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

Correlation

The correlation between BNKU and YCL is -0.12. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.1

Performance

BNKU vs. YCL - 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 ProShares Ultra Yen (YCL). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
21.44%
-1.25%
BNKU
YCL

Key characteristics

Returns By Period


BNKU

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

YCL

YTD

-25.97%

1M

-3.60%

6M

-1.26%

1Y

-24.69%

5Y*

-18.14%

10Y*

-10.24%

Compare stocks, funds, or ETFs

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


BNKU vs. YCL - Expense Ratio Comparison

Both BNKU and YCL have an expense ratio of 0.95%.


BNKU
MicroSectors U.S. Big Banks Index 3X Leveraged ETNs
Expense ratio chart for BNKU: 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 YCL: 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

BNKU vs. YCL - 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 ProShares Ultra Yen (YCL). 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 market0.002.004.001.45-1.15
The chart of Sortino ratio for BNKU, currently valued at 2.06, compared to the broader market-2.000.002.004.006.008.0010.002.06-1.73
The chart of Omega ratio for BNKU, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.330.81
The chart of Calmar ratio for BNKU, currently valued at 0.72, compared to the broader market0.005.0010.0015.000.72-0.37
The chart of Martin ratio for BNKU, currently valued at 7.98, compared to the broader market0.0020.0040.0060.0080.00100.007.98-1.45
BNKU
YCL


Rolling 12-month Sharpe Ratio-2.000.002.004.006.00JulyAugustSeptemberOctoberNovemberDecember
1.45
-1.15
BNKU
YCL

Dividends

BNKU vs. YCL - Dividend Comparison

Neither BNKU nor YCL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BNKU vs. YCL - Drawdown Comparison


-68.00%-66.00%-64.00%-62.00%-60.00%-58.00%-56.00%JulyAugustSeptemberOctoberNovemberDecember
-55.71%
-67.25%
BNKU
YCL

Volatility

BNKU vs. YCL - Volatility Comparison

The current volatility for MicroSectors U.S. Big Banks Index 3X Leveraged ETNs (BNKU) is 0.00%, while ProShares Ultra Yen (YCL) has a volatility of 6.69%. This indicates that BNKU experiences smaller price fluctuations and is considered to be less risky than YCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember0
6.69%
BNKU
YCL
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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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