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

Correlation

The correlation between BULZ and FNGU is 0.84, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

BULZ vs. FNGU - 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 3X Leveraged ETN (FNGU). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
-61.49%
2.90%
BULZ
FNGU

Key characteristics

Sharpe Ratio

BULZ:

-0.11

FNGU:

0.28

Sortino Ratio

BULZ:

0.53

FNGU:

1.02

Omega Ratio

BULZ:

1.07

FNGU:

1.14

Calmar Ratio

BULZ:

-0.13

FNGU:

0.42

Martin Ratio

BULZ:

-0.36

FNGU:

1.05

Ulcer Index

BULZ:

28.48%

FNGU:

25.10%

Daily Std Dev

BULZ:

97.86%

FNGU:

93.00%

Max Drawdown

BULZ:

-94.44%

FNGU:

-92.34%

Current Drawdown

BULZ:

-72.84%

FNGU:

-53.09%

Returns By Period

In the year-to-date period, BULZ achieves a -42.02% return, which is significantly higher than FNGU's -44.14% return.


BULZ

YTD

-42.02%

1M

-29.97%

6M

-35.62%

1Y

-16.64%

5Y*

N/A

10Y*

N/A

FNGU

YTD

-44.14%

1M

-28.97%

6M

-26.52%

1Y

13.76%

5Y*

40.86%

10Y*

N/A

*Annualized

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BULZ vs. FNGU - Expense Ratio Comparison

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


Expense ratio chart for BULZ: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BULZ: 0.95%
Expense ratio chart for FNGU: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FNGU: 0.95%

Risk-Adjusted Performance

BULZ vs. FNGU — Risk-Adjusted Performance Rank

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

BULZ
The Risk-Adjusted Performance Rank of BULZ is 2727
Overall Rank
The Sharpe Ratio Rank of BULZ is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of BULZ is 4545
Sortino Ratio Rank
The Omega Ratio Rank of BULZ is 4343
Omega Ratio Rank
The Calmar Ratio Rank of BULZ is 1414
Calmar Ratio Rank
The Martin Ratio Rank of BULZ is 1515
Martin Ratio Rank

FNGU
The Risk-Adjusted Performance Rank of FNGU is 5656
Overall Rank
The Sharpe Ratio Rank of FNGU is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of FNGU is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FNGU is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FNGU is 5858
Calmar Ratio Rank
The Martin Ratio Rank of FNGU is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BULZ vs. FNGU - 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 3X Leveraged ETN (FNGU). 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.


The chart of Sharpe ratio for BULZ, currently valued at -0.11, compared to the broader market-1.000.001.002.003.004.00
BULZ: -0.11
FNGU: 0.26
The chart of Sortino ratio for BULZ, currently valued at 0.53, compared to the broader market-2.000.002.004.006.008.00
BULZ: 0.53
FNGU: 0.99
The chart of Omega ratio for BULZ, currently valued at 1.07, compared to the broader market0.501.001.502.002.50
BULZ: 1.07
FNGU: 1.13
The chart of Calmar ratio for BULZ, currently valued at -0.13, compared to the broader market0.002.004.006.008.0010.0012.00
BULZ: -0.13
FNGU: 0.38
The chart of Martin ratio for BULZ, currently valued at -0.36, compared to the broader market0.0020.0040.0060.00
BULZ: -0.36
FNGU: 0.95

The current BULZ Sharpe Ratio is -0.11, which is lower than the FNGU Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of BULZ and FNGU, 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.11
0.26
BULZ
FNGU

Dividends

BULZ vs. FNGU - Dividend Comparison

Neither BULZ nor FNGU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BULZ vs. FNGU - Drawdown Comparison

The maximum BULZ drawdown since its inception was -94.44%, roughly equal to the maximum FNGU drawdown of -92.34%. Use the drawdown chart below to compare losses from any high point for BULZ and FNGU. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-72.84%
-53.09%
BULZ
FNGU

Volatility

BULZ vs. FNGU - Volatility Comparison

MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) has a higher volatility of 59.94% compared to MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) at 52.20%. This indicates that BULZ's price experiences larger fluctuations and is considered to be riskier than FNGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
59.94%
52.20%
BULZ
FNGU