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ISIN
US0636798151
CUSIP
06367V105
Issuer
BMO
Inception Date
Apr 9, 2019
Region
North America (U.S.)
Leveraged
3x
Index Tracked
Solactive MicroSectors U.S. Big Oil Index (-300%)
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend
Assets Under Management
$58M

Share Price Chart


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Performance

NRGU Performance Chart

MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU) is up 75.5% since the beginning of the year. NRGU is currently trading at $31 per share.


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S&P 500 Index

Returns By Period

MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU) has returned 75.49% so far this year and 61.72% over the past 12 months.


MicroSectors U.S. Big Oil Index 3X Leveraged ETN

1D
5.64%
1M
-22.47%
YTD
75.49%
6M
77.93%
1Y
61.72%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NRGU Monthly Returns History

Based on dividend-adjusted daily data since Feb 20, 2025, NRGU's average daily return is +0.23%, while the average monthly return is +3.78%. At this rate, an investment would double in approximately 1.6 years.

Historically, 53% of months were positive and 47% were negative. The best month was Mar 2026 with a return of +54.2%, while the worst month was Apr 2025 at -46.4%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 3 months.

On a daily basis, NRGU closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +29.3%, while the worst single day was Apr 3, 2025 at -30.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202634.46%29.45%54.17%-8.94%-20.28%-9.91%75.49%
2025-6.04%4.01%-46.37%9.68%12.38%12.62%17.04%-3.66%-11.12%6.80%-10.12%-30.00%

Benchmark Metrics

MicroSectors U.S. Big Oil Index 3X Leveraged ETN has an annualized alpha of 31.93%, beta of 1.78, and R2 of 0.13 versus S&P 500 Index. Calculated based on daily prices since February 20, 2025.

  • R2 of 0.13 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
31.93%
Beta
1.78
0.13
Upside Capture
100.68%
Downside Capture
96.06%

Expense Ratio

NRGU has a high expense ratio of 0.95%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

NRGU ranks 27 for risk / return — below 27% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


NRGU Risk / Return Rank: 2727
Overall Rank
NRGU Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
NRGU Sortino Ratio Rank: 2828
Sortino Ratio Rank
NRGU Omega Ratio Rank: 2727
Omega Ratio Rank
NRGU Calmar Ratio Rank: 3030
Calmar Ratio Rank
NRGU Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NRGUBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.22

Sortino ratioReturn per unit of downside risk

-1.29

Omega ratioGain probability vs. loss probability

1.18

1.37

-0.19

Calmar ratioReturn relative to maximum drawdown

1.45

2.78

-1.33

Martin ratioReturn relative to average drawdown

3.58

12.44

-8.86

Dividends

Dividend History


MicroSectors U.S. Big Oil Index 3X Leveraged ETN doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the MicroSectors U.S. Big Oil Index 3X Leveraged ETN. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the MicroSectors U.S. Big Oil Index 3X Leveraged ETN was 57.50%, occurring on Apr 10, 2025. Recovery took 205 trading sessions.

The current MicroSectors U.S. Big Oil Index 3X Leveraged ETN drawdown is 39.48%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-57.50%Apr 2025
1mo 18d10mo
11mo 18dFeb 2025 - Feb 2026
2026 bear market2026
-42.71%Jun 2026
2mo 20d
2mo 25dMar 2026 - now
2026 pullback2026
-7.60%Feb 2026
0s7d
7dFeb 2026 - Feb 2026
2026 pullback2026
-7.25%Mar 2026
1d1d
2dMar 2026 - Mar 2026
2026 pullback2026
-4.84%Feb 2026
2d2d
4dFeb 2026 - Feb 2026

Drawdown Indicators


NRGUBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-57.50%

-56.78%

-0.72%

Max Drawdown (1Y)

Largest decline over 1 year

-42.71%

-9.10%

-33.61%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-39.48%

-1.80%

-37.68%

Average Drawdown

Average peak-to-trough decline

-25.55%

-10.71%

-14.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.39%

2.03%

+15.36%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with NRGU

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