PLNT vs WING: returns, Sharpe ratio and drawdown

Over the past year, PLNT returned -46.54% against -48.45% for WING. Over five years, WING averaged -5.28% a year, compared with -8.59% for PLNT. WING had the higher Sharpe ratio over the past year (-0.83 vs -1.07), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -63.83% for PLNT and -65.63% for WING.