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BNKU vs. COIN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BNKU and COIN 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.


-0.50.00.51.00.3

Performance

BNKU vs. COIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors U.S. Big Banks Index 3X Leveraged ETNs (BNKU) and Coinbase Global, Inc. (COIN). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
21.44%
20.94%
BNKU
COIN

Key characteristics

Returns By Period


BNKU

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

COIN

YTD

54.18%

1M

-11.98%

6M

26.30%

1Y

52.81%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

BNKU vs. COIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors U.S. Big Banks Index 3X Leveraged ETNs (BNKU) and Coinbase Global, Inc. (COIN). 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 BNKU, currently valued at 1.45, compared to the broader market0.002.004.001.450.68
The chart of Sortino ratio for BNKU, currently valued at 2.06, compared to the broader market-2.000.002.004.006.008.0010.002.061.59
The chart of Omega ratio for BNKU, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.18
The chart of Calmar ratio for BNKU, currently valued at 0.75, compared to the broader market0.005.0010.0015.000.750.89
The chart of Martin ratio for BNKU, currently valued at 7.98, compared to the broader market0.0020.0040.0060.0080.00100.007.982.56
BNKU
COIN


Rolling 12-month Sharpe Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.45
0.68
BNKU
COIN

Dividends

BNKU vs. COIN - Dividend Comparison

Neither BNKU nor COIN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BNKU vs. COIN - Drawdown Comparison


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-50.51%
-24.97%
BNKU
COIN

Volatility

BNKU vs. COIN - Volatility Comparison

The current volatility for MicroSectors U.S. Big Banks Index 3X Leveraged ETNs (BNKU) is 0.00%, while Coinbase Global, Inc. (COIN) has a volatility of 22.63%. This indicates that BNKU experiences smaller price fluctuations and is considered to be less risky than COIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember0
22.63%
BNKU
COIN
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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.

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