PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WOMN vs. BDGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WOMN and BDGS is 0.70, 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.


-0.50.00.51.00.7

Performance

WOMN vs. BDGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Impact Shares YWCA Women’s Empowerment ETF (WOMN) and Bridges Capital Tactical ETF (BDGS). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
40.60%
29.31%
WOMN
BDGS

Key characteristics

Sharpe Ratio

WOMN:

1.77

BDGS:

4.50

Sortino Ratio

WOMN:

2.46

BDGS:

8.68

Omega Ratio

WOMN:

1.32

BDGS:

2.63

Calmar Ratio

WOMN:

3.27

BDGS:

8.26

Martin Ratio

WOMN:

11.01

BDGS:

48.12

Ulcer Index

WOMN:

1.77%

BDGS:

0.41%

Daily Std Dev

WOMN:

11.05%

BDGS:

4.38%

Max Drawdown

WOMN:

-32.20%

BDGS:

-5.38%

Current Drawdown

WOMN:

-4.14%

BDGS:

-0.98%

Returns By Period

In the year-to-date period, WOMN achieves a 17.61% return, which is significantly lower than BDGS's 19.39% return.


WOMN

YTD

17.61%

1M

-1.74%

6M

8.60%

1Y

19.00%

5Y*

15.80%

10Y*

N/A

BDGS

YTD

19.39%

1M

2.07%

6M

14.30%

1Y

19.56%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


WOMN vs. BDGS - Expense Ratio Comparison

WOMN has a 0.75% expense ratio, which is lower than BDGS's 0.85% expense ratio.


BDGS
Bridges Capital Tactical ETF
Expense ratio chart for BDGS: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for WOMN: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Risk-Adjusted Performance

WOMN vs. BDGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Impact Shares YWCA Women’s Empowerment ETF (WOMN) and Bridges Capital Tactical ETF (BDGS). 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 WOMN, currently valued at 1.77, compared to the broader market0.002.004.001.774.50
The chart of Sortino ratio for WOMN, currently valued at 2.46, compared to the broader market-2.000.002.004.006.008.0010.002.468.68
The chart of Omega ratio for WOMN, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.322.63
The chart of Calmar ratio for WOMN, currently valued at 3.27, compared to the broader market0.005.0010.0015.003.278.26
The chart of Martin ratio for WOMN, currently valued at 11.01, compared to the broader market0.0020.0040.0060.0080.00100.0011.0148.12
WOMN
BDGS

The current WOMN Sharpe Ratio is 1.77, which is lower than the BDGS Sharpe Ratio of 4.50. The chart below compares the historical Sharpe Ratios of WOMN and BDGS, 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.77
4.50
WOMN
BDGS

Dividends

WOMN vs. BDGS - Dividend Comparison

WOMN's dividend yield for the trailing twelve months is around 1.57%, while BDGS has not paid dividends to shareholders.


TTM202320222021202020192018
WOMN
Impact Shares YWCA Women’s Empowerment ETF
1.57%1.80%8.82%3.10%6.15%1.11%0.90%
BDGS
Bridges Capital Tactical ETF
0.00%0.84%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WOMN vs. BDGS - Drawdown Comparison

The maximum WOMN drawdown since its inception was -32.20%, which is greater than BDGS's maximum drawdown of -5.38%. Use the drawdown chart below to compare losses from any high point for WOMN and BDGS. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.14%
-0.98%
WOMN
BDGS

Volatility

WOMN vs. BDGS - Volatility Comparison

Impact Shares YWCA Women’s Empowerment ETF (WOMN) has a higher volatility of 3.55% compared to Bridges Capital Tactical ETF (BDGS) at 1.38%. This indicates that WOMN's price experiences larger fluctuations and is considered to be riskier than BDGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.55%
1.38%
WOMN
BDGS
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab