COMP vs. FNGU
Compare and contrast key facts about Compass, Inc. (COMP) and MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU).
FNGU is a passively managed fund by Bank of Montreal that tracks the performance of the NYSE FANG (TR) (300%). It was launched on Jan 22, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COMP or FNGU.
Key characteristics
| COMP | FNGU | |
|---|---|---|
| YTD Return | 78.19% | 125.74% |
| 1Y Return | 243.59% | 186.34% |
| 3Y Return (Ann) | -16.34% | 3.99% |
| Sharpe Ratio | 3.35 | 2.60 |
| Sortino Ratio | 3.75 | 2.71 |
| Omega Ratio | 1.43 | 1.37 |
| Calmar Ratio | 2.68 | 2.97 |
| Martin Ratio | 21.18 | 10.73 |
| Ulcer Index | 11.42% | 17.24% |
| Daily Std Dev | 72.11% | 71.12% |
| Max Drawdown | -90.82% | -92.34% |
| Current Drawdown | -66.75% | -6.04% |
Correlation
The correlation between COMP and FNGU is 0.45, 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.
Performance
COMP vs. FNGU - Performance Comparison
In the year-to-date period, COMP achieves a 78.19% return, which is significantly lower than FNGU's 125.74% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
COMP vs. FNGU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Compass, Inc. (COMP) and MicroSectors FANG+™ Index 3X Leveraged ETN (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.
Dividends
COMP vs. FNGU - Dividend Comparison
Neither COMP nor FNGU has paid dividends to shareholders.
Drawdowns
COMP vs. FNGU - Drawdown Comparison
The maximum COMP drawdown since its inception was -90.82%, roughly equal to the maximum FNGU drawdown of -92.34%. Use the drawdown chart below to compare losses from any high point for COMP and FNGU. For additional features, visit the drawdowns tool.
Volatility
COMP vs. FNGU - Volatility Comparison
Compass, Inc. (COMP) and MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) have volatilities of 19.11% and 19.59%, 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.