CHTR vs SKYD: returns, Sharpe ratio and drawdown

Over the past year, CHTR returned -56.51% against -58.80% for SKYD. Over five years, SKYD averaged -29.72% a year, compared with -31.59% for CHTR. SKYD had the higher Sharpe ratio over the past year (-1.37 vs -1.40), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -59.33% for SKYD and -59.52% for CHTR.