SonicShares Global Shipping ETF

10-Year Study

BOAT.US · · US · ETF

Executive Summary: SonicShares Global Shipping ETF has compounded at 20.5% annually over the last 10 years, with a maximum drawdown of 28.2% and an annualized volatility of 26.6%.

1Y CAGR
+54.3%
3Y CAGR
+30.1%
5Y CAGR
+20.5%
10Y CAGR
+20.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
28.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.75
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.23
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +29.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · 6.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202613.517.0-3.20.7————————29.4%
2025-1.1-2.5-0.9-0.312.0-0.75.75.0-0.13.40.20.722.8%
20245.4-1.4-2.58.617.6-2.8-6.6-1.57.0-9.2-4.8-1.16.0%
20231.610.7-1.5-0.8-11.46.910.7-2.81.5-0.40.99.024.5%
20220.414.23.6-8.013.8-18.313.3-7.5-16.26.714.3-2.56.3%
2021————————0.2-2.2-2.211.97.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 26.6%. The dominant macroeconomic risk driver is VEA.US, accounting for 27.7% of variance. Idiosyncratic stock-specific factors contribute 40.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-08-0110000
2021-09-0110023.697791716892
2021-10-019808.13565669214
2021-11-019589.004224643362
2021-12-0110728.136592901194
2022-01-0110771.02667025547
2022-02-0112300.55821464933
2022-03-0112743.209558694458
2022-04-0111729.236638541388
2022-05-0113347.94209546992
2022-06-0110903.032147078444
2022-07-0112356.789271044225
2022-08-0111433.745655404853
2022-09-019581.807117529344
2022-10-0110225.509356239249
2022-11-0111689.506266749366
2022-12-0111399.749564077656
2023-01-0111583.129512820215
2023-02-0112819.101005254473
2023-03-0112623.257773460815
2023-04-0112522.84935226036
2023-05-0111096.066751705655
2023-06-0111862.880481211456
2023-07-0113135.539666007418
2023-08-0112773.75337912956
2023-09-0112962.692069139039
2023-10-0112915.413511837194
2023-11-0113028.928859814398
2023-12-0114196.323038934595
2024-01-0114965.009186551359
2024-02-0114751.963113363216
2024-03-0114384.267006822623
2024-04-0115626.08980585365
2024-05-0118368.71423388843
2024-06-0117853.44817497747
2024-07-0116681.782542041637
2024-08-0116432.80944634937
2024-09-0117583.878480064603
2024-10-0115974.535113690887
2024-11-0115204.795730886706
2024-12-0115043.358181882013
2025-01-0114877.122561467977
2025-02-0114502.170834747401
2025-03-0114376.367742916995
2025-04-0114332.658482639175
2025-05-0116053.235187417351
2025-06-0115942.704005804499
2025-07-0116856.209991691147
2025-08-0117703.537699968405
2025-09-0117692.069139038747
2025-10-0118286.97148073165
2025-11-0118332.026541526724
2025-12-0118468.479011363237
2026-01-0120953.52892300851
2026-02-0124522.82594703397
2026-03-0123730.559033832254
2026-04-0123896.73614118033
Annual Return Matrix
YearAnnual Return
20220.06260294743272277
20230.24531885188683145
20240.05966581209967914
20250.22768325981936566
20260.29392009631530613
Total Factor Risk
0.2662222417294151
VTI.US Exposure
-0.09059865536054204
VEA.US Exposure
0.27703364106475914
VWO.US Exposure
-0.03901386693536168
QQQ.US Exposure
0.052392185191144254
VTV.US Exposure
-0.033678749719565144
IJR.US Exposure
0.10577747865187799
QUAL.US Exposure
0.030923496895422786
SHV.US Exposure
0.061765984072234825
TLT.US Exposure
0.0488351272346226
LQD.US Exposure
-0.028833650088475934
HYG.US Exposure
0.15352874904805597
GLD.US Exposure
-0.006578086606867418
USO.US Exposure
0.017695432439026923
VNQ.US Exposure
-0.040259200239803825
BTC-USD.CC Exposure
0.014396223051064805
CPER.US Exposure
0.013650506081864668
VIX.INDX Exposure
0.013828095143339315
UUP.US Exposure
-0.0016577602546895686
TIP.US Exposure
0.04701300389318683
Idiosyncratic Exposure
0.4037800464387054
Value Score
45.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
73.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
26.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →10.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.11%
Market Cap$5.1B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$250
Avg Yield on Cost
2.50%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$250.442.50%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+23.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
4.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.64
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is SonicShares Global Shipping ETF a high-risk investment?

SonicShares Global Shipping ETF (BOAT.US) has an annualized volatility of 26.6% and experienced a maximum drawdown of 28.2% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of BOAT.US?

Over the past 10 years, BOAT.US has generated a Compound Annual Growth Rate (CAGR) of 20.5%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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