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DEEP vs. FNGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DEEP and FNGS is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

DEEP vs. FNGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Acquirers Deep Value ETF (DEEP) and MicroSectors FANG+ ETN (FNGS). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

DEEP:

20.17%

FNGS:

13.54%

Max Drawdown

DEEP:

-0.44%

FNGS:

-1.15%

Current Drawdown

DEEP:

0.00%

FNGS:

-1.15%

Returns By Period


DEEP

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FNGS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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DEEP vs. FNGS - Expense Ratio Comparison

DEEP has a 0.80% expense ratio, which is higher than FNGS's 0.58% expense ratio.


Risk-Adjusted Performance

DEEP vs. FNGS — Risk-Adjusted Performance Rank

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

DEEP
The Risk-Adjusted Performance Rank of DEEP is 77
Overall Rank
The Sharpe Ratio Rank of DEEP is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of DEEP is 77
Sortino Ratio Rank
The Omega Ratio Rank of DEEP is 77
Omega Ratio Rank
The Calmar Ratio Rank of DEEP is 66
Calmar Ratio Rank
The Martin Ratio Rank of DEEP is 88
Martin Ratio Rank

FNGS
The Risk-Adjusted Performance Rank of FNGS is 7575
Overall Rank
The Sharpe Ratio Rank of FNGS is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of FNGS is 7676
Sortino Ratio Rank
The Omega Ratio Rank of FNGS is 7373
Omega Ratio Rank
The Calmar Ratio Rank of FNGS is 8181
Calmar Ratio Rank
The Martin Ratio Rank of FNGS is 7171
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.

DEEP vs. FNGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Acquirers Deep Value ETF (DEEP) and MicroSectors FANG+ ETN (FNGS). 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.



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Dividends

DEEP vs. FNGS - Dividend Comparison

Neither DEEP nor FNGS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DEEP vs. FNGS - Drawdown Comparison

The maximum DEEP drawdown since its inception was -0.44%, smaller than the maximum FNGS drawdown of -1.15%. Use the drawdown chart below to compare losses from any high point for DEEP and FNGS. For additional features, visit the drawdowns tool.


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Volatility

DEEP vs. FNGS - Volatility Comparison


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