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TSYX vs. QTAP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSYX vs. QTAP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TSPY Lift ETF (TSYX) and Innovator Growth Accelerated Plus ETF - April (QTAP). The values are adjusted to include any dividend payments, if applicable.

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TSYX vs. QTAP - Yearly Performance Comparison


Returns By Period


TSYX

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

QTAP

1D
-0.51%
1M
0.09%
YTD
1.26%
6M
3.74%
1Y
19.73%
3Y*
18.89%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSYX vs. QTAP - Expense Ratio Comparison

TSYX has a 0.98% expense ratio, which is higher than QTAP's 0.79% expense ratio.


Return for Risk

TSYX vs. QTAP — Risk / Return Rank

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

TSYX

QTAP
QTAP Risk / Return Rank: 8080
Overall Rank
QTAP Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
QTAP Sortino Ratio Rank: 7676
Sortino Ratio Rank
QTAP Omega Ratio Rank: 9595
Omega Ratio Rank
QTAP Calmar Ratio Rank: 6868
Calmar Ratio Rank
QTAP Martin Ratio Rank: 9191
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. QTAP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TSPY Lift ETF (TSYX) and Innovator Growth Accelerated Plus ETF - April (QTAP). 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. QTAP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TSYXQTAPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.61

0.62

-2.23

Correlation

The correlation between TSYX and QTAP is 0.73, 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

TSYX vs. QTAP - Dividend Comparison

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


Drawdowns

TSYX vs. QTAP - Drawdown Comparison

The maximum TSYX drawdown since its inception was -13.39%, smaller than the maximum QTAP drawdown of -29.44%. Use the drawdown chart below to compare losses from any high point for TSYX and QTAP.


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Drawdown Indicators


TSYXQTAPDifference

Max Drawdown

Largest peak-to-trough decline

-13.39%

-29.44%

+16.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.04%

Current Drawdown

Current decline from peak

-9.86%

-0.51%

-9.35%

Average Drawdown

Average peak-to-trough decline

-3.75%

-5.21%

+1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

Volatility

TSYX vs. QTAP - Volatility Comparison


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Volatility by Period


TSYXQTAPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

Volatility (6M)

Calculated over the trailing 6-month period

2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

20.22%

16.31%

+3.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.22%

19.02%

+1.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.22%

19.02%

+1.20%