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BOIL vs. FNGD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BOIL vs. FNGD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Bloomberg Natural Gas (BOIL) and MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BOIL achieves a -55.20% return, which is significantly lower than FNGD's -34.80% return.


BOIL

1D
1.23%
1M
-22.39%
6M
-74.77%
YTD
-55.20%
1Y
-71.40%
3Y*
-67.40%
5Y*
-69.84%
10Y*
-58.99%
ALL TIME*
-57.95%

FNGD

1D
-5.03%
1M
-4.69%
6M
-39.93%
YTD
-34.80%
1Y
-48.33%
3Y*
-64.85%
5Y*
-63.24%
10Y*
ALL TIME*
-69.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$86.80M$100.03M$104.47M
$13.50M$14.88M$20.27M

BOIL vs. FNGD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BOIL
ProShares Ultra Bloomberg Natural Gas
-55.20%-58.98%-60.75%-92.00%-31.85%23.84%-74.74%-67.70%-22.23%
FNGD
MicroSectors FANG+™ Index -3X Inverse Leveraged ETN
-34.80%-61.42%-76.57%-90.14%52.21%-60.04%-95.60%-72.46%-16.61%

Correlation

The correlation between BOIL and FNGD is 0.13, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.13

Correlation (3Y)
Balances recent behavior with more history.

0.05

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.02

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2018

-0.03

The correlation between BOIL and FNGD shifts across timeframes, from -0.03 (all time) to 0.13 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BOIL vs. FNGD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BOIL
BOIL Risk / Return Rank: 33
Overall Rank
BOIL Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BOIL Sortino Ratio Rank: 44
Sortino Ratio Rank
BOIL Omega Ratio Rank: 44
Omega Ratio Rank
BOIL Calmar Ratio Rank: 11
Calmar Ratio Rank
BOIL Martin Ratio Rank: 11
Martin Ratio Rank

FNGD
FNGD Risk / Return Rank: 44
Overall Rank
FNGD Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FNGD Sortino Ratio Rank: 44
Sortino Ratio Rank
FNGD Omega Ratio Rank: 44
Omega Ratio Rank
FNGD Calmar Ratio Rank: 44
Calmar Ratio Rank
FNGD Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BOIL vs. FNGD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Bloomberg Natural Gas (BOIL) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BOILFNGDDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

0.91

0.91

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.92

-0.68

-0.24

Martin ratioReturn relative to average drawdown

-1.40

-1.26

-0.14

BOIL vs. FNGD - Sharpe Ratio Comparison

The current BOIL Sharpe Ratio is -0.65, which is comparable to the FNGD Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of BOIL and FNGD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BOIL vs. FNGD - Drawdown Comparison

The maximum BOIL drawdown since its inception was -100.00%, roughly equal to the maximum FNGD drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for BOIL and FNGD.


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Drawdown Indicators


BOILFNGDDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-100.00%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-77.68%

-65.92%

-11.76%

Max Drawdown (3Y)

Largest decline over 3 years

-97.48%

-97.35%

-0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-99.93%

-99.67%

-0.26%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

Current Drawdown

Current decline from peak

-100.00%

-100.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-93.63%

-87.46%

-6.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.79%

35.26%

+15.53%

Volatility

BOIL vs. FNGD - Volatility Comparison

ProShares Ultra Bloomberg Natural Gas (BOIL) and MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD) have volatilities of 18.90% and 18.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BOILFNGDDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.90%

18.15%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

91.55%

54.65%

+36.90%

Volatility (1Y)

Calculated over the trailing 1-year period

110.59%

66.81%

+43.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.92%

89.78%

+29.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.64%

90.95%

+10.69%

BOIL vs. FNGD - Expense Ratio Comparison

BOIL has a 1.31% expense ratio, which is higher than FNGD's 0.95% expense ratio.


Dividends

BOIL vs. FNGD - Dividend Comparison

Neither BOIL nor FNGD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BOIL and FNGD have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BOIL has higher volatility (18.90%) compared to FNGD (18.15%). In terms of maximum drawdown, BOIL dropped -100.00% vs FNGD's -100.00%.

On 5-year performance, FNGD leads with -63.24% vs -69.84% for BOIL. On fees, FNGD is cheaper at 0.95% per year. On volatility, FNGD has been the lower-risk option at 18.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FNGD has performed better with a -63.24% return vs -69.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FNGD is cheaper with a 0.95% expense ratio, compared with 1.31% for BOIL.

BOIL and FNGD have nearly identical dividend yields, around 0.00%.

BOIL is categorized as Oil & Gas, while FNGD is Leveraged Equities. BOIL tracks Bloomberg Natural Gas Subindex, while FNGD tracks NYSE FANG+ Index (Gross Total Return, -300% Daily). They also come from different issuers: ProShares and BMO. Their fees differ too: 1.31% for BOIL and 0.95% for FNGD.

BOIL currently has the higher Sharpe Ratio (-0.65 vs -0.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BOIL and FNGD

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