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TTAI vs. SPYG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TTAI and SPYG is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

TTAI vs. SPYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) and SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
1.82%
11.15%
TTAI
SPYG

Key characteristics

Sharpe Ratio

TTAI:

0.72

SPYG:

2.21

Sortino Ratio

TTAI:

1.05

SPYG:

2.85

Omega Ratio

TTAI:

1.13

SPYG:

1.40

Calmar Ratio

TTAI:

0.63

SPYG:

3.03

Martin Ratio

TTAI:

3.20

SPYG:

11.94

Ulcer Index

TTAI:

2.67%

SPYG:

3.24%

Daily Std Dev

TTAI:

11.84%

SPYG:

17.47%

Max Drawdown

TTAI:

-34.17%

SPYG:

-67.79%

Current Drawdown

TTAI:

-7.18%

SPYG:

-2.90%

Returns By Period

In the year-to-date period, TTAI achieves a 4.59% return, which is significantly lower than SPYG's 37.01% return.


TTAI

YTD

4.59%

1M

2.17%

6M

1.10%

1Y

7.01%

5Y*

5.67%

10Y*

N/A

SPYG

YTD

37.01%

1M

2.80%

6M

10.78%

1Y

38.65%

5Y*

17.37%

10Y*

15.16%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TTAI vs. SPYG - Expense Ratio Comparison

TTAI has a 0.61% expense ratio, which is higher than SPYG's 0.04% expense ratio.


TTAI
TrimTabs International Free Cash Flow Quality ETF of Benef Interest
Expense ratio chart for TTAI: current value at 0.61% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.61%
Expense ratio chart for SPYG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

TTAI vs. SPYG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.


Sharpe ratio
The chart of Sharpe ratio for TTAI, currently valued at 0.60, compared to the broader market0.002.004.000.602.21
The chart of Sortino ratio for TTAI, currently valued at 0.89, compared to the broader market-2.000.002.004.006.008.0010.000.892.85
The chart of Omega ratio for TTAI, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.40
The chart of Calmar ratio for TTAI, currently valued at 0.51, compared to the broader market0.005.0010.0015.000.513.03
The chart of Martin ratio for TTAI, currently valued at 2.54, compared to the broader market0.0020.0040.0060.0080.00100.002.5411.94
TTAI
SPYG

The current TTAI Sharpe Ratio is 0.72, which is lower than the SPYG Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of TTAI and SPYG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.60
2.21
TTAI
SPYG

Dividends

TTAI vs. SPYG - Dividend Comparison

TTAI's dividend yield for the trailing twelve months is around 1.71%, more than SPYG's 0.41% yield.


TTM20232022202120202019201820172016201520142013
TTAI
TrimTabs International Free Cash Flow Quality ETF of Benef Interest
1.71%2.39%0.00%0.85%0.64%1.90%0.92%0.02%0.00%0.00%0.00%0.00%
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.41%1.15%1.03%0.62%0.90%1.36%1.51%1.41%1.55%1.57%1.37%1.42%

Drawdowns

TTAI vs. SPYG - Drawdown Comparison

The maximum TTAI drawdown since its inception was -34.17%, smaller than the maximum SPYG drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for TTAI and SPYG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.18%
-2.90%
TTAI
SPYG

Volatility

TTAI vs. SPYG - Volatility Comparison

The current volatility for TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) is 2.31%, while SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 4.72%. This indicates that TTAI experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
2.31%
4.72%
TTAI
SPYG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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