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TMAR vs. MARZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMAR vs. MARZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Emerging Markets Buffer ETF - March (TMAR) and TrueShares Structured Outcome (March) ETF (MARZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TMAR achieves a 14.45% return, which is significantly higher than MARZ's 7.95% return.


TMAR

1D
-0.72%
1M
2.73%
YTD
14.45%
6M
15.92%
1Y
28.83%
3Y*
5Y*
10Y*

MARZ

1D
-0.48%
1M
4.18%
YTD
7.95%
6M
7.73%
1Y
20.32%
3Y*
16.16%
5Y*
10.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMAR vs. MARZ - Yearly Performance Comparison


Correlation

The correlation between TMAR and MARZ is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2025

0.63

The correlation between TMAR and MARZ has been stable across timeframes, ranging from 0.63 to 0.65 - a consistent structural relationship.

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Return for Risk

TMAR vs. MARZ — Risk / Return Rank

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

TMAR
TMAR Risk / Return Rank: 9494
Overall Rank
TMAR Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
TMAR Sortino Ratio Rank: 9393
Sortino Ratio Rank
TMAR Omega Ratio Rank: 9696
Omega Ratio Rank
TMAR Calmar Ratio Rank: 9595
Calmar Ratio Rank
TMAR Martin Ratio Rank: 9696
Martin Ratio Rank

MARZ
MARZ Risk / Return Rank: 6262
Overall Rank
MARZ Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
MARZ Sortino Ratio Rank: 6363
Sortino Ratio Rank
MARZ Omega Ratio Rank: 6262
Omega Ratio Rank
MARZ Calmar Ratio Rank: 5656
Calmar Ratio Rank
MARZ Martin Ratio Rank: 6565
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.

TMAR vs. MARZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Emerging Markets Buffer ETF - March (TMAR) and TrueShares Structured Outcome (March) ETF (MARZ). 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.


TMARMARZDifference
Sharpe ratioReturn per unit of total volatility

+0.96

Sortino ratioReturn per unit of downside risk

+1.72

Omega ratioGain probability vs. loss probability

1.77

1.38

+0.39

Calmar ratioReturn relative to maximum drawdown

7.95

2.74

+5.21

Martin ratioReturn relative to average drawdown

38.42

11.85

+26.58

TMAR vs. MARZ - Sharpe Ratio Comparison

The current TMAR Sharpe Ratio is 3.06, which is higher than the MARZ Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of TMAR and MARZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TMARMARZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.06

2.10

+0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

2.25

0.94

+1.31

Drawdowns

TMAR vs. MARZ - Drawdown Comparison

The maximum TMAR drawdown since its inception was -9.93%, smaller than the maximum MARZ drawdown of -18.89%. Use the drawdown chart below to compare losses from any high point for TMAR and MARZ.


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Drawdown Indicators


TMARMARZDifference

Max Drawdown

Largest peak-to-trough decline

-9.93%

-18.89%

+8.96%

Max Drawdown (1Y)

Largest decline over 1 year

-3.64%

-7.45%

+3.81%

Max Drawdown (3Y)

Largest decline over 3 years

-14.84%

Max Drawdown (5Y)

Largest decline over 5 years

-18.89%

Current Drawdown

Current decline from peak

-0.72%

-0.48%

-0.24%

Average Drawdown

Average peak-to-trough decline

-0.66%

-4.02%

+3.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.75%

1.72%

-0.97%

Volatility

TMAR vs. MARZ - Volatility Comparison

FT Vest Emerging Markets Buffer ETF - March (TMAR) has a higher volatility of 4.53% compared to TrueShares Structured Outcome (March) ETF (MARZ) at 2.33%. This indicates that TMAR's price experiences larger fluctuations and is considered to be riskier than MARZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMARMARZDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

2.33%

+2.20%

Volatility (6M)

Calculated over the trailing 6-month period

8.17%

7.46%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

9.47%

9.71%

-0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.42%

12.29%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.42%

12.20%

-0.78%

TMAR vs. MARZ - Expense Ratio Comparison

TMAR has a 0.95% expense ratio, which is higher than MARZ's 0.79% expense ratio.


Dividends

TMAR vs. MARZ - Dividend Comparison

TMAR has not paid dividends to shareholders, while MARZ's dividend yield for the trailing twelve months is around 3.06%.


PositionTTM20252024202320222021
MARZ
TrueShares Structured Outcome (March) ETF
3.06%3.30%4.55%7.33%0.78%2.43%
TMAR
FT Vest Emerging Markets Buffer ETF - March
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TMAR and MARZ have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMAR has higher volatility (4.53%) compared to MARZ (2.33%). In terms of maximum drawdown, TMAR dropped -9.93% vs MARZ's -18.89%.

On 1-year performance, TMAR leads with 28.83% vs 20.32% for MARZ. On fees, MARZ is cheaper at 0.79% per year. On volatility, MARZ has been the lower-risk option at 2.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TMAR has performed better with a 28.83% return vs 20.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MARZ is cheaper with a 0.79% expense ratio, compared with 0.95% for TMAR.

MARZ has the higher dividend yield at 3.06%, compared with 0.00% for TMAR.

TMAR tracks iShares MSCI Emerging Markets ETF (EEM) Price Return, while MARZ tracks S&P 500 Price Index. They also come from different issuers: First Trust and TrueShares. Their fees differ too: 0.95% for TMAR and 0.79% for MARZ.

TMAR currently has the higher Sharpe Ratio (3.06 vs 2.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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