BULZ vs. PGTI

Last updated Apr 2, 2026

Compare and contrast key facts about MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) and PGT Innovations, Inc. (PGTI).

BULZ is a passively managed fund by BMO that tracks the performance of the Solactive FANG Innovation. It was launched on Aug 17, 2021.

Performance

BULZ vs. PGTI - Performance Comparison

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

BULZ vs. PGTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
BULZ MicroSectors Solactive FANG & Innovation 3X Leveraged ETN	-28.68%	60.09%	54.09%	394.22%	-92.26%	12.62%
PGTI PGT Innovations, Inc.	0.00%	0.00%	3.17%	126.61%	-20.14%	9.44%

Returns By Period

BULZ

• 1D: 5.23%
• 1M: -12.77%
• YTD: -28.68%
• 6M: -31.57%
• 1Y: 72.81%
• 3Y*: 59.06%
• 5Y*: —
• 10Y*: —

PGTI

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BULZ vs. PGTI — Risk / Return Rank

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

BULZ

BULZ Risk / Return Rank: 50
BULZ Sharpe Ratio Rank: 40
BULZ Sortino Ratio Rank: 60
BULZ Omega Ratio Rank: 56
BULZ Calmar Ratio Rank: 53
BULZ Martin Ratio Rank: 40

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. PGTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) and PGT Innovations, Inc. (PGTI). 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	PGTI	Difference
Sharpe ratio Return per unit of total volatility	0.79	—	—
Sortino ratio Return per unit of downside risk	1.58	—	—
Omega ratio Gain probability vs. loss probability	1.22	—	—
Calmar ratio Return relative to maximum drawdown	1.43	—	—
Martin ratio Return relative to average drawdown	3.83	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BULZ	PGTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.79	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.06	—	—

Correlation

The correlation between BULZ and PGTI is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

BULZ vs. PGTI - Dividend Comparison

Neither BULZ nor PGTI has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	BULZ	PGTI	Difference
Max Drawdown Largest peak-to-trough decline	-94.44%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-54.22%	—	—
Current Drawdown Current decline from peak	-46.52%	—	—
Average Drawdown Average peak-to-trough decline	-60.15%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	20.25%	—	—

Volatility

Volatility by Period

	BULZ	PGTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	29.26%	—	—
Volatility (6M) Calculated over the trailing 6-month period	60.63%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	92.48%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	91.56%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	91.56%	—	—