PortfoliosLab logoPortfoliosLab logo
TINY vs. RPG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TINY vs. RPG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Nanotechnology ETF (TINY) and Invesco S&P 500 Pure Growth ETF (RPG). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TINY vs. RPG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TINY
ProShares Nanotechnology ETF
15.18%19.98%6.63%47.97%-34.14%8.73%
RPG
Invesco S&P 500 Pure Growth ETF
0.18%13.41%28.23%8.04%-27.55%2.43%

Returns By Period

In the year-to-date period, TINY achieves a 15.18% return, which is significantly higher than RPG's 0.18% return.


TINY

1D
5.10%
1M
-9.41%
YTD
15.18%
6M
20.81%
1Y
62.94%
3Y*
21.31%
5Y*
10Y*

RPG

1D
4.68%
1M
-6.17%
YTD
0.18%
6M
-2.00%
1Y
22.46%
3Y*
16.24%
5Y*
7.54%
10Y*
11.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TINY vs. RPG - Expense Ratio Comparison

TINY has a 0.58% expense ratio, which is higher than RPG's 0.35% expense ratio.


Return for Risk

TINY vs. RPG — Risk / Return Rank

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

TINY
TINY Risk / Return Rank: 8888
Overall Rank
TINY Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
TINY Sortino Ratio Rank: 8888
Sortino Ratio Rank
TINY Omega Ratio Rank: 8080
Omega Ratio Rank
TINY Calmar Ratio Rank: 9393
Calmar Ratio Rank
TINY Martin Ratio Rank: 9191
Martin Ratio Rank

RPG
RPG Risk / Return Rank: 5959
Overall Rank
RPG Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
RPG Sortino Ratio Rank: 5454
Sortino Ratio Rank
RPG Omega Ratio Rank: 5454
Omega Ratio Rank
RPG Calmar Ratio Rank: 6868
Calmar Ratio Rank
RPG Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TINY vs. RPG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Nanotechnology ETF (TINY) and Invesco S&P 500 Pure Growth ETF (RPG). 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.


TINYRPGDifference

Sharpe ratio

Return per unit of total volatility

1.78

0.89

+0.89

Sortino ratio

Return per unit of downside risk

2.43

1.39

+1.04

Omega ratio

Gain probability vs. loss probability

1.31

1.20

+0.12

Calmar ratio

Return relative to maximum drawdown

3.62

1.67

+1.95

Martin ratio

Return relative to average drawdown

12.26

6.69

+5.58

TINY vs. RPG - Sharpe Ratio Comparison

The current TINY Sharpe Ratio is 1.78, which is higher than the RPG Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of TINY and RPG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TINYRPGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

0.89

+0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.48

-0.15

Correlation

The correlation between TINY and RPG 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.


Dividends

TINY vs. RPG - Dividend Comparison

TINY's dividend yield for the trailing twelve months is around 0.25%, more than RPG's 0.22% yield.


TTM20252024202320222021202020192018201720162015
TINY
ProShares Nanotechnology ETF
0.25%0.29%0.01%0.35%0.42%0.07%0.00%0.00%0.00%0.00%0.00%0.00%
RPG
Invesco S&P 500 Pure Growth ETF
0.22%0.24%0.25%1.44%0.74%0.00%0.46%0.83%0.47%0.56%0.43%0.73%

Drawdowns

TINY vs. RPG - Drawdown Comparison

The maximum TINY drawdown since its inception was -43.79%, smaller than the maximum RPG drawdown of -53.27%. Use the drawdown chart below to compare losses from any high point for TINY and RPG.


Loading graphics...

Drawdown Indicators


TINYRPGDifference

Max Drawdown

Largest peak-to-trough decline

-43.79%

-53.27%

+9.48%

Max Drawdown (1Y)

Largest decline over 1 year

-16.75%

-13.71%

-3.04%

Max Drawdown (5Y)

Largest decline over 5 years

-35.59%

Max Drawdown (10Y)

Largest decline over 10 years

-36.58%

Current Drawdown

Current decline from peak

-12.51%

-6.91%

-5.60%

Average Drawdown

Average peak-to-trough decline

-16.68%

-8.91%

-7.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.94%

3.42%

+1.52%

Volatility

TINY vs. RPG - Volatility Comparison

ProShares Nanotechnology ETF (TINY) has a higher volatility of 14.63% compared to Invesco S&P 500 Pure Growth ETF (RPG) at 9.36%. This indicates that TINY's price experiences larger fluctuations and is considered to be riskier than RPG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TINYRPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.63%

9.36%

+5.27%

Volatility (6M)

Calculated over the trailing 6-month period

24.91%

15.21%

+9.70%

Volatility (1Y)

Calculated over the trailing 1-year period

35.60%

25.30%

+10.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.07%

23.27%

+8.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.07%

22.54%

+9.53%