BMW3.DE vs. FNGU
Compare and contrast key facts about Bayerische Motoren Werke Aktiengesellschaft (BMW3.DE) 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: BMW3.DE or FNGU.
Key characteristics
| BMW3.DE | FNGU | |
|---|---|---|
| YTD Return | -25.23% | 120.49% |
| 1Y Return | -19.79% | 201.15% |
| 3Y Return (Ann) | 0.99% | 4.19% |
| 5Y Return (Ann) | 7.95% | 62.70% |
| Sharpe Ratio | -0.87 | 2.70 |
| Sortino Ratio | -1.08 | 2.78 |
| Omega Ratio | 0.86 | 1.37 |
| Calmar Ratio | -0.60 | 2.97 |
| Martin Ratio | -1.34 | 11.22 |
| Ulcer Index | 16.18% | 17.23% |
| Daily Std Dev | 24.86% | 71.59% |
| Max Drawdown | -75.50% | -92.34% |
| Current Drawdown | -36.19% | -8.23% |
Correlation
The correlation between BMW3.DE and FNGU is 0.27, 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.
Performance
BMW3.DE vs. FNGU - Performance Comparison
In the year-to-date period, BMW3.DE achieves a -25.23% return, which is significantly lower than FNGU's 120.49% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BMW3.DE vs. FNGU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bayerische Motoren Werke Aktiengesellschaft (BMW3.DE) 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
BMW3.DE vs. FNGU - Dividend Comparison
BMW3.DE's dividend yield for the trailing twelve months is around 9.53%, while FNGU has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMW3.DE Bayerische Motoren Werke Aktiengesellschaft | 9.53% | 9.47% | 7.32% | 2.62% | 4.57% | 6.39% | 6.47% | 4.72% | 4.43% | 3.77% | 3.86% | 4.06% |
FNGU MicroSectors FANG+™ Index 3X Leveraged ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BMW3.DE vs. FNGU - Drawdown Comparison
The maximum BMW3.DE drawdown since its inception was -75.50%, smaller than the maximum FNGU drawdown of -92.34%. Use the drawdown chart below to compare losses from any high point for BMW3.DE and FNGU. For additional features, visit the drawdowns tool.
Volatility
BMW3.DE vs. FNGU - Volatility Comparison
The current volatility for Bayerische Motoren Werke Aktiengesellschaft (BMW3.DE) is 10.44%, while MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) has a volatility of 19.55%. This indicates that BMW3.DE 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.