LOFF vs SPCH: returns, Sharpe ratio and drawdown
Performance
LOFF-59.96%SPCH-60.54%
Summary
LOFF vs SPCH
Since Jun 15, 2026, LOFF returned -59.96% against -60.54% for SPCH. LOFF had the higher Sharpe ratio since Jun 15, 2026 (-0.76 vs -0.78), meaning more return for each unit of volatility. The worst peak-to-trough drop since Jun 15, 2026 was -75.34% for SPCH and -75.34% for LOFF. Dividends since Jun 15, 2026 came to 0.24% of LOFF's price, while SPCH paid none. Their daily returns had a correlation of 1.00 since Jun 15, 2026, which is very high.
Ranking
How LOFF and SPCH rank
LOFFSPCH
Current Drawdown
LOFF-63.51%SPCH-64.10%
Rolling Volatility
LOFF145.24%SPCH145.82%
METRICS
Correlation Matrix
Fees and dividends
What LOFF and SPCH cost and pay
LOFFSPCHExpense ratio0.97%0.75%Yield0.24%*0.00%Paid, past year$0.03*NonePaysQuarterly—Growth a year——Return with dividends——Return, price only——
LOFF charges 0.97% a year and SPCH 0.75%.
Metrics
Risk Indicators
LOFF*SPCH*
Alpha
LOFF
-103.13%
SPCH
-107.03%
Beta
LOFF
4.76x
SPCH
4.72x
Sharpe
LOFF
-0.76
SPCH
-0.78
Sortino
LOFF
-1.05
SPCH
-1.08
Omega
LOFF
0.88
SPCH
0.88
Calmar
LOFF
-0.80
SPCH
-0.80
Martin
LOFF
-1.98
SPCH
-2.03
Comparisons