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BLD vs. FNGU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BLD and FNGU is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

BLD vs. FNGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TopBuild Corp. (BLD) and MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
298.66%
1,013.73%
BLD
FNGU

Key characteristics

Sharpe Ratio

BLD:

-0.46

FNGU:

2.02

Sortino Ratio

BLD:

-0.44

FNGU:

2.35

Omega Ratio

BLD:

0.95

FNGU:

1.31

Calmar Ratio

BLD:

-0.51

FNGU:

2.58

Martin Ratio

BLD:

-1.26

FNGU:

8.58

Ulcer Index

BLD:

14.41%

FNGU:

17.41%

Daily Std Dev

BLD:

39.60%

FNGU:

73.81%

Max Drawdown

BLD:

-52.26%

FNGU:

-92.34%

Current Drawdown

BLD:

-35.51%

FNGU:

-14.19%

Returns By Period

In the year-to-date period, BLD achieves a -17.45% return, which is significantly lower than FNGU's 156.09% return.


BLD

YTD

-17.45%

1M

-11.75%

6M

-20.41%

1Y

-16.14%

5Y*

24.62%

10Y*

N/A

FNGU

YTD

156.09%

1M

16.42%

6M

37.34%

1Y

161.35%

5Y*

58.71%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Sharpe ratio
The chart of Sharpe ratio for BLD, currently valued at -0.46, compared to the broader market-4.00-2.000.002.00-0.462.02
The chart of Sortino ratio for BLD, currently valued at -0.44, compared to the broader market-4.00-2.000.002.004.00-0.442.35
The chart of Omega ratio for BLD, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.31
The chart of Calmar ratio for BLD, currently valued at -0.51, compared to the broader market0.002.004.006.00-0.512.58
The chart of Martin ratio for BLD, currently valued at -1.26, compared to the broader market0.0010.0020.00-1.268.58
BLD
FNGU

The current BLD Sharpe Ratio is -0.46, which is lower than the FNGU Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of BLD and FNGU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.46
2.02
BLD
FNGU

Dividends

BLD vs. FNGU - Dividend Comparison

Neither BLD nor FNGU has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-35.51%
-14.19%
BLD
FNGU

Volatility

BLD vs. FNGU - Volatility Comparison

The current volatility for TopBuild Corp. (BLD) is 14.60%, while MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) has a volatility of 22.37%. 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.


10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
14.60%
22.37%
BLD
FNGU
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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