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BULZ vs. BOTZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BULZBOTZ
YTD Return62.18%15.74%
1Y Return102.36%29.22%
3Y Return (Ann)-19.00%-4.88%
Sharpe Ratio1.671.58
Sortino Ratio2.082.16
Omega Ratio1.281.28
Calmar Ratio1.530.96
Martin Ratio5.876.45
Ulcer Index19.89%5.28%
Daily Std Dev70.05%21.53%
Max Drawdown-94.44%-55.54%
Current Drawdown-50.69%-16.83%

Correlation

-0.50.00.51.00.8

The correlation between BULZ and BOTZ is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

BULZ vs. BOTZ - Performance Comparison

In the year-to-date period, BULZ achieves a 62.18% return, which is significantly higher than BOTZ's 15.74% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
27.39%
3.24%
BULZ
BOTZ

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


BULZ vs. BOTZ - Expense Ratio Comparison

BULZ has a 0.95% expense ratio, which is higher than BOTZ's 0.68% expense ratio.


BULZ
MicroSectors Solactive FANG & Innovation 3X Leveraged ETN
Expense ratio chart for BULZ: 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 BOTZ: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%

Risk-Adjusted Performance

BULZ vs. BOTZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) and Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ). 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.


BULZ
Sharpe ratio
The chart of Sharpe ratio for BULZ, currently valued at 1.67, compared to the broader market-2.000.002.004.001.67
Sortino ratio
The chart of Sortino ratio for BULZ, currently valued at 2.08, compared to the broader market-2.000.002.004.006.008.0010.0012.002.08
Omega ratio
The chart of Omega ratio for BULZ, currently valued at 1.28, compared to the broader market1.001.502.002.503.001.28
Calmar ratio
The chart of Calmar ratio for BULZ, currently valued at 1.53, compared to the broader market0.005.0010.0015.001.53
Martin ratio
The chart of Martin ratio for BULZ, currently valued at 5.87, compared to the broader market0.0020.0040.0060.0080.00100.00120.005.87
BOTZ
Sharpe ratio
The chart of Sharpe ratio for BOTZ, currently valued at 1.58, compared to the broader market-2.000.002.004.001.58
Sortino ratio
The chart of Sortino ratio for BOTZ, currently valued at 2.16, compared to the broader market-2.000.002.004.006.008.0010.0012.002.16
Omega ratio
The chart of Omega ratio for BOTZ, currently valued at 1.28, compared to the broader market1.001.502.002.503.001.28
Calmar ratio
The chart of Calmar ratio for BOTZ, currently valued at 0.96, compared to the broader market0.005.0010.0015.000.96
Martin ratio
The chart of Martin ratio for BOTZ, currently valued at 6.45, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.45

BULZ vs. BOTZ - Sharpe Ratio Comparison

The current BULZ Sharpe Ratio is 1.67, which is comparable to the BOTZ Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of BULZ and BOTZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.67
1.58
BULZ
BOTZ

Dividends

BULZ vs. BOTZ - Dividend Comparison

BULZ has not paid dividends to shareholders, while BOTZ's dividend yield for the trailing twelve months is around 0.14%.


TTM20232022202120202019201820172016
BULZ
MicroSectors Solactive FANG & Innovation 3X Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
0.14%0.20%0.23%0.16%0.19%0.83%1.44%0.01%0.06%

Drawdowns

BULZ vs. BOTZ - Drawdown Comparison

The maximum BULZ drawdown since its inception was -94.44%, which is greater than BOTZ's maximum drawdown of -55.54%. Use the drawdown chart below to compare losses from any high point for BULZ and BOTZ. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-50.69%
-16.83%
BULZ
BOTZ

Volatility

BULZ vs. BOTZ - Volatility Comparison

MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) has a higher volatility of 21.11% compared to Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) at 5.36%. This indicates that BULZ's price experiences larger fluctuations and is considered to be riskier than BOTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
21.11%
5.36%
BULZ
BOTZ