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BULZ vs. SMCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BULZ vs. SMCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors FANG & Innovation 3X Leveraged ETNs (BULZ) and Super Micro Computer, Inc. (SMCI). 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 61.20% return, which is significantly higher than SMCI's 21.15% return.


BULZ

1D
-2.95%
1M
-4.19%
YTD
61.20%
6M
55.42%
1Y
175.88%
3Y*
82.14%
5Y*
10Y*

SMCI

1D
15.66%
1M
-0.34%
YTD
21.15%
6M
14.13%
1Y
-21.76%
3Y*
17.96%
5Y*
59.51%
10Y*
30.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BULZ vs. SMCI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BULZ
MicroSectors FANG & Innovation 3X Leveraged ETNs
61.20%60.09%54.09%394.22%-92.26%9.17%
SMCI
Super Micro Computer, Inc.
21.15%-3.97%7.23%246.24%86.80%20.18%

Correlation

The correlation between BULZ and SMCI is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

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

0.56

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

0.53

The correlation between BULZ and SMCI has been stable across timeframes, ranging from 0.53 to 0.57 - a consistent structural relationship.

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Return for Risk

BULZ vs. SMCI — Risk / Return Rank

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

BULZ
BULZ Risk / Return Rank: 5959
Overall Rank
BULZ Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
BULZ Sortino Ratio Rank: 5252
Sortino Ratio Rank
BULZ Omega Ratio Rank: 5454
Omega Ratio Rank
BULZ Calmar Ratio Rank: 6767
Calmar Ratio Rank
BULZ Martin Ratio Rank: 5151
Martin Ratio Rank

SMCI
SMCI Risk / Return Rank: 3434
Overall Rank
SMCI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SMCI Sortino Ratio Rank: 3737
Sortino Ratio Rank
SMCI Omega Ratio Rank: 3737
Omega Ratio Rank
SMCI Calmar Ratio Rank: 3131
Calmar Ratio Rank
SMCI Martin Ratio Rank: 3333
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. SMCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors FANG & Innovation 3X Leveraged ETNs (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.

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.


BULZSMCIDifference
Sharpe ratioReturn per unit of total volatility

+2.49

Sortino ratioReturn per unit of downside risk

+2.20

Omega ratioGain probability vs. loss probability

1.32

1.03

+0.29

Calmar ratioReturn relative to maximum drawdown

3.26

-0.33

+3.59

Martin ratioReturn relative to average drawdown

8.46

-0.55

+9.01

BULZ vs. SMCI - Sharpe Ratio Comparison

The current BULZ Sharpe Ratio is 2.24, which is higher than the SMCI Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of BULZ and SMCI, 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. SMCI - Drawdown Comparison

The maximum BULZ drawdown since its inception was -94.44%, which is greater than SMCI's maximum drawdown of -84.84%. Use the drawdown chart below to compare losses from any high point for BULZ and SMCI.


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Drawdown Indicators


BULZSMCIDifference

Max Drawdown

Largest peak-to-trough decline

-94.44%

-84.84%

-9.60%

Max Drawdown (1Y)

Largest decline over 1 year

-54.22%

-66.18%

+11.96%

Max Drawdown (3Y)

Largest decline over 3 years

-67.96%

-84.84%

+16.88%

Max Drawdown (5Y)

Largest decline over 5 years

-84.84%

Max Drawdown (10Y)

Largest decline over 10 years

-84.84%

Current Drawdown

Current decline from peak

-24.05%

-70.15%

+46.10%

Average Drawdown

Average peak-to-trough decline

-58.04%

-32.03%

-26.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.87%

39.95%

-19.08%

Volatility

BULZ vs. SMCI - Volatility Comparison

The current volatility for MicroSectors FANG & Innovation 3X Leveraged ETNs (BULZ) is 33.09%, while Super Micro Computer, Inc. (SMCI) has a volatility of 47.00%. 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.


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Volatility by Period


BULZSMCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

33.09%

47.00%

-13.91%

Volatility (6M)

Calculated over the trailing 6-month period

62.60%

78.19%

-15.59%

Volatility (1Y)

Calculated over the trailing 1-year period

79.22%

87.39%

-8.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

91.72%

87.03%

+4.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

91.72%

71.48%

+20.24%

Dividends

BULZ vs. SMCI - Dividend Comparison

Neither BULZ nor SMCI has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BULZ and SMCI have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMCI has higher volatility (47.00%) compared to BULZ (33.09%). In terms of maximum drawdown, BULZ dropped -94.44% vs SMCI's -84.84%.

BULZ currently has the higher Sharpe Ratio (2.24 vs -0.25), 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

Find the right allocation for BULZ and SMCI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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