EA Series Competition
| STXM Etf | 29.52 0.09 0.31% |
EA Series and Innovator ETFs Correlation Details
Very weak diversification
Across the chosen horizon, STXM and XTJA show a correlation of 0.58 and fall into the Very weak diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Moving together with STXM Etf
| 0.84 | VO | Vanguard Mid Cap | PairCorr |
| 0.92 | IJH | iShares Core SAMPP | PairCorr |
| 0.91 | IWR | iShares Russell Mid | PairCorr |
| 0.92 | MDY | SPDR SAMPP MIDCAP | PairCorr |
Moving against STXM Etf
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of EA Series' price to converge to an average value over time is called mean reversion.
EA Series Competition Correlation Matrix
Reviewing how EA Series Trust moves relative to competing etfs can show whether peer exposure is reducing portfolio risk or simply repeating the same market bet. Used correctly, correlation analysis helps separate broad industry exposure from company-specific behavior before additional capital is allocated across the peer group.
High positive correlations
| High negative correlations
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EA Series Competition Risk-Adjusted Indicators
There is a big difference between STXM Etf performing well and EA Series ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze EA Series' multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| META | 1.47 | -0.01 | 0.00 | -0.06 | 0.00 | 2.33 | 14.24 | |||
| MSFT | 1.24 | -0.24 | 0.00 | -0.55 | 0.00 | 2.19 | 13.28 | |||
| UBER | 1.53 | -0.09 | 0.00 | -0.21 | 0.00 | 3.18 | 11.09 | |||
| F | 1.36 | -0.11 | 0.00 | -0.14 | 0.00 | 3.61 | 10.01 | |||
| T | 1.10 | 0.21 | 0.19 | -0.82 | 1.11 | 3.87 | 8.53 | |||
| A | 1.24 | -0.32 | 0.00 | -0.35 | 0.00 | 2.48 | 7.20 | |||
| CRM | 1.82 | -0.41 | 0.00 | -0.68 | 0.00 | 3.41 | 9.78 | |||
| JPM | 1.14 | -0.05 | 0.00 | -0.07 | 0.00 | 2.18 | 8.17 | |||
| MRK | 1.13 | 0.30 | 0.22 | 0.61 | 1.22 | 2.54 | 7.29 | |||
| XOM | 1.33 | 0.45 | 0.31 | 26.63 | 1.14 | 2.90 | 6.83 |
EA Series Competitive Analysis
| Better Than Average | Worse Than Peers | View Performance Chart |
EA Series Competition Peer Performance Charts
How to Analyze EA Series Against Peers
EA Series' peer analysis compares EA Series with related companies to put valuation, quality, and risk metrics in context. This helps determine whether recent performance is company-specific or broadly sector-driven. A practical workflow includes:- Set a relevant peer group: Include direct competitors and close alternatives with comparable business exposure.
- Benchmark core financials: Compare profitability, growth, capital structure, and cash flow quality.
- Check valuation dispersion: Review whether EA Series trades at a premium or discount versus peers and why.
- Evaluate risk profile: Compare volatility, drawdowns, and correlation to avoid false diversification assumptions.
- Document the thesis: Record where EA Series leads or lags and what catalysts could close or widen the gap.
Peer Comparison Metrics & Methodology
Peer analysis for EA Series rewards breadth of comparison over narrow single-company analysis - the more peer context incorporated, the sharper the relative assessment becomes. Relative comparison helps show where EA Series is stronger or weaker against peers.
Unless otherwise specified, data for EA Series Trust is compiled from fund disclosures and market reference feeds and standardized for comparability. Updates may occur throughout the day.