IHAK vs HACK: returns, Sharpe ratio and drawdown
Performance
IHAK+44.44%HACK+44.67%
Summary
IHAK vs HACK
Over the past year, HACK returned +44.67% against +44.44% for IHAK. Over five years, HACK averaged +13.75% a year, compared with +9.60% for IHAK. IHAK had the higher Sharpe ratio over the past year (1.22 vs 1.17), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -19.25% for HACK and -20.65% for IHAK. Dividends over the past year came to 0.06% of IHAK's price, against 0.05% for HACK.
Current Drawdown
IHAK-4.73%HACK-6.78%
Rolling Volatility
IHAK+2.24%HACK+2.46%
METRICS
Correlation Matrix
Metrics
Risk Indicators
IHAKHACK
Alpha
IHAK
28.88%
HACK
28.67%
Beta
IHAK
1.01x
HACK
1.14x
Sharpe
IHAK
1.22
HACK
1.17
Sortino
IHAK
1.89
HACK
1.79
Omega
IHAK
1.23
HACK
1.21
Calmar
IHAK
2.15
HACK
2.32
Martin
IHAK
4.39
HACK
4.58
Comparisons