ASMF vs RNRG
Comparison between Virtus AlphaSimplex Managed Futures ETF (ASMF, ETF) and GLOBAL X RENEWABLE ENERGY PRODUCERS ETF (RNRG, ETF).
ASMF vs RNRG - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
ASMF
$31M
Winner
RNRG
$31M
Expense Ratio
ASMF
0.80%
Winner
RNRG
0.65%
Max Drawdown
Winner
ASMF
16.69%
RNRG
60.77%
Sharpe Ratio
ASMF
0.95
Winner
RNRG
0.96
5Y Beta
Winner
ASMF
0.30
RNRG
0.49
5Y Dividends CAGR
ASMF
N/A
RNRG
-15.36%
ASMF vs RNRG - Historical Returns
Returns include dividend reinvestment.
1M
Winner
ASMF
-0.40%
RNRG
-2.99%
3M
Winner
ASMF
+2.18%
RNRG
-5.59%
6M
Winner
ASMF
+4.85%
RNRG
+2.14%
1Y
ASMF
+14.86%
Winner
RNRG
+17.81%
5Y(CAGR)
ASMF
N/A
RNRG
-5.23%
10Y(CAGR)
ASMF
N/A
RNRG
+2.70%
Max(CAGR)
Winner
ASMF
+2.64%
RNRG
+0.40%
ASMF vs RNRG - Annual Returns (2015 - 2026)
Returns include dividend reinvestment.
| Year | ASMF | RNRG |
|---|---|---|
| 2026 | +7.83% | +4.29% |
| 2025 | +0.64% | +28.20% |
| 2024 | -3.56% | -20.51% |
| 2023 | N/A | -12.01% |
| 2022 | N/A | -15.20% |
| 2021 | N/A | -13.65% |
| 2020 | N/A | +25.92% |
| 2019 | N/A | +36.81% |
| 2018 | N/A | -6.85% |
| 2017 | N/A | +21.48% |
| 2016 | N/A | +8.11% |
| 2015 | N/A | -28.00% |
ASMF vs RNRG Drawdown Comparison
The maximum drawdown for ASMF was -15.30%, occurring on Apr 8, 2025. Recovery took 397 trading sessions.
The maximum drawdown for RNRG was -58.79%, occurring on Apr 8, 2025. This drawdown has not yet recovered.
The current ASMF drawdown is -2.14%. The current RNRG drawdown is -37.09%.
| Rank | ASMF | RNRG |
|---|---|---|
| #1 | -15.30% Jul 10, 2024 - Feb 9, 2026 | -58.79% Jan 7, 2021 - Apr 8, 2025 |
| #2 | -5.02% Feb 27, 2026 - May 12, 2026 | -38.29% Jun 2, 2015 - Mar 18, 2019 |
| #3 | -4.22% May 20, 2024 - Jul 1, 2024 | -38.17% Feb 19, 2020 - Nov 6, 2020 |
| #4 | -4.16% May 19, 2026 - Jun 26, 2026 | -4.78% Jul 11, 2019 - Sep 19, 2019 |
| #5 | -2.19% Feb 11, 2026 - Feb 24, 2026 | -3.15% Oct 31, 2019 - Dec 4, 2019 |
| #6 | -0.57% Feb 9, 2026 - Feb 11, 2026 | -3.11% Apr 15, 2019 - Jun 5, 2019 |
| #7 | -0.38% May 13, 2026 - May 19, 2026 | -2.48% Oct 18, 2019 - Oct 31, 2019 |
| #8 | -0.36% Feb 25, 2026 - Feb 27, 2026 | -1.79% Jun 24, 2019 - Jul 3, 2019 |
| #9 | -0.14% Jul 5, 2024 - Jul 10, 2024 | -1.68% Nov 16, 2020 - Nov 24, 2020 |
| #10 | N/A | -1.62% Mar 18, 2019 - Apr 1, 2019 |
| #11 | N/A | -1.58% Sep 26, 2019 - Oct 4, 2019 |
| #12 | N/A | -1.37% Nov 27, 2020 - Dec 4, 2020 |
| #13 | N/A | -1.28% Jun 10, 2019 - Jun 19, 2019 |
| #14 | N/A | -1.15% Jan 24, 2020 - Feb 5, 2020 |
| #15 | N/A | -1.04% Oct 4, 2019 - Oct 11, 2019 |
Correlation
Correlation between ASMF and RNRG is 0.73 which considered as a strong positive correlation - the stocks tend to move together.
0.73
-101
Dividend Comparison (2015 - 2026)
ASMF vs RNRG dividend yield comparison.
| Year | ASMF | RNRG |
|---|---|---|
| 2026 | 0.00% | 0.61% |
| 2025 | 0.22% | 1.50% |
| 2024 | 1.66% | 1.48% |
| 2023 | 0.00% | 1.44% |
| 2022 | 0.00% | 1.15% |
| 2021 | 0.00% | 1.10% |
| 2020 | 0.00% | 3.16% |
| 2019 | 0.00% | 2.97% |
| 2018 | 0.00% | 5.22% |
| 2017 | 0.00% | 4.14% |
| 2016 | 0.00% | 5.02% |
| 2015 | 0.00% | 3.48% |
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