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BYDIY vs. FNGU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BYDIY vs. FNGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BYD Electronic (International) Company Limited (BYDIY) and MicroSectors FANG+ 3X Leveraged ETNs (FNGU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BYDIY achieves a -9.60% return, which is significantly lower than FNGU's 36.18% return.


BYDIY

1D
10.30%
1M
17.44%
YTD
-9.60%
6M
-12.52%
1Y
-0.64%
3Y*
13.26%
5Y*
-5.34%
10Y*

FNGU

1D
-3.75%
1M
33.96%
YTD
36.18%
6M
16.22%
1Y
64.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BYDIY vs. FNGU - Yearly Performance Comparison


Correlation

The correlation between BYDIY and FNGU is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2025

0.18

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Return for Risk

BYDIY vs. FNGU — Risk / Return Rank

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

BYDIY
BYDIY Risk / Return Rank: 4040
Overall Rank
BYDIY Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BYDIY Sortino Ratio Rank: 4040
Sortino Ratio Rank
BYDIY Omega Ratio Rank: 3939
Omega Ratio Rank
BYDIY Calmar Ratio Rank: 4040
Calmar Ratio Rank
BYDIY Martin Ratio Rank: 4040
Martin Ratio Rank

FNGU
FNGU Risk / Return Rank: 2727
Overall Rank
FNGU Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FNGU Sortino Ratio Rank: 3131
Sortino Ratio Rank
FNGU Omega Ratio Rank: 3030
Omega Ratio Rank
FNGU Calmar Ratio Rank: 2323
Calmar Ratio Rank
FNGU Martin Ratio Rank: 2121
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.

BYDIY vs. FNGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BYD Electronic (International) Company Limited (BYDIY) and MicroSectors FANG+ 3X Leveraged ETNs (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.


BYDIYFNGUDifference
Sharpe ratioReturn per unit of total volatility

-1.14

Sortino ratioReturn per unit of downside risk

-1.26

Omega ratioGain probability vs. loss probability

1.05

1.21

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.01

1.09

-1.11

Martin ratioReturn relative to average drawdown

-0.03

2.64

-2.67

BYDIY vs. FNGU - Sharpe Ratio Comparison

The current BYDIY Sharpe Ratio is -0.01, which is lower than the FNGU Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of BYDIY and FNGU, 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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Sharpe Ratios by Period


BYDIYFNGUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

1.13

-1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

0.40

-0.48

Drawdowns

BYDIY vs. FNGU - Drawdown Comparison

The maximum BYDIY drawdown since its inception was -67.99%, which is greater than FNGU's maximum drawdown of -60.84%. Use the drawdown chart below to compare losses from any high point for BYDIY and FNGU.


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Drawdown Indicators


BYDIYFNGUDifference

Max Drawdown

Largest peak-to-trough decline

-67.99%

-60.84%

-7.15%

Max Drawdown (1Y)

Largest decline over 1 year

-43.93%

-59.55%

+15.62%

Max Drawdown (3Y)

Largest decline over 3 years

-59.00%

Max Drawdown (5Y)

Largest decline over 5 years

-67.99%

Current Drawdown

Current decline from peak

-49.07%

-4.84%

-44.23%

Average Drawdown

Average peak-to-trough decline

-35.65%

-22.06%

-13.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.01%

24.57%

-0.56%

Volatility

BYDIY vs. FNGU - Volatility Comparison

BYD Electronic (International) Company Limited (BYDIY) has a higher volatility of 24.95% compared to MicroSectors FANG+ 3X Leveraged ETNs (FNGU) at 16.40%. This indicates that BYDIY'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.


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Volatility by Period


BYDIYFNGUDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.95%

16.40%

+8.55%

Volatility (6M)

Calculated over the trailing 6-month period

39.65%

44.77%

-5.12%

Volatility (1Y)

Calculated over the trailing 1-year period

61.05%

57.50%

+3.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.90%

78.60%

-10.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.77%

78.60%

-10.83%

Dividends

BYDIY vs. FNGU - Dividend Comparison

BYDIY's dividend yield for the trailing twelve months is around 1.96%, while FNGU has not paid dividends to shareholders.


PositionTTM20252024202320222021
BYDIY
BYD Electronic (International) Company Limited
1.96%1.77%1.31%0.53%0.48%1.35%
FNGU
MicroSectors FANG+ 3X Leveraged ETNs
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BYDIY and FNGU have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BYDIY has higher volatility (24.95%) compared to FNGU (16.40%). In terms of maximum drawdown, BYDIY dropped -67.99% vs FNGU's -60.84%.

FNGU currently has the higher Sharpe Ratio (1.13 vs -0.01), 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.

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