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BERZ vs. FIAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BERZ vs. FIAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Solactive FANG & Innovation -3X Inverse Leveraged ETN (BERZ) and YieldMax Short COIN Option Income Strategy ETF (FIAT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BERZ achieves a -65.19% return, which is significantly lower than FIAT's 13.84% return.


BERZ

1D
3.73%
1M
-37.37%
YTD
-65.19%
6M
-64.50%
1Y
-86.22%
3Y*
-77.59%
5Y*
10Y*

FIAT

1D
4.32%
1M
16.99%
YTD
13.84%
6M
33.71%
1Y
-0.18%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BERZ vs. FIAT - Yearly Performance Comparison


Correlation

The correlation between BERZ and FIAT is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2024

0.60

The correlation between BERZ and FIAT has been stable across timeframes, ranging from 0.57 to 0.60 - a consistent structural relationship.

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Return for Risk

BERZ vs. FIAT — Risk / Return Rank

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

BERZ
BERZ Risk / Return Rank: 00
Overall Rank
BERZ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BERZ Sortino Ratio Rank: 00
Sortino Ratio Rank
BERZ Omega Ratio Rank: 00
Omega Ratio Rank
BERZ Calmar Ratio Rank: 00
Calmar Ratio Rank
BERZ Martin Ratio Rank: 11
Martin Ratio Rank

FIAT
FIAT Risk / Return Rank: 1010
Overall Rank
FIAT Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FIAT Sortino Ratio Rank: 1111
Sortino Ratio Rank
FIAT Omega Ratio Rank: 1111
Omega Ratio Rank
FIAT Calmar Ratio Rank: 99
Calmar Ratio Rank
FIAT Martin Ratio Rank: 99
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.

BERZ vs. FIAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Solactive FANG & Innovation -3X Inverse Leveraged ETN (BERZ) and YieldMax Short COIN Option Income Strategy ETF (FIAT). 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.


BERZFIATDifference
Sharpe ratioReturn per unit of total volatility

-1.14

Sortino ratioReturn per unit of downside risk

-3.32

Omega ratioGain probability vs. loss probability

0.69

1.05

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.99

-0.00

-0.98

Martin ratioReturn relative to average drawdown

-1.54

-0.01

-1.53

BERZ vs. FIAT - Sharpe Ratio Comparison

The current BERZ Sharpe Ratio is -1.14, which is lower than the FIAT Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of BERZ and FIAT, 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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Sharpe Ratios by Period


BERZFIATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.14

-0.00

-1.14

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.75

-0.37

-0.37

Drawdowns

BERZ vs. FIAT - Drawdown Comparison

The maximum BERZ drawdown since its inception was -99.80%, which is greater than FIAT's maximum drawdown of -70.50%. Use the drawdown chart below to compare losses from any high point for BERZ and FIAT.


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Drawdown Indicators


BERZFIATDifference

Max Drawdown

Largest peak-to-trough decline

-99.80%

-70.50%

-29.30%

Max Drawdown (1Y)

Largest decline over 1 year

-87.32%

-42.26%

-45.06%

Max Drawdown (3Y)

Largest decline over 3 years

-98.97%

Current Drawdown

Current decline from peak

-99.79%

-50.94%

-48.85%

Average Drawdown

Average peak-to-trough decline

-71.57%

-45.35%

-26.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

56.07%

27.32%

+28.75%

Volatility

BERZ vs. FIAT - Volatility Comparison

MicroSectors Solactive FANG & Innovation -3X Inverse Leveraged ETN (BERZ) has a higher volatility of 23.63% compared to YieldMax Short COIN Option Income Strategy ETF (FIAT) at 15.34%. This indicates that BERZ's price experiences larger fluctuations and is considered to be riskier than FIAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BERZFIATDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.63%

15.34%

+8.29%

Volatility (6M)

Calculated over the trailing 6-month period

57.98%

42.03%

+15.95%

Volatility (1Y)

Calculated over the trailing 1-year period

75.77%

55.49%

+20.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

92.20%

60.56%

+31.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.20%

60.56%

+31.64%

BERZ vs. FIAT - Expense Ratio Comparison

BERZ has a 0.95% expense ratio, which is lower than FIAT's 0.99% expense ratio.


Dividends

BERZ vs. FIAT - Dividend Comparison

BERZ has not paid dividends to shareholders, while FIAT's dividend yield for the trailing twelve months is around 93.28%.


Frequently Asked Questions


BERZ and FIAT have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BERZ has higher volatility (23.63%) compared to FIAT (15.34%). In terms of maximum drawdown, BERZ dropped -99.80% vs FIAT's -70.50%.

On 1-year performance, FIAT leads with -0.18% vs -86.22% for BERZ. On fees, BERZ is cheaper at 0.95% per year. On volatility, FIAT has been the lower-risk option at 15.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FIAT has performed better with a -0.18% return vs -86.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BERZ is cheaper with a 0.95% expense ratio, compared with 0.99% for FIAT.

FIAT has the higher dividend yield at 93.28%, compared with 0.00% for BERZ.

BERZ is categorized as Inverse Equities, while FIAT is Derivative Income. They also come from different issuers: BMO and YieldMax. Their fees differ too: 0.95% for BERZ and 0.99% for FIAT.

FIAT currently has the higher Sharpe Ratio (-0.00 vs -1.14), 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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