SPAX vs SPCX: returns, Sharpe ratio and drawdown
Performance
SPAX-59.90%SPCX-11.73%
Summary
SPAX vs SPCX
SPAX's return was -59.90% since Jun 15, 2026, and SPCX's -11.73% since Jun 12, 2026. SPAX's Sharpe ratio was -0.75 since Jun 15, 2026, and SPCX's -0.03 since Jun 12, 2026. SPAX's worst peak-to-trough drop was -75.29% since Jun 15, 2026, and SPCX's -46.35% since Jun 12, 2026.
Ranking
How SPAX and SPCX rank
SPAXSPCX
522
1Y Return Rank *——
5Y Return Rank1326
Sharpe Ratio Rank *628
Max Drawdown Rank *410
Volatility Rank *00
Dividend Yield Rank *Current Drawdown
SPAX-63.40%SPCX-29.60%
Rolling Volatility
SPAX146.56%SPCX73.07%
METRICS
Correlation Matrix
Fees and dividends
What SPAX and SPCX cost and pay
SPAXSPCXExpense ratio1.50%—Yield0.00%0.00%Paid, past yearNoneNonePays——Growth a year——Return with dividends——Return, price only——
Metrics
Risk Indicators
SPAX*SPCX*
Alpha
SPAX
-101.81%
SPCX
-7.77%
Beta
SPAX
4.81x
SPCX
2.70x
Sharpe
SPAX
-0.75
SPCX
-0.03
Sortino
SPAX
-1.03
SPCX
-0.04
Omega
SPAX
0.88
SPCX
1.00
Calmar
SPAX
-0.80
SPCX
-0.25
Martin
SPAX
-1.96
SPCX
-0.07
Comparisons