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USRD vs. RACE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USRD vs. RACE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Themes US R&D Champions ETF (USRD) and Ferrari N.V. (RACE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USRD achieves a 12.31% return, which is significantly higher than RACE's 1.23% return.


USRD

1D
1.76%
1M
4.18%
YTD
12.31%
6M
9.99%
1Y
21.33%
3Y*
5Y*
10Y*

RACE

1D
5.50%
1M
11.04%
YTD
1.23%
6M
1.67%
1Y
-22.45%
3Y*
8.36%
5Y*
12.91%
10Y*
25.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USRD vs. RACE - Yearly Performance Comparison


2026 (YTD)202520242023
USRD
Themes US R&D Champions ETF
12.31%12.44%15.53%5.32%
RACE
Ferrari N.V.
1.23%-11.65%26.34%-8.86%

Correlation

The correlation between USRD and RACE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2023

0.38

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Return for Risk

USRD vs. RACE — Risk / Return Rank

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

USRD
USRD Risk / Return Rank: 3737
Overall Rank
USRD Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
USRD Sortino Ratio Rank: 3737
Sortino Ratio Rank
USRD Omega Ratio Rank: 3737
Omega Ratio Rank
USRD Calmar Ratio Rank: 3737
Calmar Ratio Rank
USRD Martin Ratio Rank: 3636
Martin Ratio Rank

RACE
RACE Risk / Return Rank: 2020
Overall Rank
RACE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
RACE Sortino Ratio Rank: 1717
Sortino Ratio Rank
RACE Omega Ratio Rank: 1717
Omega Ratio Rank
RACE Calmar Ratio Rank: 2323
Calmar Ratio Rank
RACE Martin Ratio Rank: 2626
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.

USRD vs. RACE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Themes US R&D Champions ETF (USRD) and Ferrari N.V. (RACE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


USRDRACEDifference
Sharpe ratioReturn per unit of total volatility

+1.85

Sortino ratioReturn per unit of downside risk

+2.42

Omega ratioGain probability vs. loss probability

1.22

0.91

+0.31

Calmar ratioReturn relative to maximum drawdown

1.59

-0.57

+2.16

Martin ratioReturn relative to average drawdown

4.81

-0.90

+5.71

USRD vs. RACE - Sharpe Ratio Comparison

The current USRD Sharpe Ratio is 1.21, which is higher than the RACE Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of USRD and RACE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

USRD vs. RACE - Drawdown Comparison

The maximum USRD drawdown since its inception was -23.79%, smaller than the maximum RACE drawdown of -46.67%. Use the drawdown chart below to compare losses from any high point for USRD and RACE.


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Drawdown Indicators


USRDRACEDifference

Max Drawdown

Largest peak-to-trough decline

-23.79%

-46.67%

+22.88%

Max Drawdown (1Y)

Largest decline over 1 year

-13.49%

-39.22%

+25.73%

Max Drawdown (3Y)

Largest decline over 3 years

-39.22%

Max Drawdown (5Y)

Largest decline over 5 years

-39.22%

Max Drawdown (10Y)

Largest decline over 10 years

-39.22%

Current Drawdown

Current decline from peak

-7.42%

-27.73%

+20.31%

Average Drawdown

Average peak-to-trough decline

-3.71%

-11.49%

+7.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.45%

24.95%

-20.50%

Volatility

USRD vs. RACE - Volatility Comparison

The current volatility for Themes US R&D Champions ETF (USRD) is 8.08%, while Ferrari N.V. (RACE) has a volatility of 12.09%. This indicates that USRD experiences smaller price fluctuations and is considered to be less risky than RACE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USRDRACEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.08%

12.09%

-4.01%

Volatility (6M)

Calculated over the trailing 6-month period

14.50%

24.54%

-10.04%

Volatility (1Y)

Calculated over the trailing 1-year period

17.70%

35.25%

-17.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.49%

29.53%

-10.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.49%

29.54%

-10.05%

Dividends

USRD vs. RACE - Dividend Comparison

USRD's dividend yield for the trailing twelve months is around 0.38%, less than RACE's 2.33% yield.


PositionTTM2025202420232022202120202019201820172016
RACE
Ferrari N.V.
2.33%1.85%0.61%0.59%0.69%0.40%0.54%0.70%0.88%0.61%0.79%
USRD
Themes US R&D Champions ETF
0.38%0.42%2.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


USRD and RACE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RACE has higher volatility (12.09%) compared to USRD (8.08%). In terms of maximum drawdown, USRD dropped -23.79% vs RACE's -46.67%.

USRD currently has the higher Sharpe Ratio (1.21 vs -0.64), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for USRD and RACE

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