MUU vs SNDG: Returns, Risk & Full Comparison | Redstone

MUU vs SNDG: Returns, Risk & Full Comparison | Redstone

Performance

MUU+689.23%SNDG-57.30%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
MUU	-11.49%	+299.90%	+689.23%	—	-68.12%	2.06
SNDG	-13.98%	—	—	—	—	—

Current Drawdown

MUU-60.48%SNDG-80.64%

Rolling Volatility

MUU+6.00%SNDG+8.27%

METRICS

Correlation Matrix

	MUU	SNDG
MUU	1.00	0.84
SNDG	0.84	1.00

Metrics

Risk Indicators

MUUSNDG

Alpha

271.64%

—

Beta

6.66x

—

Sharpe

2.06

—

Sortino

3.42

—

Omega

1.41

—

Calmar

10.12

—

Martin

10.94

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Comparisons

More MUU comparisons

More SNDG comparisons