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BMNU vs. OILD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BMNU vs. OILD - 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 MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BMNU achieves a -82.74% return, which is significantly lower than OILD's -54.54% return.


BMNU

1D
3.58%
1M
-18.33%
6M
-85.30%
YTD
-82.74%
1Y
3Y*
5Y*
10Y*

OILD

1D
-1.43%
1M
10.54%
6M
-48.60%
YTD
-54.54%
1Y
-59.78%
3Y*
-41.86%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BMNU vs. OILD - Yearly Performance Comparison


Correlation

The correlation between BMNU and OILD is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

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Return for Risk

BMNU vs. OILD — 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.


OILD
OILD Risk / Return Rank: 22
Overall Rank
OILD Sharpe Ratio Rank: 22
Sharpe Ratio Rank
OILD Sortino Ratio Rank: 11
Sortino Ratio Rank
OILD Omega Ratio Rank: 22
Omega Ratio Rank
OILD Calmar Ratio Rank: 22
Calmar Ratio Rank
OILD Martin Ratio Rank: 22
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. OILD - 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 MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD). 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.


BMNUOILDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.83

Calmar ratioReturn relative to maximum drawdown

-0.82

Martin ratioReturn relative to average drawdown

-1.31

BMNU vs. OILD - Sharpe Ratio Comparison


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Drawdowns

BMNU vs. OILD - Drawdown Comparison

The maximum BMNU drawdown since its inception was -98.29%, roughly equal to the maximum OILD drawdown of -98.90%. Use the drawdown chart below to compare losses from any high point for BMNU and OILD.


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Drawdown Indicators


BMNUOILDDifference

Max Drawdown

Largest peak-to-trough decline

-98.29%

-98.90%

+0.61%

Max Drawdown (1Y)

Largest decline over 1 year

-74.53%

Max Drawdown (3Y)

Largest decline over 3 years

-86.29%

Current Drawdown

Current decline from peak

-97.89%

-98.52%

+0.63%

Average Drawdown

Average peak-to-trough decline

-81.57%

-88.77%

+7.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.48%

Volatility

BMNU vs. OILD - Volatility Comparison


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Volatility by Period


BMNUOILDDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.60%

Volatility (6M)

Calculated over the trailing 6-month period

49.90%

Volatility (1Y)

Calculated over the trailing 1-year period

182.49%

62.68%

+119.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

182.49%

79.24%

+103.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

182.49%

79.24%

+103.25%

BMNU vs. OILD - Expense Ratio Comparison

BMNU has a 1.50% expense ratio, which is higher than OILD's 0.95% expense ratio.


Dividends

BMNU vs. OILD - Dividend Comparison

Neither BMNU nor OILD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BMNU and OILD have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, OILD is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

OILD is cheaper with a 0.95% expense ratio, compared with 1.50% for BMNU.

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

BMNU is categorized as Leveraged Equities, while OILD is Inverse Equities. Their fees differ too: 1.50% for BMNU and 0.95% for OILD.

Portfolio Optimizer

Find the right allocation for BMNU and OILD

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