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

Correlation

The correlation between BULZ and SMCI is 0.48, 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.


-0.50.00.51.00.5

Performance

BULZ vs. SMCI - Performance Comparison

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

-80.00%-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.27%
-64.88%
BULZ
SMCI

Key characteristics

Sharpe Ratio

BULZ:

0.80

SMCI:

0.00

Sortino Ratio

BULZ:

1.40

SMCI:

0.92

Omega Ratio

BULZ:

1.18

SMCI:

1.12

Calmar Ratio

BULZ:

0.79

SMCI:

0.00

Martin Ratio

BULZ:

2.85

SMCI:

0.00

Ulcer Index

BULZ:

20.39%

SMCI:

44.22%

Daily Std Dev

BULZ:

72.26%

SMCI:

119.65%

Max Drawdown

BULZ:

-94.44%

SMCI:

-84.84%

Current Drawdown

BULZ:

-51.93%

SMCI:

-72.87%

Returns By Period

In the year-to-date period, BULZ achieves a 58.11% return, which is significantly higher than SMCI's 13.38% return.


BULZ

YTD

58.11%

1M

1.79%

6M

5.27%

1Y

66.98%

5Y*

N/A

10Y*

N/A

SMCI

YTD

13.38%

1M

49.63%

6M

-64.97%

1Y

2.01%

5Y*

67.49%

10Y*

24.94%

Compare stocks, funds, or ETFs

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


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.


Sharpe ratio
The chart of Sharpe ratio for BULZ, currently valued at 0.80, compared to the broader market0.002.004.000.800.02
The chart of Sortino ratio for BULZ, currently valued at 1.40, compared to the broader market-2.000.002.004.006.008.0010.001.400.95
The chart of Omega ratio for BULZ, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.13
The chart of Calmar ratio for BULZ, currently valued at 0.79, compared to the broader market0.005.0010.0015.000.790.02
The chart of Martin ratio for BULZ, currently valued at 2.85, compared to the broader market0.0020.0040.0060.0080.00100.002.850.05
BULZ
SMCI

The current BULZ Sharpe Ratio is 0.80, which is higher than the SMCI Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of BULZ and SMCI, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.80
0.02
BULZ
SMCI

Dividends

BULZ vs. SMCI - Dividend Comparison

Neither BULZ nor SMCI has paid dividends to shareholders.


Tickers have no history of dividend payments

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. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-51.93%
-72.87%
BULZ
SMCI

Volatility

BULZ vs. SMCI - Volatility Comparison

The current volatility for MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) is 21.82%, while Super Micro Computer, Inc. (SMCI) has a volatility of 42.52%. 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.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
21.82%
42.52%
BULZ
SMCI
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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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