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BOIL vs. FNGD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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BOIL vs. FNGD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BOIL
ProShares Ultra Bloomberg Natural Gas
-33.36%-58.98%-60.75%-92.00%-31.85%23.84%-74.74%-67.70%-28.67%
FNGD
MicroSectors FANG+™ Index -3X Inverse Leveraged ETN
33.64%-61.42%-76.57%-90.14%52.21%-60.04%-95.60%-72.46%-13.73%

Returns By Period

In the year-to-date period, BOIL achieves a -33.36% return, which is significantly lower than FNGD's 33.64% return.


BOIL

1D
-5.33%
1M
-14.17%
YTD
-33.36%
6M
-52.97%
1Y
-80.61%
3Y*
-65.17%
5Y*
-62.88%
10Y*
-55.80%

FNGD

1D
-4.70%
1M
8.14%
YTD
33.64%
6M
37.83%
1Y
-59.80%
3Y*
-66.39%
5Y*
-60.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BOIL vs. FNGD - Expense Ratio Comparison

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


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: 22
Overall Rank
BOIL Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BOIL Sortino Ratio Rank: 22
Sortino Ratio Rank
BOIL Omega Ratio Rank: 22
Omega Ratio Rank
BOIL Calmar Ratio Rank: 00
Calmar Ratio Rank
BOIL Martin Ratio Rank: 22
Martin Ratio Rank

FNGD
FNGD Risk / Return Rank: 22
Overall Rank
FNGD Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FNGD Sortino Ratio Rank: 22
Sortino Ratio Rank
FNGD Omega Ratio Rank: 22
Omega Ratio Rank
FNGD Calmar Ratio Rank: 11
Calmar Ratio Rank
FNGD Martin Ratio Rank: 55
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.


BOILFNGDDifference

Sharpe ratio

Return per unit of total volatility

-0.67

-0.76

+0.09

Sortino ratio

Return per unit of downside risk

-0.97

-0.94

-0.03

Omega ratio

Gain probability vs. loss probability

0.88

0.87

+0.01

Calmar ratio

Return relative to maximum drawdown

-1.00

-0.74

-0.26

Martin ratio

Return relative to average drawdown

-1.35

-0.85

-0.50

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, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BOILFNGDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.67

-0.76

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.53

-0.68

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.61

-0.75

+0.14

Correlation

The correlation between BOIL and FNGD is -0.04. 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.


Dividends

BOIL vs. FNGD - Dividend Comparison

Neither BOIL nor FNGD has paid dividends to shareholders.


Tickers have no history of dividend payments

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

-82.08%

-82.53%

+0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-99.88%

-99.53%

-0.35%

Max Drawdown (10Y)

Largest decline over 10 years

-99.98%

Current Drawdown

Current decline from peak

-100.00%

-99.99%

-0.01%

Average Drawdown

Average peak-to-trough decline

-93.51%

-86.98%

-6.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

60.88%

71.98%

-11.10%

Volatility

BOIL vs. FNGD - Volatility Comparison

ProShares Ultra Bloomberg Natural Gas (BOIL) has a higher volatility of 29.37% compared to MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD) at 25.08%. This indicates that BOIL's price experiences larger fluctuations and is considered to be riskier 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

29.37%

25.08%

+4.29%

Volatility (6M)

Calculated over the trailing 6-month period

109.37%

45.50%

+63.87%

Volatility (1Y)

Calculated over the trailing 1-year period

120.58%

78.77%

+41.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.63%

88.87%

+29.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.93%

91.50%

+10.43%