BLD vs. FNGU
Compare and contrast key facts about TopBuild Corp. (BLD) and MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU).
FNGU is a passively managed fund by Bank of Montreal that tracks the performance of the NYSE FANG (TR) (300%). It was launched on Jan 22, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BLD or FNGU.
Performance
BLD vs. FNGU - Performance Comparison
Returns By Period
In the year-to-date period, BLD achieves a -7.27% return, which is significantly lower than FNGU's 109.64% return.
BLD
-7.27%
-16.33%
-14.11%
17.05%
25.94%
N/A
FNGU
109.64%
7.72%
38.68%
147.53%
60.10%
N/A
Key characteristics
| BLD | FNGU | |
|---|---|---|
| Sharpe Ratio | 0.50 | 2.08 |
| Sortino Ratio | 0.98 | 2.40 |
| Omega Ratio | 1.12 | 1.32 |
| Calmar Ratio | 0.71 | 2.41 |
| Martin Ratio | 1.58 | 8.58 |
| Ulcer Index | 12.41% | 17.29% |
| Daily Std Dev | 39.50% | 71.52% |
| Max Drawdown | -52.26% | -92.34% |
| Current Drawdown | -27.56% | -12.74% |
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Correlation
The correlation between BLD and FNGU is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
BLD vs. FNGU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TopBuild Corp. (BLD) and MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU). 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.
Dividends
BLD vs. FNGU - Dividend Comparison
Neither BLD nor FNGU has paid dividends to shareholders.
Drawdowns
BLD vs. FNGU - Drawdown Comparison
The maximum BLD drawdown since its inception was -52.26%, smaller than the maximum FNGU drawdown of -92.34%. Use the drawdown chart below to compare losses from any high point for BLD and FNGU. For additional features, visit the drawdowns tool.
Volatility
BLD vs. FNGU - Volatility Comparison
The current volatility for TopBuild Corp. (BLD) is 10.70%, while MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) has a volatility of 20.93%. This indicates that BLD experiences smaller price fluctuations and is considered to be less risky than FNGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.