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AVGX vs. UI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVGX vs. UI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Daily Target 2X Long AVGO ETF (AVGX) and Ubiquiti Inc. (UI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AVGX achieves a 3.39% return, which is significantly lower than UI's 6.65% return.


AVGX

1D
-1.88%
1M
-20.84%
YTD
3.39%
6M
-5.26%
1Y
58.36%
3Y*
5Y*
10Y*

UI

1D
1.20%
1M
-11.32%
YTD
6.65%
6M
5.14%
1Y
48.81%
3Y*
49.97%
5Y*
14.06%
10Y*
31.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVGX vs. UI - Yearly Performance Comparison


2026 (YTD)20252024
AVGX
Defiance Daily Target 2X Long AVGO ETF
3.39%46.98%54.13%
UI
Ubiquiti Inc.
6.65%67.72%84.25%

Correlation

The correlation between AVGX and UI is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Aug 22, 2024

0.40

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Return for Risk

AVGX vs. UI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVGX
AVGX Risk / Return Rank: 2626
Overall Rank
AVGX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
AVGX Sortino Ratio Rank: 3030
Sortino Ratio Rank
AVGX Omega Ratio Rank: 3131
Omega Ratio Rank
AVGX Calmar Ratio Rank: 2626
Calmar Ratio Rank
AVGX Martin Ratio Rank: 2222
Martin Ratio Rank

UI
UI Risk / Return Rank: 6767
Overall Rank
UI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
UI Sortino Ratio Rank: 6767
Sortino Ratio Rank
UI Omega Ratio Rank: 6969
Omega Ratio Rank
UI Calmar Ratio Rank: 6464
Calmar Ratio Rank
UI Martin Ratio Rank: 6565
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.

AVGX vs. UI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2X Long AVGO ETF (AVGX) and Ubiquiti Inc. (UI). 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.


AVGXUIDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.19

1.20

-0.02

Calmar ratioReturn relative to maximum drawdown

1.08

1.01

+0.07

Martin ratioReturn relative to average drawdown

2.35

2.43

-0.08

AVGX vs. UI - Sharpe Ratio Comparison

The current AVGX Sharpe Ratio is 0.64, which is comparable to the UI Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of AVGX and UI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AVGX vs. UI - Drawdown Comparison

The maximum AVGX drawdown since its inception was -70.97%, smaller than the maximum UI drawdown of -77.49%. Use the drawdown chart below to compare losses from any high point for AVGX and UI.


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Drawdown Indicators


AVGXUIDifference

Max Drawdown

Largest peak-to-trough decline

-70.97%

-77.49%

+6.52%

Max Drawdown (1Y)

Largest decline over 1 year

-54.09%

-48.52%

-5.57%

Max Drawdown (3Y)

Largest decline over 3 years

-48.52%

Max Drawdown (5Y)

Largest decline over 5 years

-69.44%

Max Drawdown (10Y)

Largest decline over 10 years

-72.21%

Current Drawdown

Current decline from peak

-39.65%

-45.64%

+5.99%

Average Drawdown

Average peak-to-trough decline

-23.11%

-26.55%

+3.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.90%

20.16%

+4.74%

Volatility

AVGX vs. UI - Volatility Comparison

Defiance Daily Target 2X Long AVGO ETF (AVGX) has a higher volatility of 42.68% compared to Ubiquiti Inc. (UI) at 11.58%. This indicates that AVGX's price experiences larger fluctuations and is considered to be riskier than UI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVGXUIDifference

Volatility (1M)

Calculated over the trailing 1-month period

42.68%

11.58%

+31.10%

Volatility (6M)

Calculated over the trailing 6-month period

71.57%

40.18%

+31.39%

Volatility (1Y)

Calculated over the trailing 1-year period

91.19%

62.03%

+29.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

106.96%

48.64%

+58.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

106.96%

47.98%

+58.98%

Dividends

AVGX vs. UI - Dividend Comparison

AVGX's dividend yield for the trailing twelve months is around 1.60%, more than UI's 0.54% yield.


PositionTTM20252024202320222021202020192018
AVGX
Defiance Daily Target 2X Long AVGO ETF
1.60%1.65%0.81%0.00%0.00%0.00%0.00%0.00%0.00%
UI
Ubiquiti Inc.
0.54%0.51%0.72%1.72%0.88%0.65%0.50%0.58%0.50%

Frequently Asked Questions


AVGX and UI have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVGX has higher volatility (42.68%) compared to UI (11.58%). In terms of maximum drawdown, AVGX dropped -70.97% vs UI's -77.49%.

UI currently has the higher Sharpe Ratio (0.79 vs 0.64), 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.

Portfolio Optimizer

Find the right allocation for AVGX and UI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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