IGPT vs ARTY: returns, Sharpe ratio and drawdown
Performance
IGPT+35.41%ARTY+34.22%
Summary
IGPT vs ARTY
Over the past year, IGPT returned +35.41% against +34.22% for ARTY. IGPT had the higher Sharpe ratio over the past year (0.85 vs 0.83), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -27.71% for ARTY and -32.49% for IGPT. Dividends over the past year came to 0.07% of ARTY's price, while IGPT paid none. Their daily returns had a correlation of 0.95 over the past year, which is very high.
Ranking
How IGPT and ARTY rank
IGPTARTY
Current Drawdown
IGPT-26.76%ARTY-20.45%
Rolling Volatility
IGPT59.90%ARTY61.42%
METRICS
Correlation Matrix
Fees and dividends
What IGPT and ARTY cost and pay
IGPTARTYExpense ratio0.57%0.47%Yield0.00%0.07%Paid, past yearNone$0.04Pays—YearlyGrowth a year—-1.2%Return with dividends—+7.70%Return, price only—+6.78%
IGPT charges 0.57% a year and ARTY 0.47%.
Metrics
Risk Indicators
IGPTARTY
Alpha
IGPT
11.81%
ARTY
10.51%
Beta
IGPT
2.39x
ARTY
2.46x
Sharpe
IGPT
0.85
ARTY
0.83
Sortino
IGPT
1.19
ARTY
1.14
Omega
IGPT
1.16
ARTY
1.14
Calmar
IGPT
1.09
ARTY
1.24
Martin
IGPT
3.54
ARTY
3.97
Comparisons