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BOEG vs. NFLU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BOEG vs. NFLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long BA Daily ETF (BOEG) and T-REX 2X Long Netflix Daily Target ETF (NFLU). The values are adjusted to include any dividend payments, if applicable.

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BOEG vs. NFLU - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BOEG achieves a -20.41% return, which is significantly lower than NFLU's -1.14% return.


BOEG

1D
10.42%
1M
-25.52%
YTD
-20.41%
6M
-24.16%
1Y
3Y*
5Y*
10Y*

NFLU

1D
7.04%
1M
-1.60%
YTD
-1.14%
6M
-43.54%
1Y
-15.54%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BOEG vs. NFLU - Expense Ratio Comparison

BOEG has a 0.75% expense ratio, which is lower than NFLU's 1.05% expense ratio.


Return for Risk

BOEG vs. NFLU — Risk / Return Rank

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

BOEG

NFLU
NFLU Risk / Return Rank: 99
Overall Rank
NFLU Sharpe Ratio Rank: 77
Sharpe Ratio Rank
NFLU Sortino Ratio Rank: 1111
Sortino Ratio Rank
NFLU Omega Ratio Rank: 1111
Omega Ratio Rank
NFLU Calmar Ratio Rank: 88
Calmar Ratio Rank
NFLU Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BOEG vs. NFLU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long BA Daily ETF (BOEG) and T-REX 2X Long Netflix Daily Target ETF (NFLU). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BOEG vs. NFLU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BOEGNFLUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.30

0.28

-0.58

Correlation

The correlation between BOEG and NFLU is 0.25, 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.


Dividends

BOEG vs. NFLU - Dividend Comparison

Neither BOEG nor NFLU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BOEG vs. NFLU - Drawdown Comparison

The maximum BOEG drawdown since its inception was -46.47%, smaller than the maximum NFLU drawdown of -72.10%. Use the drawdown chart below to compare losses from any high point for BOEG and NFLU.


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Drawdown Indicators


BOEGNFLUDifference

Max Drawdown

Largest peak-to-trough decline

-46.47%

-72.10%

+25.63%

Max Drawdown (1Y)

Largest decline over 1 year

-72.10%

Current Drawdown

Current decline from peak

-40.25%

-56.84%

+16.59%

Average Drawdown

Average peak-to-trough decline

-17.59%

-24.06%

+6.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.59%

Volatility

BOEG vs. NFLU - Volatility Comparison


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Volatility by Period


BOEGNFLUDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.93%

Volatility (6M)

Calculated over the trailing 6-month period

53.07%

Volatility (1Y)

Calculated over the trailing 1-year period

61.07%

68.25%

-7.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.07%

69.30%

-8.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.07%

69.30%

-8.23%