Performance

PINS-33.40%TTD-76.70%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
PINS	-3.52%	-17.51%	-33.40%	-13.35%	-56.24%	-0.57
TTD	-6.85%	-67.54%	-76.70%	-30.57%	-77.98%	-2.38

Summary

PINS vs TTD

Over the past year, PINS returned -33.40% against -76.70% for TTD. Over five years, PINS averaged -13.35% a year, compared with -30.57% for TTD. PINS had the higher Sharpe ratio over the past year (-0.57 vs -2.38), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -56.24% for PINS and -77.98% for TTD.

Current Drawdown

PINS-37.83%TTD-77.41%

Rolling Volatility

PINS+2.66%TTD+2.87%

METRICS

Correlation Matrix

	PINS	TTD
PINS	1.00	0.33
TTD	0.33	1.00

Metrics

Risk Indicators

PINSTTD

Alpha

-39.50%

-143.15%

Beta

0.95x

0.86x

Sharpe

-0.57

-2.38

Sortino

-0.71

-3.04

Omega

0.90

0.66

Calmar

-0.59

-0.98

Martin

-0.81

-2.40

Comparisons

More PINS comparisons

PINS vs XLC
PINS vs SPY
PINS vs RDDT
PINS vs PPLI
PINS vs NYT

More TTD comparisons

TTD vs APP
TTD vs XLC
TTD vs SPY
TTD vs MTCH
TTD vs NWS
TTD vs NWSA

PINS vs TTD: returns, Sharpe ratio and drawdown

PINS vs TTD

More PINS comparisons

More TTD comparisons