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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 -52.27% return, which is significantly lower than FNGD's -35.56% return.


BOIL

1D
-3.62%
1M
-18.31%
6M
-39.28%
YTD
-52.27%
1Y
-74.93%
3Y*
-66.40%
5Y*
-68.59%
10Y*
-58.74%

FNGD

1D
2.44%
1M
-11.47%
6M
-35.07%
YTD
-35.56%
1Y
-49.24%
3Y*
-65.19%
5Y*
-62.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BOIL vs. FNGD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BOIL
ProShares Ultra Bloomberg Natural Gas
-52.27%-58.98%-60.75%-92.00%-31.85%23.84%-74.74%-67.70%-22.23%
FNGD
MicroSectors FANG+™ Index -3X Inverse Leveraged ETN
-35.56%-61.42%-76.57%-90.14%52.21%-60.04%-95.60%-72.46%-16.61%

Correlation

The correlation between BOIL and FNGD is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year 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 0.14 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BOIL vs. FNGD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments 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: 22
Martin Ratio Rank

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

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

+0.09

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

0.89

0.89

0.00

Calmar ratioReturn relative to maximum drawdown

-0.96

-0.75

-0.22

Martin ratioReturn relative to average drawdown

-1.36

-1.52

+0.15

BOIL vs. FNGD - Sharpe Ratio Comparison

The current BOIL Sharpe Ratio is -0.67, which is comparable to the FNGD Sharpe Ratio of -0.76. 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

-77.83%

-65.92%

-11.91%

Max Drawdown (3Y)

Largest decline over 3 years

-97.17%

-97.35%

+0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-99.92%

-99.67%

-0.25%

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

-93.61%

-87.38%

-6.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

54.90%

32.60%

+22.30%

Volatility

BOIL vs. FNGD - Volatility Comparison

The current volatility for ProShares Ultra Bloomberg Natural Gas (BOIL) is 20.38%, while MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD) has a volatility of 25.56%. This indicates that BOIL experiences smaller price fluctuations and is considered to be less risky than FNGD based on this measure. 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

20.38%

25.56%

-5.18%

Volatility (6M)

Calculated over the trailing 6-month period

102.24%

53.43%

+48.81%

Volatility (1Y)

Calculated over the trailing 1-year period

112.18%

65.22%

+46.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

119.02%

89.65%

+29.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.76%

91.07%

+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 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FNGD has higher volatility (25.56%) compared to BOIL (20.38%). In terms of maximum drawdown, BOIL dropped -100.00% vs FNGD's -100.00%.

On 5-year performance, FNGD leads with -62.88% vs -68.59% for BOIL. On fees, FNGD is cheaper at 0.95% per year. On volatility, BOIL has been the lower-risk option at 20.38%. 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 -62.88% return vs -68.59%. 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 (-300%). 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 (-0.67 vs -0.76), 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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