RKT vs UWMC: returns, Sharpe ratio and drawdown

Over the past year, RKT returned -37.07% against -81.15% for UWMC. Over five years, RKT averaged -8.19% a year, compared with -31.35% for UWMC. RKT had the higher Sharpe ratio over the past year (-0.60 vs -2.13), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -55.08% for RKT and -83.44% for UWMC.