PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BNKD vs. FNGD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BNKD and FNGD is 0.35, 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

BNKD vs. FNGD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors U.S. Big Banks Index -3X Inverse Leveraged ETNs (BNKD) and MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
-1.30%
-20.00%
BNKD
FNGD

Key characteristics

Returns By Period


BNKD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FNGD

YTD

5.71%

1M

12.81%

6M

-32.24%

1Y

-74.84%

5Y*

-75.90%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


BNKD vs. FNGD - Expense Ratio Comparison

Both BNKD and FNGD have an expense ratio of 0.95%.


BNKD
MicroSectors U.S. Big Banks Index -3X Inverse Leveraged ETNs
Expense ratio chart for BNKD: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for FNGD: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

Risk-Adjusted Performance

BNKD vs. FNGD — Risk-Adjusted Performance Rank

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

BNKD
The Risk-Adjusted Performance Rank of BNKD is 11
Overall Rank
The Sharpe Ratio Rank of BNKD is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of BNKD is 00
Sortino Ratio Rank
The Omega Ratio Rank of BNKD is 00
Omega Ratio Rank
The Calmar Ratio Rank of BNKD is 00
Calmar Ratio Rank
The Martin Ratio Rank of BNKD is 22
Martin Ratio Rank

FNGD
The Risk-Adjusted Performance Rank of FNGD is 11
Overall Rank
The Sharpe Ratio Rank of FNGD is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of FNGD is 00
Sortino Ratio Rank
The Omega Ratio Rank of FNGD is 00
Omega Ratio Rank
The Calmar Ratio Rank of FNGD is 00
Calmar Ratio Rank
The Martin Ratio Rank of FNGD is 22
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BNKD vs. FNGD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors U.S. Big Banks Index -3X Inverse Leveraged ETNs (BNKD) and MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD). 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 BNKD, currently valued at -1.17, compared to the broader market0.002.004.00-1.17-1.01
The chart of Sortino ratio for BNKD, currently valued at -1.75, compared to the broader market-2.000.002.004.006.008.0010.00-1.75-2.04
The chart of Omega ratio for BNKD, currently valued at 0.74, compared to the broader market0.501.001.502.002.503.000.740.78
The chart of Calmar ratio for BNKD, currently valued at -0.43, compared to the broader market0.005.0010.0015.00-0.43-0.75
The chart of Martin ratio for BNKD, currently valued at -1.04, compared to the broader market0.0020.0040.0060.0080.00100.00-1.04-1.35
BNKD
FNGD


Rolling 12-month Sharpe Ratio-1.60-1.40-1.20-1.00-0.80AugustSeptemberOctoberNovemberDecember2025
-1.17
-1.01
BNKD
FNGD

Dividends

BNKD vs. FNGD - Dividend Comparison

Neither BNKD nor FNGD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BNKD vs. FNGD - Drawdown Comparison


-100.00%-99.90%-99.80%-99.70%-99.60%AugustSeptemberOctoberNovemberDecember2025
-99.57%
-99.98%
BNKD
FNGD

Volatility

BNKD vs. FNGD - Volatility Comparison

The current volatility for MicroSectors U.S. Big Banks Index -3X Inverse Leveraged ETNs (BNKD) is 0.00%, while MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD) has a volatility of 22.18%. This indicates that BNKD experiences smaller price fluctuations and is considered to be less risky than FNGD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%AugustSeptemberOctoberNovemberDecember20250
22.18%
BNKD
FNGD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab