TAX vs NISM

Comparison between CAMBRIA TAX AWARE ETF (TAX, ETF) and NYLI INTERNATIONAL SMALL-MID CAP EQUITY ETF (NISM, ETF).

TAX vs NISM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TAX(ETF)	NISM(ETF)
Net Assets	$26M	$26M
Expense Ratio	0.54%	0.70%
Max Drawdown	80.04%	4.35%
Sharpe Ratio	1.13	-1.36
5Y Beta	0.97	0.87
P/E Ratio	27.04	N/A
Forward P/E	17.52	N/A
PEG Ratio	0.94	N/A
5Y EPS CAGR	23.31%	N/A
Debt to Equity	91.53%	N/A
P/S Ratio	1.22	N/A
P/B Ratio	3.16	N/A

Net Assets

TAX

$26M

Winner

NISM

$26M

Expense Ratio

Winner

TAX

0.54%

NISM

0.70%

Max Drawdown

TAX

80.04%

Winner

NISM

4.35%

Sharpe Ratio

Winner

TAX

1.13

NISM

-1.36

5Y Beta

TAX

0.97

Winner

NISM

0.87

P/E Ratio

TAX

27.04

NISM

N/A

Forward P/E

TAX

17.52

NISM

N/A

PEG Ratio

TAX

0.94

NISM

N/A

5Y EPS CAGR

TAX

23.31%

NISM

N/A

Debt to Equity

TAX

91.53%

NISM

N/A

P/S Ratio

TAX

1.22

NISM

N/A

P/B Ratio

TAX

3.16

NISM

N/A

TAX vs NISM - Historical Returns

Returns include dividend reinvestment.

Period	TAX	NISM
1 month	+2.46%	-1.54%
3 months	+13.27%	N/A
6 months	+7.02%	N/A
1 year	+22.88%	N/A
5 years(CAGR)	+16.64%	N/A
10 years(CAGR)	+11.50%	N/A
Max(CAGR)	+6.99%	-17.21%

Winner

TAX

+2.46%

NISM

-1.54%

TAX

+13.27%

NISM

N/A

TAX

+7.02%

NISM

N/A

TAX

+22.88%

NISM

N/A

5Y(CAGR)

TAX

+16.64%

NISM

N/A

10Y(CAGR)

TAX

+11.50%

NISM

N/A

Max(CAGR)

Winner

TAX

+6.99%

NISM

-17.21%

TAX vs NISM - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

Year	TAX	NISM
2026	+6.79%	-1.54%
2025	+16.54%	N/A
2024	+0.26%	N/A
2018	-12.51%	N/A
2017	-13.07%	N/A
2016	-39.66%	N/A
2015	-32.96%	N/A
2014	+48.85%	N/A
2013	+73.94%	N/A
2012	-1.57%	N/A

TAX vs NISM Drawdown Comparison

The maximum drawdown for TAX was -77.48%, occurring on Mar 1, 2018. This drawdown has not yet recovered.

The maximum drawdown for NISM was -4.35%, occurring on Jun 10, 2026. This drawdown has not yet recovered.

The current TAX drawdown is -8.15%. The current NISM drawdown is -1.62%.

Rank	TAX	NISM
#1	-77.48% Nov 12, 2014 - Mar 1, 2018	-4.35% May 26, 2026 - Jun 10, 2026
#2	-35.36% Jul 2, 2012 - Oct 5, 2012	-2.68% May 13, 2026 - May 26, 2026
#3	-13.80% Jul 23, 2013 - Oct 2, 2013	N/A
#4	-12.74% Oct 12, 2012 - Jan 29, 2013	N/A
#5	-12.16% Aug 6, 2014 - Oct 28, 2014	N/A
#6	-9.69% Dec 24, 2013 - Jan 21, 2014	N/A
#7	-9.18% May 3, 2013 - Jul 10, 2013	N/A
#8	-7.18% Feb 4, 2013 - Apr 10, 2013	N/A
#9	-5.40% Apr 1, 2014 - Jun 12, 2014	N/A
#10	-5.31% Feb 21, 2014 - Mar 6, 2014	N/A
#11	-5.23% Oct 4, 2013 - Oct 18, 2013	N/A
#12	-5.22% Nov 29, 2013 - Dec 20, 2013	N/A
#13	-4.94% Oct 22, 2013 - Nov 21, 2013	N/A
#14	-3.86% Jan 22, 2014 - Feb 10, 2014	N/A
#15	-3.83% Feb 10, 2014 - Feb 21, 2014	N/A

Correlation

Correlation between TAX and NISM is -1.00 which considered as a very strong negative correlation - the stocks move almost identically in opposite directions.

-1.00

-101