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TPRY vs. XOMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TPRY vs. XOMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VistaShares Target 15 TEPRTantrum Contrarian Distribution ETF (TPRY) and YieldMax XOM Option Income Strategy ETF (XOMO). The values are adjusted to include any dividend payments, if applicable.

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TPRY vs. XOMO - Yearly Performance Comparison


Returns By Period


TPRY

1D
0.29%
1M
-5.49%
YTD
6M
1Y
3Y*
5Y*
10Y*

XOMO

1D
-4.29%
1M
2.32%
YTD
23.45%
6M
31.32%
1Y
22.43%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TPRY vs. XOMO - Expense Ratio Comparison

TPRY has a 0.95% expense ratio, which is lower than XOMO's 1.01% expense ratio.


Return for Risk

TPRY vs. XOMO — Risk / Return Rank

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

TPRY

XOMO
XOMO Risk / Return Rank: 4949
Overall Rank
XOMO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
XOMO Sortino Ratio Rank: 5050
Sortino Ratio Rank
XOMO Omega Ratio Rank: 5050
Omega Ratio Rank
XOMO Calmar Ratio Rank: 5454
Calmar Ratio Rank
XOMO Martin Ratio Rank: 3535
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.

TPRY vs. XOMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VistaShares Target 15 TEPRTantrum Contrarian Distribution ETF (TPRY) and YieldMax XOM Option Income Strategy ETF (XOMO). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TPRY vs. XOMO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TPRYXOMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-2.15

0.55

-2.70

Correlation

The correlation between TPRY and XOMO is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

TPRY vs. XOMO - Dividend Comparison

TPRY's dividend yield for the trailing twelve months is around 1.25%, less than XOMO's 30.57% yield.


Drawdowns

TPRY vs. XOMO - Drawdown Comparison

The maximum TPRY drawdown since its inception was -10.85%, smaller than the maximum XOMO drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for TPRY and XOMO.


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Drawdown Indicators


TPRYXOMODifference

Max Drawdown

Largest peak-to-trough decline

-10.85%

-18.90%

+8.05%

Max Drawdown (1Y)

Largest decline over 1 year

-15.24%

Current Drawdown

Current decline from peak

-7.37%

-5.12%

-2.25%

Average Drawdown

Average peak-to-trough decline

-5.85%

-7.05%

+1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.69%

Volatility

TPRY vs. XOMO - Volatility Comparison


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Volatility by Period


TPRYXOMODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.57%

Volatility (6M)

Calculated over the trailing 6-month period

13.81%

Volatility (1Y)

Calculated over the trailing 1-year period

26.24%

22.02%

+4.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.24%

18.46%

+7.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.24%

18.46%

+7.78%