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CARD vs. OILD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CARD vs. OILD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Max Auto Industry -3X Inverse Leveraged ETN (CARD) and MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CARD achieves a -3.66% return, which is significantly higher than OILD's -59.89% return.


CARD

1D
3.00%
1M
-9.70%
YTD
-3.66%
6M
-8.10%
1Y
-39.29%
3Y*
5Y*
10Y*

OILD

1D
-3.24%
1M
5.05%
YTD
-59.89%
6M
-59.58%
1Y
-72.54%
3Y*
-47.52%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CARD vs. OILD - Yearly Performance Comparison


2026 (YTD)202520242023
CARD
Max Auto Industry -3X Inverse Leveraged ETN
-3.66%-60.21%-58.19%-30.38%
OILD
MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs
-59.89%-41.67%-14.58%-25.58%

Correlation

The correlation between CARD and OILD is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.04

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2023

0.21

The correlation between CARD and OILD shifts across timeframes, from -0.04 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CARD vs. OILD — Risk / Return Rank

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

CARD
CARD Risk / Return Rank: 44
Overall Rank
CARD Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CARD Sortino Ratio Rank: 44
Sortino Ratio Rank
CARD Omega Ratio Rank: 55
Omega Ratio Rank
CARD Calmar Ratio Rank: 22
Calmar Ratio Rank
CARD Martin Ratio Rank: 33
Martin Ratio Rank

OILD
OILD Risk / Return Rank: 11
Overall Rank
OILD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
OILD Sortino Ratio Rank: 00
Sortino Ratio Rank
OILD Omega Ratio Rank: 00
Omega Ratio Rank
OILD Calmar Ratio Rank: 11
Calmar Ratio Rank
OILD Martin Ratio Rank: 11
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.

CARD vs. OILD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Max Auto Industry -3X Inverse Leveraged ETN (CARD) and MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD). 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.


CARDOILDDifference

Sharpe ratio

Return per unit of total volatility

-0.57

-1.19

+0.62

Sortino ratio

Return per unit of downside risk

-0.54

-2.45

+1.91

Omega ratio

Gain probability vs. loss probability

0.94

0.75

+0.19

Calmar ratio

Return relative to maximum drawdown

-0.75

-0.95

+0.20

Martin ratio

Return relative to average drawdown

-1.10

-1.59

+0.49

CARD vs. OILD - Sharpe Ratio Comparison

The current CARD Sharpe Ratio is -0.57, which is higher than the OILD Sharpe Ratio of -1.19. The chart below compares the historical Sharpe Ratios of CARD and OILD, 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


CARDOILDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.57

-1.19

+0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.66

-0.75

+0.09

Drawdowns

CARD vs. OILD - Drawdown Comparison

The maximum CARD drawdown since its inception was -93.51%, smaller than the maximum OILD drawdown of -98.90%. Use the drawdown chart below to compare losses from any high point for CARD and OILD.


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Drawdown Indicators


CARDOILDDifference

Max Drawdown

Largest peak-to-trough decline

-93.51%

-98.90%

+5.39%

Max Drawdown (1Y)

Largest decline over 1 year

-49.57%

-77.40%

+27.83%

Max Drawdown (3Y)

Largest decline over 3 years

-88.53%

Current Drawdown

Current decline from peak

-92.76%

-98.70%

+5.94%

Average Drawdown

Average peak-to-trough decline

-68.10%

-88.63%

+20.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.82%

46.36%

-12.54%

Volatility

CARD vs. OILD - Volatility Comparison

Max Auto Industry -3X Inverse Leveraged ETN (CARD) and MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD) have volatilities of 23.60% and 24.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CARDOILDDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.60%

24.14%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

50.31%

48.51%

+1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

68.78%

61.17%

+7.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

80.58%

79.41%

+1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.58%

79.41%

+1.17%

CARD vs. OILD - Expense Ratio Comparison

Both CARD and OILD have an expense ratio of 0.95%.


Dividends

CARD vs. OILD - Dividend Comparison

Neither CARD nor OILD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CARD and OILD have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OILD has higher volatility (24.14%) compared to CARD (23.60%). In terms of maximum drawdown, CARD dropped -93.51% vs OILD's -98.90%.

On 1-year performance, CARD leads with -39.29% vs -72.54% for OILD. Both ETFs have the same 0.95% expense ratio. On volatility, CARD has been the lower-risk option at 23.60%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CARD has performed better with a -39.29% return vs -72.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CARD and OILD have the same expense ratio: 0.95% per year.

CARD and OILD have nearly identical dividend yields, around 0.00%.

CARD tracks Prime Auto Industry Index - Benchmark TR Net (--300%), while OILD tracks Solactive MicroSectors Oil & Gas Exploration & Production Index (-300%). They also come from different issuers: Max and REX.

CARD currently has the higher Sharpe Ratio (-0.57 vs -1.19), 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

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