ASHR vs MCHI: returns, Sharpe ratio and drawdown

Over the past year, ASHR returned -3.74% against -20.15% for MCHI. Over five years, ASHR averaged -4.32% a year, compared with -5.90% for MCHI. ASHR had the higher Sharpe ratio over the past year (-0.37 vs -1.36), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -16.57% for ASHR and -23.04% for MCHI.