BULZ vs. SMCI
Compare and contrast key facts about MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) and Super Micro Computer, Inc. (SMCI).
BULZ is a passively managed fund by BMO Financial Group that tracks the performance of the Solactive FANG Innovation. It was launched on Aug 17, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BULZ or SMCI.
Key characteristics
| BULZ | SMCI | |
|---|---|---|
| YTD Return | 62.18% | -28.48% |
| 1Y Return | 102.36% | -30.82% |
| 3Y Return (Ann) | -19.00% | 67.18% |
| Sharpe Ratio | 1.67 | -0.19 |
| Sortino Ratio | 2.08 | 0.48 |
| Omega Ratio | 1.28 | 1.07 |
| Calmar Ratio | 1.53 | -0.25 |
| Martin Ratio | 5.87 | -0.53 |
| Ulcer Index | 19.89% | 38.45% |
| Daily Std Dev | 70.05% | 107.28% |
| Max Drawdown | -94.44% | -82.89% |
| Current Drawdown | -50.69% | -82.89% |
Correlation
The correlation between BULZ and SMCI is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BULZ vs. SMCI - Performance Comparison
In the year-to-date period, BULZ achieves a 62.18% return, which is significantly higher than SMCI's -28.48% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BULZ vs. SMCI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) and Super Micro Computer, Inc. (SMCI). 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.
Dividends
BULZ vs. SMCI - Dividend Comparison
Neither BULZ nor SMCI has paid dividends to shareholders.
Drawdowns
BULZ vs. SMCI - Drawdown Comparison
The maximum BULZ drawdown since its inception was -94.44%, which is greater than SMCI's maximum drawdown of -82.89%. Use the drawdown chart below to compare losses from any high point for BULZ and SMCI. For additional features, visit the drawdowns tool.
Volatility
BULZ vs. SMCI - Volatility Comparison
The current volatility for MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) is 21.11%, while Super Micro Computer, Inc. (SMCI) has a volatility of 48.63%. This indicates that BULZ experiences smaller price fluctuations and is considered to be less risky than SMCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.