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ASMF vs INRO

Comparison between Virtus AlphaSimplex Managed Futures ETF (ASMF, ETF) and BlackRock U.S. Industry Rotation ETF (INRO, ETF).

ASMF vs INRO - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
ASMF
$31M
INRO
$31M
Expense Ratio
ASMF
0.80%
Winner
INRO
0.42%
Max Drawdown
Winner
ASMF
16.69%
INRO
20.14%
Sharpe Ratio
ASMF
0.94
Winner
INRO
1.67
5Y Beta
Winner
ASMF
0.31
INRO
1.03
P/E Ratio
ASMF
N/A
INRO
32.35
Forward P/E
ASMF
N/A
INRO
23.70
5Y EPS CAGR
ASMF
N/A
INRO
31.21%
Debt to Equity
ASMF
N/A
INRO
35.50%
P/S Ratio
ASMF
N/A
INRO
3.73
P/B Ratio
ASMF
N/A
INRO
6.25

ASMF vs INRO - Historical Returns

Returns include dividend reinvestment.

1M
ASMF
-1.28%
Winner
INRO
+2.56%
3M
ASMF
+1.24%
Winner
INRO
+10.49%
6M
ASMF
+9.09%
Winner
INRO
+9.83%
1Y
ASMF
+14.77%
Winner
INRO
+28.72%
Max(CAGR)
ASMF
+2.21%
Winner
INRO
+17.63%

ASMF vs INRO - Annual Returns (2024 - 2026)

Returns include dividend reinvestment.

YearASMFINRO
2026+6.55%+10.05%
2025+0.64%+16.86%
2024-3.56%+10.88%

ASMF vs INRO Drawdown Comparison

The maximum drawdown for ASMF was -15.30%, occurring on Apr 8, 2025. Recovery took 397 trading sessions.

The maximum drawdown for INRO was -20.02%, occurring on Apr 8, 2025. Recovery took 90 trading sessions.

The current ASMF drawdown is -3.31%. The current INRO drawdown is -3.24%.

RankASMFINRO
#1-15.30%
Jul 10, 2024 - Feb 9, 2026
-20.02%
Feb 19, 2025 - Jun 30, 2025
#2-5.02%
Feb 27, 2026 - May 12, 2026
-10.52%
Jul 10, 2024 - Oct 9, 2024
#3-4.22%
May 20, 2024 - Jul 1, 2024
-9.36%
Jan 28, 2026 - Apr 14, 2026
#4-3.31%
May 19, 2026 - Jun 5, 2026
-6.91%
Mar 28, 2024 - May 15, 2024
#5-2.19%
Feb 11, 2026 - Feb 24, 2026
-5.37%
Oct 28, 2025 - Dec 23, 2025
#6-0.57%
Feb 9, 2026 - Feb 11, 2026
-4.55%
Dec 6, 2024 - Jan 23, 2025
#7-0.38%
May 13, 2026 - May 19, 2026
-3.24%
Jun 2, 2026 - Jun 5, 2026
#8-0.36%
Feb 25, 2026 - Feb 27, 2026
-3.02%
Oct 8, 2025 - Oct 24, 2025
#9-0.14%
Jul 5, 2024 - Jul 10, 2024
-2.88%
Jan 12, 2026 - Jan 27, 2026
#10N/A-2.67%
May 14, 2026 - May 26, 2026
#11N/A-2.58%
Oct 18, 2024 - Nov 6, 2024
#12N/A-2.27%
Nov 11, 2024 - Nov 25, 2024
#13N/A-2.16%
Jan 23, 2025 - Feb 13, 2025
#14N/A-2.13%
Jul 25, 2025 - Aug 8, 2025
#15N/A-1.66%
Aug 14, 2025 - Aug 26, 2025

Correlation

Correlation between ASMF and INRO is 0.43 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.43
-101

Dividend Comparison (2024 - 2026)

ASMF vs INRO dividend yield comparison.

YearASMFINRO
20260.00%0.16%
20250.22%0.68%
20241.66%0.50%

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