AEIS vs. NRGU
AEIS (Advanced Energy Industries, Inc.) is a stock, while NRGU (MicroSectors U.S. Big Oil Index 3X Leveraged ETN) is Leveraged Equities fund tracking the Solactive MicroSectors U.S. Big Oil Index (-300%). Over the past year, AEIS returned 105.42% vs 119.26% for NRGU. At a 0.05 correlation, their price movements are largely independent.
Performance
AEIS vs. NRGU - Performance Comparison
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Returns By Period
In the year-to-date period, AEIS achieves a 36.63% return, which is significantly lower than NRGU's 118.00% return.
AEIS
- 1D
- -5.30%
- 1M
- -18.42%
- 6M
- 11.18%
- YTD
- 36.63%
- 1Y
- 105.42%
- 3Y*
- 33.85%
- 5Y*
- 24.79%
- 10Y*
- 22.13%
NRGU
- 1D
- 3.84%
- 1M
- 18.77%
- 6M
- 86.19%
- YTD
- 118.00%
- 1Y
- 119.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AEIS vs. NRGU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AEIS Advanced Energy Industries, Inc. | 36.63% | 59.62% |
NRGU MicroSectors U.S. Big Oil Index 3X Leveraged ETN | 118.00% | -30.00% |
Correlation
The correlation between AEIS and NRGU is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (All Time) Calculated using the full available price history since Feb 20, 2025 | 0.05 |
The correlation between AEIS and NRGU shifts across timeframes, from -0.09 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AEIS vs. NRGU — Risk / Return Rank
AEIS
NRGU
AEIS vs. NRGU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Advanced Energy Industries, Inc. (AEIS) and MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| AEIS | NRGU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.26 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 2.73 | +1.27 |
| Martin ratioReturn relative to average drawdown | 12.11 | 6.13 | +5.98 |
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Drawdowns
AEIS vs. NRGU - Drawdown Comparison
The maximum AEIS drawdown since its inception was -92.51%, which is greater than NRGU's maximum drawdown of -57.50%. Use the drawdown chart below to compare losses from any high point for AEIS and NRGU.
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Drawdown Indicators
| AEIS | NRGU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.51% | -57.50% | -35.01% |
Max Drawdown (1Y)Largest decline over 1 year | -26.49% | -43.89% | +17.40% |
Max Drawdown (3Y)Largest decline over 3 years | -39.87% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -39.87% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -62.28% | — | — |
Current DrawdownCurrent decline from peak | -26.49% | -24.81% | -1.68% |
Average DrawdownAverage peak-to-trough decline | -52.18% | -26.06% | -26.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.74% | 19.53% | -10.79% |
Volatility
AEIS vs. NRGU - Volatility Comparison
Advanced Energy Industries, Inc. (AEIS) and MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU) have volatilities of 23.95% and 23.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AEIS | NRGU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.95% | 23.48% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 46.63% | 63.97% | -17.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.74% | 76.98% | -20.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.41% | 89.07% | -44.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.11% | 89.07% | -43.96% |
Dividends
AEIS vs. NRGU - Dividend Comparison
AEIS's dividend yield for the trailing twelve months is around 0.14%, while NRGU has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
AEIS Advanced Energy Industries, Inc. | 0.14% | 0.19% | 0.35% | 0.37% | 0.47% | 0.44% |
NRGU MicroSectors U.S. Big Oil Index 3X Leveraged ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AEIS and NRGU have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AEIS has higher volatility (23.95%) compared to NRGU (23.48%). In terms of maximum drawdown, AEIS dropped -92.51% vs NRGU's -57.50%.
AEIS currently has the higher Sharpe Ratio (1.87 vs 1.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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