PortfoliosLab logoPortfoliosLab logo
BMNU vs. INTW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BMNU vs. INTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-REX 2X Long BMNR Daily Target ETF (BMNU) and GraniteShares 2x Long INTC Daily ETF (INTW). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BMNU achieves a -79.92% return, which is significantly lower than INTW's 871.59% return.


BMNU

1D
-4.00%
1M
-34.02%
YTD
-79.92%
6M
-84.83%
1Y
3Y*
5Y*
10Y*

INTW

1D
10.59%
1M
28.23%
YTD
871.59%
6M
897.00%
1Y
2,279.34%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BMNU vs. INTW - Yearly Performance Comparison


2026 (YTD)2025
BMNU
T-REX 2X Long BMNR Daily Target ETF
-79.92%-80.88%
INTW
GraniteShares 2x Long INTC Daily ETF
871.59%7.18%

Correlation

The correlation between BMNU and INTW is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 26, 2025

0.40

Compare stocks, funds, or ETFs

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


Return for Risk

BMNU vs. INTW — Risk / Return Rank

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

BMNU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


INTW
INTW Risk / Return Rank: 9898
Overall Rank
INTW Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
INTW Sortino Ratio Rank: 9696
Sortino Ratio Rank
INTW Omega Ratio Rank: 9595
Omega Ratio Rank
INTW Calmar Ratio Rank: 9999
Calmar Ratio Rank
INTW Martin Ratio Rank: 9999
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.

BMNU vs. INTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Long BMNR Daily Target ETF (BMNU) and GraniteShares 2x Long INTC Daily ETF (INTW). 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.


BMNUINTWDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.68

Calmar ratioReturn relative to maximum drawdown

46.81

Martin ratioReturn relative to average drawdown

106.28

BMNU vs. INTW - Sharpe Ratio Comparison


Loading charts...

Drawdowns

BMNU vs. INTW - Drawdown Comparison

The maximum BMNU drawdown since its inception was -97.58%, which is greater than INTW's maximum drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for BMNU and INTW.


Loading charts...

Drawdown Indicators


BMNUINTWDifference

Max Drawdown

Largest peak-to-trough decline

-97.58%

-60.58%

-37.00%

Max Drawdown (1Y)

Largest decline over 1 year

-49.34%

Current Drawdown

Current decline from peak

-97.55%

0.00%

-97.55%

Average Drawdown

Average peak-to-trough decline

-80.41%

-29.71%

-50.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.69%

Volatility

BMNU vs. INTW - Volatility Comparison


Loading charts...

Volatility by Period


BMNUINTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

53.88%

Volatility (6M)

Calculated over the trailing 6-month period

118.13%

Volatility (1Y)

Calculated over the trailing 1-year period

185.51%

149.77%

+35.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

185.51%

148.63%

+36.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

185.51%

148.63%

+36.88%

BMNU vs. INTW - Expense Ratio Comparison

Both BMNU and INTW have an expense ratio of 1.50%.


Dividends

BMNU vs. INTW - Dividend Comparison

Neither BMNU nor INTW has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BMNU and INTW have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 1.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

BMNU and INTW have the same expense ratio: 1.50% per year.

BMNU and INTW have nearly identical dividend yields, around 0.00%.

They also come from different issuers: REX and GraniteShares.

Portfolio Optimizer

Find the right allocation for BMNU and INTW

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

Open Portfolio Optimizer