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BMNU vs. XTJL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BMNU vs. XTJL - 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 Innovator U.S. Equity Accelerated Plus ETF - July (XTJL). The values are adjusted to include any dividend payments, if applicable.

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BMNU vs. XTJL - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BMNU achieves a -63.39% return, which is significantly lower than XTJL's -0.71% return.


BMNU

1D
-0.85%
1M
-15.87%
YTD
-63.39%
6M
-93.69%
1Y
3Y*
5Y*
10Y*

XTJL

1D
0.66%
1M
-1.72%
YTD
-0.71%
6M
1.81%
1Y
16.00%
3Y*
14.59%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BMNU vs. XTJL - Expense Ratio Comparison

BMNU has a 1.50% expense ratio, which is higher than XTJL's 0.79% expense ratio.


Return for Risk

BMNU vs. XTJL — Risk / Return Rank

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

BMNU

XTJL
XTJL Risk / Return Rank: 5555
Overall Rank
XTJL Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XTJL Sortino Ratio Rank: 5050
Sortino Ratio Rank
XTJL Omega Ratio Rank: 7272
Omega Ratio Rank
XTJL Calmar Ratio Rank: 4141
Calmar Ratio Rank
XTJL Martin Ratio Rank: 6666
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. XTJL - 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 Innovator U.S. Equity Accelerated Plus ETF - July (XTJL). 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.


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

BMNU vs. XTJL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BMNUXTJLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.48

0.57

-1.06

Correlation

The correlation between BMNU and XTJL is 0.57, 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.


Dividends

BMNU vs. XTJL - Dividend Comparison

Neither BMNU nor XTJL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BMNU vs. XTJL - Drawdown Comparison

The maximum BMNU drawdown since its inception was -96.12%, which is greater than XTJL's maximum drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for BMNU and XTJL.


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Drawdown Indicators


BMNUXTJLDifference

Max Drawdown

Largest peak-to-trough decline

-96.12%

-23.24%

-72.88%

Max Drawdown (1Y)

Largest decline over 1 year

-13.81%

Current Drawdown

Current decline from peak

-95.53%

-2.12%

-93.41%

Average Drawdown

Average peak-to-trough decline

-74.48%

-4.18%

-70.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

Volatility

BMNU vs. XTJL - Volatility Comparison


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Volatility by Period


BMNUXTJLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

Volatility (6M)

Calculated over the trailing 6-month period

6.30%

Volatility (1Y)

Calculated over the trailing 1-year period

206.24%

18.18%

+188.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

206.24%

15.46%

+190.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

206.24%

15.46%

+190.78%