Performance

BIRK-18.30%ONON-16.20%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
BIRK	-5.68%	-18.96%	-18.30%	—	-38.72%	-0.22
ONON	-1.25%	-25.99%	-16.20%	+0.35%	-47.15%	-0.21

Summary

BIRK vs ONON

Over the past year, ONON returned -16.20% against -18.30% for BIRK. ONON had the higher Sharpe ratio over the past year (-0.21 vs -0.22), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -38.72% for BIRK and -47.15% for ONON.

Current Drawdown

BIRK-30.88%ONON-31.36%

Rolling Volatility

BIRK+2.51%ONON+2.13%

METRICS

Correlation Matrix

	BIRK	ONON
BIRK	1.00	0.45
ONON	0.45	1.00

Metrics

Risk Indicators

BIRKONON

Alpha

-24.22%

-22.51%

Beta

1.37x

1.33x

Sharpe

-0.22

-0.21

Sortino

-0.33

-0.28

Omega

0.96

Calmar

-0.47

-0.34

Martin

-0.59

-0.39

Comparisons

More BIRK comparisons

BIRK vs XLY
BIRK vs SPY
BIRK vs RL
BIRK vs DECK
BIRK vs WSM
BIRK vs COLM

More ONON comparisons

ONON vs XLY
ONON vs SPY
ONON vs AS
ONON vs DECK
ONON vs VFC

BIRK vs ONON: returns, Sharpe ratio and drawdown

BIRK vs ONON

More BIRK comparisons

More ONON comparisons