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CBZ vs. FNGG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CBZ and FNGG is 0.55, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

CBZ vs. FNGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CBIZ, Inc. (CBZ) and Direxion Daily NYSE FANG+ Bull 2X Shares (FNGG). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
104.67%
-38.12%
CBZ
FNGG

Key characteristics

Sharpe Ratio

CBZ:

-0.41

FNGG:

0.63

Sortino Ratio

CBZ:

-0.31

FNGG:

1.24

Omega Ratio

CBZ:

0.95

FNGG:

1.16

Calmar Ratio

CBZ:

-0.59

FNGG:

0.62

Martin Ratio

CBZ:

-1.13

FNGG:

2.35

Ulcer Index

CBZ:

13.42%

FNGG:

17.31%

Daily Std Dev

CBZ:

36.94%

FNGG:

64.21%

Max Drawdown

CBZ:

-96.16%

FNGG:

-91.33%

Current Drawdown

CBZ:

-25.34%

FNGG:

-52.22%

Returns By Period

In the year-to-date period, CBZ achieves a -19.11% return, which is significantly lower than FNGG's -17.82% return.


CBZ

YTD

-19.11%

1M

-10.89%

6M

-0.30%

1Y

-12.37%

5Y*

24.48%

10Y*

21.86%

FNGG

YTD

-17.82%

1M

0.07%

6M

-1.22%

1Y

40.51%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

CBZ vs. FNGG — Risk-Adjusted Performance Rank

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

CBZ
The Risk-Adjusted Performance Rank of CBZ is 2424
Overall Rank
The Sharpe Ratio Rank of CBZ is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of CBZ is 2929
Sortino Ratio Rank
The Omega Ratio Rank of CBZ is 2727
Omega Ratio Rank
The Calmar Ratio Rank of CBZ is 1515
Calmar Ratio Rank
The Martin Ratio Rank of CBZ is 2323
Martin Ratio Rank

FNGG
The Risk-Adjusted Performance Rank of FNGG is 6969
Overall Rank
The Sharpe Ratio Rank of FNGG is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FNGG is 7474
Sortino Ratio Rank
The Omega Ratio Rank of FNGG is 7272
Omega Ratio Rank
The Calmar Ratio Rank of FNGG is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FNGG is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CBZ vs. FNGG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CBIZ, Inc. (CBZ) and Direxion Daily NYSE FANG+ Bull 2X Shares (FNGG). 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.


The chart of Sharpe ratio for CBZ, currently valued at -0.41, compared to the broader market-2.00-1.000.001.002.003.00
CBZ: -0.41
FNGG: 0.63
The chart of Sortino ratio for CBZ, currently valued at -0.31, compared to the broader market-6.00-4.00-2.000.002.004.00
CBZ: -0.31
FNGG: 1.24
The chart of Omega ratio for CBZ, currently valued at 0.95, compared to the broader market0.501.001.502.00
CBZ: 0.95
FNGG: 1.16
The chart of Calmar ratio for CBZ, currently valued at -0.59, compared to the broader market0.001.002.003.004.005.00
CBZ: -0.59
FNGG: 0.62
The chart of Martin ratio for CBZ, currently valued at -1.13, compared to the broader market-5.000.005.0010.0015.0020.00
CBZ: -1.13
FNGG: 2.35

The current CBZ Sharpe Ratio is -0.41, which is lower than the FNGG Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of CBZ and FNGG, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.41
0.63
CBZ
FNGG

Dividends

CBZ vs. FNGG - Dividend Comparison

CBZ has not paid dividends to shareholders, while FNGG's dividend yield for the trailing twelve months is around 1.14%.


TTM2024202320222021
CBZ
CBIZ, Inc.
0.00%0.00%0.00%0.00%0.00%
FNGG
Direxion Daily NYSE FANG+ Bull 2X Shares
1.14%0.79%0.88%0.00%4.99%

Drawdowns

CBZ vs. FNGG - Drawdown Comparison

The maximum CBZ drawdown since its inception was -96.16%, which is greater than FNGG's maximum drawdown of -91.33%. Use the drawdown chart below to compare losses from any high point for CBZ and FNGG. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-25.34%
-52.22%
CBZ
FNGG

Volatility

CBZ vs. FNGG - Volatility Comparison

The current volatility for CBIZ, Inc. (CBZ) is 19.33%, while Direxion Daily NYSE FANG+ Bull 2X Shares (FNGG) has a volatility of 38.54%. This indicates that CBZ experiences smaller price fluctuations and is considered to be less risky than FNGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
19.33%
38.54%
CBZ
FNGG