SFTY vs STOT

Comparison between HORIZON MANAGED RISK ETF (SFTY, ETF) and STATE STREET(R) DOUBLELINE(R) SHORT DURATION TOTAL RETURN TACTICAL ETF (STOT, ETF).

SFTY vs STOT - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SFTY(ETF)	STOT(ETF)
Net Assets	$508M	$507M
Expense Ratio	0.77%	0.45%
Max Drawdown	8.64%	9.93%
Sharpe Ratio	1.25	-0.38
5Y Beta	0.93	-0.00
P/E Ratio	25.44	N/A
Forward P/E	20.40	N/A
PEG Ratio	0.30	N/A
5Y Dividends CAGR	N/A	22.21%
5Y EPS CAGR	25.76%	N/A
Debt to Equity	2.52%	N/A
P/S Ratio	3.67	N/A
P/B Ratio	5.76	N/A

Net Assets

Winner

SFTY

$508M

STOT

$507M

Expense Ratio

SFTY

0.77%

Winner

STOT

0.45%

Max Drawdown

Winner

SFTY

8.64%

STOT

9.93%

Sharpe Ratio

Winner

SFTY

1.25

STOT

-0.38

5Y Beta

SFTY

0.93

Winner

STOT

-0.00

P/E Ratio

SFTY

25.44

STOT

N/A

Forward P/E

SFTY

20.40

STOT

N/A

PEG Ratio

SFTY

0.30

STOT

N/A

5Y Dividends CAGR

SFTY

N/A

STOT

22.21%

5Y EPS CAGR

SFTY

25.76%

STOT

N/A

Debt to Equity

SFTY

2.52%

STOT

N/A

P/S Ratio

SFTY

3.67

STOT

N/A

P/B Ratio

SFTY

5.76

STOT

N/A

SFTY vs STOT - Historical Returns

Returns include dividend reinvestment.

Period	SFTY	STOT
1 month	+3.78%	+0.55%
3 months	+2.91%	+0.83%
6 months	+10.59%	+0.96%
1 year	+20.39%	+3.45%
5 years(CAGR)	N/A	+2.94%
10 years(CAGR)	N/A	+2.39%
Max(CAGR)	+21.84%	+2.45%

Winner

SFTY

+3.78%

STOT

+0.55%

Winner

SFTY

+2.91%

STOT

+0.83%

Winner

SFTY

+10.59%

STOT

+0.96%

Winner

SFTY

+20.39%

STOT

+3.45%

5Y(CAGR)

SFTY

N/A

STOT

+2.94%

10Y(CAGR)

SFTY

N/A

STOT

+2.39%

Max(CAGR)

Winner

SFTY

+21.84%

STOT

+2.45%

SFTY vs STOT - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	SFTY	STOT
2026	+12.31%	+1.70%
2025	+11.73%	+5.61%
2024	N/A	+5.33%
2023	N/A	+6.34%
2022	N/A	-3.62%
2021	N/A	+0.38%
2020	N/A	+2.47%
2019	N/A	+4.31%
2018	N/A	+0.97%
2017	N/A	+1.72%
2016	N/A	+0.89%

SFTY vs STOT Drawdown Comparison

The maximum drawdown for SFTY was -8.64%, occurring on Mar 30, 2026. Recovery took 54 trading sessions.

The maximum drawdown for STOT was -6.07%, occurring on Nov 7, 2022. Recovery took 567 trading sessions.

The current SFTY drawdown is -1.23%.

Rank	SFTY	STOT
#1	-8.64% Jan 27, 2026 - Apr 15, 2026	-6.07% Aug 3, 2021 - Nov 2, 2023
#2	-4.59% Oct 28, 2025 - Dec 10, 2025	-5.13% Mar 5, 2020 - Jul 23, 2020
#3	-3.77% Jun 2, 2026 - Jul 10, 2026	-1.59% Nov 7, 2016 - Apr 12, 2017
#4	-2.89% Jul 10, 2026 - Aug 3, 2026	-1.33% Sep 7, 2017 - Aug 20, 2018
#5	-2.75% Dec 11, 2025 - Dec 23, 2025	-0.85% Feb 12, 2021 - Jul 6, 2021
#6	-2.56% Oct 8, 2025 - Oct 20, 2025	-0.80% May 18, 2017 - Aug 3, 2017
#7	-2.42% Jan 12, 2026 - Jan 27, 2026	-0.76% Feb 27, 2026 - Apr 17, 2026
#8	-1.90% Aug 13, 2026 - Aug 20, 2026	-0.72% Oct 1, 2024 - Nov 27, 2024
#9	-1.88% May 14, 2026 - May 26, 2026	-0.72% Aug 20, 2018 - Dec 18, 2018
#10	-1.57% Jul 25, 2025 - Aug 6, 2025	-0.71% May 7, 2025 - May 22, 2025
#11	-1.45% Aug 12, 2025 - Aug 28, 2025	-0.66% Apr 4, 2025 - Apr 28, 2025
#12	-1.34% Sep 22, 2025 - Oct 6, 2025	-0.57% Apr 18, 2017 - May 16, 2017
#13	-1.26% Dec 24, 2025 - Jan 9, 2026	-0.51% May 22, 2025 - Jun 18, 2025
#14	-1.10% Apr 17, 2026 - Apr 24, 2026	-0.48% Oct 18, 2016 - Nov 7, 2016
#15	-1.04% Aug 28, 2025 - Sep 4, 2025	-0.44% Sep 4, 2019 - Oct 2, 2019

Correlation

Correlation between SFTY and STOT is 0.91 which considered as a very strong positive correlation - the stocks move almost identically together.

0.91

-101

Dividend Comparison (2016 - 2026)

SFTY vs STOT dividend yield comparison.

Year	SFTY	STOT
2026	0.00%	2.50%
2025	0.19%	4.52%
2024	0.00%	5.10%
2023	0.00%	4.53%
2022	0.00%	2.54%
2021	0.00%	1.76%
2020	0.00%	1.66%
2019	0.00%	2.61%
2018	0.00%	2.50%
2017	0.00%	1.95%
2016	0.00%	2.08%