TSME vs. AMRC

In the year-to-date period, TSME achieves a -5.60% return, which is significantly higher than AMRC's -43.82% return.

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This table presents a comparison of risk-adjusted performance metrics for Thrivent Small-Mid Cap ESG ETF (TSME) and Ameresco, Inc. (AMRC). 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 current TSME Sharpe Ratio is 0.12, which is higher than the AMRC Sharpe Ratio of -0.61. The chart below compares the historical Sharpe Ratios of TSME and AMRC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TSME's dividend yield for the trailing twelve months is around 0.40%, while AMRC has not paid dividends to shareholders.

The maximum TSME drawdown since its inception was -26.59%, smaller than the maximum AMRC drawdown of -91.12%. Use the drawdown chart below to compare losses from any high point for TSME and AMRC. For additional features, visit the drawdowns tool.

The current volatility for Thrivent Small-Mid Cap ESG ETF (TSME) is 12.25%, while Ameresco, Inc. (AMRC) has a volatility of 31.43%. This indicates that TSME experiences smaller price fluctuations and is considered to be less risky than AMRC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.