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XSPI vs. TCAL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XSPI vs. TCAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Boosted S&P 500 High Income ETF (XSPI) and T. Rowe Price Capital Appreciation Premium Income ETF (TCAL). The values are adjusted to include any dividend payments, if applicable.

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XSPI vs. TCAL - Yearly Performance Comparison


Returns By Period


XSPI

1D
4.33%
1M
-6.55%
YTD
6M
1Y
3Y*
5Y*
10Y*

TCAL

1D
0.99%
1M
-5.52%
YTD
-2.47%
6M
-2.85%
1Y
-1.38%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XSPI vs. TCAL - Expense Ratio Comparison

XSPI has a 0.98% expense ratio, which is higher than TCAL's 0.34% expense ratio.


Return for Risk

XSPI vs. TCAL — Risk / Return Rank

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

XSPI

TCAL
TCAL Risk / Return Rank: 99
Overall Rank
TCAL Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
TCAL Sortino Ratio Rank: 88
Sortino Ratio Rank
TCAL Omega Ratio Rank: 88
Omega Ratio Rank
TCAL Calmar Ratio Rank: 1111
Calmar Ratio Rank
TCAL Martin Ratio Rank: 1010
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.

XSPI vs. TCAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Boosted S&P 500 High Income ETF (XSPI) and T. Rowe Price Capital Appreciation Premium Income ETF (TCAL). 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.

XSPI vs. TCAL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XSPITCALDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.69

-0.08

-1.61

Correlation

The correlation between XSPI and TCAL is 0.50, 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.


Dividends

XSPI vs. TCAL - Dividend Comparison

XSPI's dividend yield for the trailing twelve months is around 3.08%, less than TCAL's 11.74% yield.


Drawdowns

XSPI vs. TCAL - Drawdown Comparison

The maximum XSPI drawdown since its inception was -11.59%, which is greater than TCAL's maximum drawdown of -7.24%. Use the drawdown chart below to compare losses from any high point for XSPI and TCAL.


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Drawdown Indicators


XSPITCALDifference

Max Drawdown

Largest peak-to-trough decline

-11.59%

-7.24%

-4.35%

Max Drawdown (1Y)

Largest decline over 1 year

-7.24%

Current Drawdown

Current decline from peak

-7.77%

-5.52%

-2.25%

Average Drawdown

Average peak-to-trough decline

-3.48%

-1.59%

-1.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

Volatility

XSPI vs. TCAL - Volatility Comparison


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Volatility by Period


XSPITCALDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.36%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

Volatility (1Y)

Calculated over the trailing 1-year period

22.20%

11.70%

+10.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.20%

11.68%

+10.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.20%

11.68%

+10.52%