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

Correlation

The correlation between BNKU and PILL is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

BNKU vs. PILL - 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 Direxion Daily Pharmaceutical & Medical Bull 3X Shares (PILL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

BNKU:

50.01%

PILL:

103.01%

Max Drawdown

BNKU:

-2.45%

PILL:

-9.91%

Current Drawdown

BNKU:

-0.41%

PILL:

-7.66%

Returns By Period


BNKU

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

PILL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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BNKU vs. PILL - Expense Ratio Comparison

BNKU has a 0.95% expense ratio, which is lower than PILL's 0.98% expense ratio.


Risk-Adjusted Performance

BNKU vs. PILL — Risk-Adjusted Performance Rank

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

BNKU
The Risk-Adjusted Performance Rank of BNKU is 6464
Overall Rank
The Sharpe Ratio Rank of BNKU is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of BNKU is 6464
Sortino Ratio Rank
The Omega Ratio Rank of BNKU is 6363
Omega Ratio Rank
The Calmar Ratio Rank of BNKU is 5555
Calmar Ratio Rank
The Martin Ratio Rank of BNKU is 6464
Martin Ratio Rank

PILL
The Risk-Adjusted Performance Rank of PILL is 77
Overall Rank
The Sharpe Ratio Rank of PILL is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of PILL is 99
Sortino Ratio Rank
The Omega Ratio Rank of PILL is 99
Omega Ratio Rank
The Calmar Ratio Rank of PILL is 66
Calmar Ratio Rank
The Martin Ratio Rank of PILL is 44
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.

BNKU vs. PILL - 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 Direxion Daily Pharmaceutical & Medical Bull 3X Shares (PILL). 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.



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Dividends

BNKU vs. PILL - Dividend Comparison

Neither BNKU nor PILL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BNKU vs. PILL - Drawdown Comparison

The maximum BNKU drawdown since its inception was -2.45%, smaller than the maximum PILL drawdown of -9.91%. Use the drawdown chart below to compare losses from any high point for BNKU and PILL. For additional features, visit the drawdowns tool.


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Volatility

BNKU vs. PILL - Volatility Comparison


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