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TUGN vs. SDIV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TUGN and SDIV is 0.64, 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.


Performance

TUGN vs. SDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in STF Tactical Growth & Income ETF (TUGN) and Global X SuperDividend ETF (SDIV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TUGN:

0.60

SDIV:

0.31

Sortino Ratio

TUGN:

1.02

SDIV:

0.65

Omega Ratio

TUGN:

1.15

SDIV:

1.09

Calmar Ratio

TUGN:

0.69

SDIV:

0.15

Martin Ratio

TUGN:

2.03

SDIV:

1.06

Ulcer Index

TUGN:

7.35%

SDIV:

6.28%

Daily Std Dev

TUGN:

23.82%

SDIV:

16.70%

Max Drawdown

TUGN:

-23.45%

SDIV:

-56.90%

Current Drawdown

TUGN:

-4.39%

SDIV:

-35.22%

Returns By Period

In the year-to-date period, TUGN achieves a 1.09% return, which is significantly lower than SDIV's 7.77% return.


TUGN

YTD

1.09%

1M

12.39%

6M

1.81%

1Y

14.24%

5Y*

N/A

10Y*

N/A

SDIV

YTD

7.77%

1M

13.14%

6M

5.50%

1Y

5.10%

5Y*

4.64%

10Y*

-3.08%

*Annualized

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TUGN vs. SDIV - Expense Ratio Comparison

TUGN has a 0.65% expense ratio, which is higher than SDIV's 0.58% expense ratio.


Risk-Adjusted Performance

TUGN vs. SDIV — Risk-Adjusted Performance Rank

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

TUGN
The Risk-Adjusted Performance Rank of TUGN is 6060
Overall Rank
The Sharpe Ratio Rank of TUGN is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of TUGN is 6060
Sortino Ratio Rank
The Omega Ratio Rank of TUGN is 6262
Omega Ratio Rank
The Calmar Ratio Rank of TUGN is 6666
Calmar Ratio Rank
The Martin Ratio Rank of TUGN is 5555
Martin Ratio Rank

SDIV
The Risk-Adjusted Performance Rank of SDIV is 3232
Overall Rank
The Sharpe Ratio Rank of SDIV is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SDIV is 3535
Sortino Ratio Rank
The Omega Ratio Rank of SDIV is 3535
Omega Ratio Rank
The Calmar Ratio Rank of SDIV is 2323
Calmar Ratio Rank
The Martin Ratio Rank of SDIV is 3333
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TUGN vs. SDIV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for STF Tactical Growth & Income ETF (TUGN) and Global X SuperDividend ETF (SDIV). 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 TUGN Sharpe Ratio is 0.60, which is higher than the SDIV Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of TUGN and SDIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

TUGN vs. SDIV - Dividend Comparison

TUGN's dividend yield for the trailing twelve months is around 12.14%, more than SDIV's 10.83% yield.


TTM20242023202220212020201920182017201620152014
TUGN
STF Tactical Growth & Income ETF
12.14%11.84%11.29%7.58%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SDIV
Global X SuperDividend ETF
10.83%11.33%11.73%14.17%8.95%7.96%8.74%9.22%6.66%6.95%7.33%6.45%

Drawdowns

TUGN vs. SDIV - Drawdown Comparison

The maximum TUGN drawdown since its inception was -23.45%, smaller than the maximum SDIV drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for TUGN and SDIV. For additional features, visit the drawdowns tool.


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Volatility

TUGN vs. SDIV - Volatility Comparison

STF Tactical Growth & Income ETF (TUGN) has a higher volatility of 6.66% compared to Global X SuperDividend ETF (SDIV) at 3.64%. This indicates that TUGN's price experiences larger fluctuations and is considered to be riskier than SDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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