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TSYX vs. NFLU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSYX vs. NFLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TSPY Lift ETF (TSYX) and T-REX 2X Long Netflix Daily Target ETF (NFLU). The values are adjusted to include any dividend payments, if applicable.

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TSYX vs. NFLU - Yearly Performance Comparison


Returns By Period


TSYX

1D
4.07%
1M
-7.63%
YTD
6M
1Y
3Y*
5Y*
10Y*

NFLU

1D
7.04%
1M
-1.60%
YTD
-1.14%
6M
-43.54%
1Y
-15.54%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSYX vs. NFLU - Expense Ratio Comparison

TSYX has a 0.98% expense ratio, which is lower than NFLU's 1.05% expense ratio.


Return for Risk

TSYX vs. NFLU — Risk / Return Rank

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

TSYX

NFLU
NFLU Risk / Return Rank: 99
Overall Rank
NFLU Sharpe Ratio Rank: 77
Sharpe Ratio Rank
NFLU Sortino Ratio Rank: 1111
Sortino Ratio Rank
NFLU Omega Ratio Rank: 1111
Omega Ratio Rank
NFLU Calmar Ratio Rank: 88
Calmar Ratio Rank
NFLU Martin Ratio Rank: 99
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.

TSYX vs. NFLU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TSPY Lift ETF (TSYX) and T-REX 2X Long Netflix Daily Target ETF (NFLU). 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.

TSYX vs. NFLU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TSYXNFLUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.61

0.28

-1.89

Correlation

The correlation between TSYX and NFLU is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TSYX vs. NFLU - Dividend Comparison

TSYX's dividend yield for the trailing twelve months is around 3.46%, while NFLU has not paid dividends to shareholders.


Drawdowns

TSYX vs. NFLU - Drawdown Comparison

The maximum TSYX drawdown since its inception was -13.39%, smaller than the maximum NFLU drawdown of -72.10%. Use the drawdown chart below to compare losses from any high point for TSYX and NFLU.


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Drawdown Indicators


TSYXNFLUDifference

Max Drawdown

Largest peak-to-trough decline

-13.39%

-72.10%

+58.71%

Max Drawdown (1Y)

Largest decline over 1 year

-72.10%

Current Drawdown

Current decline from peak

-9.86%

-56.84%

+46.98%

Average Drawdown

Average peak-to-trough decline

-3.75%

-24.06%

+20.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.59%

Volatility

TSYX vs. NFLU - Volatility Comparison


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Volatility by Period


TSYXNFLUDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.93%

Volatility (6M)

Calculated over the trailing 6-month period

53.07%

Volatility (1Y)

Calculated over the trailing 1-year period

20.22%

68.25%

-48.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.22%

69.30%

-49.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.22%

69.30%

-49.08%