SNDQ vs SOXS: Returns, Risk & Full Comparison | Redstone

SNDQ vs SOXS: Returns, Risk & Full Comparison | Redstone

Performance

SNDQ-93.34%SOXS-93.62%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
SNDQ	+13.97%	—	—	—	—	—
SOXS	+12.81%	-91.05%	-93.62%	-79.02%	-96.86%	-1.35

Current Drawdown

SNDQ-93.34%SOXS-94.78%

Rolling Volatility

SNDQ+8.27%SOXS+6.96%

METRICS

Correlation Matrix

	SNDQ	SOXS
SNDQ	1.00	0.76
SOXS	0.76	1.00

Metrics

Risk Indicators

SNDQSOXS

Alpha

—

-113.34%

Beta

—

-7.85x

Sharpe

—

-1.35

Sortino

—

-1.86

Omega

—

0.80

Calmar

—

-0.97

Martin

—

-2.49

Comparisons

More SNDQ comparisons

More SOXS comparisons