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ZIG vs. VOTE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ZIG and VOTE is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

ZIG vs. VOTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Acquirers Fund (ZIG) and Engine No. 1 Transform 500 ETF (VOTE). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.89%
11.42%
ZIG
VOTE

Key characteristics

Sharpe Ratio

ZIG:

0.63

VOTE:

2.27

Sortino Ratio

ZIG:

1.01

VOTE:

3.04

Omega Ratio

ZIG:

1.12

VOTE:

1.42

Calmar Ratio

ZIG:

1.06

VOTE:

3.38

Martin Ratio

ZIG:

3.29

VOTE:

14.95

Ulcer Index

ZIG:

3.63%

VOTE:

1.95%

Daily Std Dev

ZIG:

19.09%

VOTE:

12.83%

Max Drawdown

ZIG:

-37.14%

VOTE:

-25.71%

Current Drawdown

ZIG:

-10.39%

VOTE:

-0.99%

Returns By Period

In the year-to-date period, ZIG achieves a 11.83% return, which is significantly lower than VOTE's 28.63% return.


ZIG

YTD

11.83%

1M

-9.89%

6M

6.16%

1Y

11.43%

5Y*

7.85%

10Y*

N/A

VOTE

YTD

28.63%

1M

1.26%

6M

11.57%

1Y

29.14%

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.


ZIG vs. VOTE - Expense Ratio Comparison

ZIG has a 1.85% expense ratio, which is higher than VOTE's 0.05% expense ratio.


ZIG
Acquirers Fund
Expense ratio chart for ZIG: current value at 1.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.85%
Expense ratio chart for VOTE: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

ZIG vs. VOTE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Acquirers Fund (ZIG) and Engine No. 1 Transform 500 ETF (VOTE). 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 ZIG, currently valued at 0.60, compared to the broader market0.002.004.000.602.27
The chart of Sortino ratio for ZIG, currently valued at 0.97, compared to the broader market-2.000.002.004.006.008.0010.000.973.04
The chart of Omega ratio for ZIG, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.42
The chart of Calmar ratio for ZIG, currently valued at 1.02, compared to the broader market0.005.0010.0015.001.023.38
The chart of Martin ratio for ZIG, currently valued at 3.10, compared to the broader market0.0020.0040.0060.0080.00100.003.1014.95
ZIG
VOTE

The current ZIG Sharpe Ratio is 0.63, which is lower than the VOTE Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of ZIG and VOTE, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.60
2.27
ZIG
VOTE

Dividends

ZIG vs. VOTE - Dividend Comparison

ZIG's dividend yield for the trailing twelve months is around 0.96%, less than VOTE's 1.15% yield.


TTM2023202220212020
ZIG
Acquirers Fund
0.96%1.07%1.26%0.18%0.18%
VOTE
Engine No. 1 Transform 500 ETF
1.15%1.33%1.54%0.54%0.00%

Drawdowns

ZIG vs. VOTE - Drawdown Comparison

The maximum ZIG drawdown since its inception was -37.14%, which is greater than VOTE's maximum drawdown of -25.71%. Use the drawdown chart below to compare losses from any high point for ZIG and VOTE. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.39%
-0.99%
ZIG
VOTE

Volatility

ZIG vs. VOTE - Volatility Comparison

Acquirers Fund (ZIG) and Engine No. 1 Transform 500 ETF (VOTE) have volatilities of 4.19% and 4.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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%JulyAugustSeptemberOctoberNovemberDecember
4.19%
4.25%
ZIG
VOTE
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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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