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

Correlation

The correlation between BULZ and FNGO is 0.93, 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.


-0.50.00.51.00.9

Performance

BULZ vs. FNGO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) and MicroSectors FANG+ Index 2X Leveraged ETN (FNGO). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
5.27%
31.95%
BULZ
FNGO

Key characteristics

Sharpe Ratio

BULZ:

0.80

FNGO:

2.10

Sortino Ratio

BULZ:

1.40

FNGO:

2.46

Omega Ratio

BULZ:

1.18

FNGO:

1.33

Calmar Ratio

BULZ:

0.79

FNGO:

3.08

Martin Ratio

BULZ:

2.85

FNGO:

9.08

Ulcer Index

BULZ:

20.39%

FNGO:

11.39%

Daily Std Dev

BULZ:

72.26%

FNGO:

49.27%

Max Drawdown

BULZ:

-94.44%

FNGO:

-78.39%

Current Drawdown

BULZ:

-51.93%

FNGO:

-8.44%

Returns By Period

In the year-to-date period, BULZ achieves a 58.11% return, which is significantly lower than FNGO's 106.28% return.


BULZ

YTD

58.11%

1M

1.79%

6M

5.27%

1Y

66.98%

5Y*

N/A

10Y*

N/A

FNGO

YTD

106.28%

1M

13.90%

6M

31.95%

1Y

111.09%

5Y*

54.31%

10Y*

N/A

Compare stocks, funds, or ETFs

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


BULZ vs. FNGO - Expense Ratio Comparison

Both BULZ and FNGO have an expense ratio of 0.95%.


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 FNGO: 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%

Risk-Adjusted Performance

BULZ vs. FNGO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) and MicroSectors FANG+ Index 2X Leveraged ETN (FNGO). 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.


Sharpe ratio
The chart of Sharpe ratio for BULZ, currently valued at 0.80, compared to the broader market0.002.004.000.802.10
The chart of Sortino ratio for BULZ, currently valued at 1.40, compared to the broader market-2.000.002.004.006.008.0010.001.402.46
The chart of Omega ratio for BULZ, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.33
The chart of Calmar ratio for BULZ, currently valued at 0.79, compared to the broader market0.005.0010.0015.000.793.08
The chart of Martin ratio for BULZ, currently valued at 2.85, compared to the broader market0.0020.0040.0060.0080.00100.002.859.08
BULZ
FNGO

The current BULZ Sharpe Ratio is 0.80, which is lower than the FNGO Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of BULZ and FNGO, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.80
2.10
BULZ
FNGO

Dividends

BULZ vs. FNGO - Dividend Comparison

Neither BULZ nor FNGO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BULZ vs. FNGO - Drawdown Comparison

The maximum BULZ drawdown since its inception was -94.44%, which is greater than FNGO's maximum drawdown of -78.39%. Use the drawdown chart below to compare losses from any high point for BULZ and FNGO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-51.93%
-8.44%
BULZ
FNGO

Volatility

BULZ vs. FNGO - Volatility Comparison

MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) has a higher volatility of 21.82% compared to MicroSectors FANG+ Index 2X Leveraged ETN (FNGO) at 14.21%. This indicates that BULZ's price experiences larger fluctuations and is considered to be riskier than FNGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
21.82%
14.21%
BULZ
FNGO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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