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BULZ vs. CSPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BULZ vs. CSPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors FANG & Innovation 3X Leveraged ETNs (BULZ) and CSP Inc. (CSPI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BULZ achieves a 38.16% return, which is significantly higher than CSPI's -33.40% return.


BULZ

1D
-7.41%
1M
-10.84%
6M
28.00%
YTD
38.16%
1Y
98.38%
3Y*
65.65%
5Y*
10Y*

CSPI

1D
-4.94%
1M
-10.69%
6M
-29.33%
YTD
-33.40%
1Y
-30.36%
3Y*
16.48%
5Y*
10.66%
10Y*
9.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BULZ vs. CSPI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BULZ
MicroSectors FANG & Innovation 3X Leveraged ETNs
38.16%60.09%54.09%394.22%-92.26%9.17%
CSPI
CSP Inc.
-33.40%-21.55%66.06%108.93%8.03%-1.01%

Correlation

The correlation between BULZ and CSPI is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.25

Correlation (All Time)
Calculated using the full available price history since Aug 18, 2021

0.21

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Return for Risk

BULZ vs. CSPI — Risk / Return Rank

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

BULZ
BULZ Risk / Return Rank: 4242
Overall Rank
BULZ Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
BULZ Sortino Ratio Rank: 4343
Sortino Ratio Rank
BULZ Omega Ratio Rank: 4444
Omega Ratio Rank
BULZ Calmar Ratio Rank: 4545
Calmar Ratio Rank
BULZ Martin Ratio Rank: 3737
Martin Ratio Rank

CSPI
CSPI Risk / Return Rank: 2121
Overall Rank
CSPI Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
CSPI Sortino Ratio Rank: 2121
Sortino Ratio Rank
CSPI Omega Ratio Rank: 2222
Omega Ratio Rank
CSPI Calmar Ratio Rank: 2020
Calmar Ratio Rank
CSPI Martin Ratio Rank: 2020
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.

BULZ vs. CSPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors FANG & Innovation 3X Leveraged ETNs (BULZ) and CSP Inc. (CSPI). 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.


BULZCSPIDifference
Sharpe ratioReturn per unit of total volatility

+1.79

Sortino ratioReturn per unit of downside risk

+2.35

Omega ratioGain probability vs. loss probability

1.23

0.94

+0.30

Calmar ratioReturn relative to maximum drawdown

1.82

-0.65

+2.48

Martin ratioReturn relative to average drawdown

4.44

-1.09

+5.53

BULZ vs. CSPI - Sharpe Ratio Comparison

The current BULZ Sharpe Ratio is 1.22, which is higher than the CSPI Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of BULZ and CSPI, 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

BULZ vs. CSPI - Drawdown Comparison

The maximum BULZ drawdown since its inception was -94.44%, which is greater than CSPI's maximum drawdown of -84.50%. Use the drawdown chart below to compare losses from any high point for BULZ and CSPI.


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Drawdown Indicators


BULZCSPIDifference

Max Drawdown

Largest peak-to-trough decline

-94.44%

-84.50%

-9.94%

Max Drawdown (1Y)

Largest decline over 1 year

-54.22%

-46.72%

-7.50%

Max Drawdown (3Y)

Largest decline over 3 years

-67.96%

-71.14%

+3.18%

Max Drawdown (5Y)

Largest decline over 5 years

-71.14%

Max Drawdown (10Y)

Largest decline over 10 years

-71.14%

Current Drawdown

Current decline from peak

-34.91%

-69.79%

+34.88%

Average Drawdown

Average peak-to-trough decline

-57.75%

-44.49%

-13.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.26%

27.86%

-5.60%

Volatility

BULZ vs. CSPI - Volatility Comparison

MicroSectors FANG & Innovation 3X Leveraged ETNs (BULZ) has a higher volatility of 29.07% compared to CSP Inc. (CSPI) at 17.70%. This indicates that BULZ's price experiences larger fluctuations and is considered to be riskier than CSPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BULZCSPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.07%

17.70%

+11.37%

Volatility (6M)

Calculated over the trailing 6-month period

65.30%

36.84%

+28.46%

Volatility (1Y)

Calculated over the trailing 1-year period

81.12%

54.02%

+27.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

91.70%

66.85%

+24.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

91.70%

59.63%

+32.07%

Dividends

BULZ vs. CSPI - Dividend Comparison

BULZ has not paid dividends to shareholders, while CSPI's dividend yield for the trailing twelve months is around 1.45%.


PositionTTM20252024202320222021202020192018201720162015
BULZ
MicroSectors FANG & Innovation 3X Leveraged ETNs
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CSPI
CSP Inc.
1.45%0.96%0.72%0.77%0.64%0.00%1.94%5.75%3.77%3.48%3.12%6.34%

Frequently Asked Questions


BULZ and CSPI have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BULZ has higher volatility (29.07%) compared to CSPI (17.70%). In terms of maximum drawdown, BULZ dropped -94.44% vs CSPI's -84.50%.

BULZ currently has the higher Sharpe Ratio (1.22 vs -0.56), 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

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