY or MRSK.
Key characteristics
| THY | MRSK | |
|---|---|---|
| YTD Return | 5.87% | 16.20% |
| 1Y Return | 11.87% | 24.42% |
| 3Y Return (Ann) | 1.45% | 5.70% |
| Sharpe Ratio | 2.21 | 2.03 |
| Sortino Ratio | 3.30 | 2.65 |
| Omega Ratio | 1.46 | 1.42 |
| Calmar Ratio | 1.44 | 2.50 |
| Martin Ratio | 18.03 | 10.93 |
| Ulcer Index | 0.62% | 2.16% |
| Daily Std Dev | 5.08% | 11.58% |
| Max Drawdown | -8.56% | -14.70% |
| Current Drawdown | -1.13% | 0.00% |
Correlation
The correlation between THY and MRSK is 0.43, 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.
Performance
THY vs. MRSK - Performance Comparison
In the year-to-date period, THY achieves a 5.87% return, which is significantly lower than MRSK's 16.20% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
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.
Dividends
THY vs. MRSK - Dividend Comparison
THY's dividend yield for the trailing twelve months is around 4.69%, more than MRSK's 0.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
THY Agility Shares Dynamic Tactical Income ETF | 4.69% | 4.59% | 2.55% | 3.46% | 1.09% |
MRSK Agility Shares Managed Risk ETF | 0.52% | 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.
Volatility
THY vs. MRSK - Volatility Comparison
The current volatility for Agility Shares Dynamic Tactical Income ETF (THY) is 0.98%, while Agility Shares Managed Risk ETF (MRSK) has a volatility of 3.35%. 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.