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EXP vs. NRGU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EXP and NRGU is 0.60, 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: 0.6

Performance

EXP vs. NRGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eagle Materials Inc. (EXP) and MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU). The values are adjusted to include any dividend payments, if applicable.

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20
-5.92%
-47.38%
EXP
NRGU

Key characteristics

Daily Std Dev

EXP:

34.67%

NRGU:

150.27%

Max Drawdown

EXP:

-79.52%

NRGU:

-57.50%

Current Drawdown

EXP:

-30.43%

NRGU:

-47.38%

Returns By Period


EXP

YTD

-11.19%

1M

-4.36%

6M

-23.88%

1Y

-13.45%

5Y*

33.73%

10Y*

10.72%

NRGU

YTD

N/A

1M

-45.36%

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

EXP vs. NRGU — Risk-Adjusted Performance Rank

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

EXP
The Risk-Adjusted Performance Rank of EXP is 3030
Overall Rank
The Sharpe Ratio Rank of EXP is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of EXP is 2727
Sortino Ratio Rank
The Omega Ratio Rank of EXP is 2929
Omega Ratio Rank
The Calmar Ratio Rank of EXP is 2727
Calmar Ratio Rank
The Martin Ratio Rank of EXP is 3535
Martin Ratio Rank

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

EXP vs. NRGU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Materials Inc. (EXP) and MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU). 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 EXP, currently valued at -0.38, compared to the broader market-2.00-1.000.001.002.003.00
EXP: -0.38
The chart of Sortino ratio for EXP, currently valued at -0.34, compared to the broader market-6.00-4.00-2.000.002.004.00
EXP: -0.34
The chart of Omega ratio for EXP, currently valued at 0.96, compared to the broader market0.501.001.502.00
EXP: 0.96
The chart of Calmar ratio for EXP, currently valued at -0.38, compared to the broader market0.001.002.003.004.005.00
EXP: -0.38
The chart of Martin ratio for EXP, currently valued at -0.76, compared to the broader market-5.000.005.0010.0015.0020.00
EXP: -0.76


Chart placeholderNot enough data

Dividends

EXP vs. NRGU - Dividend Comparison

EXP's dividend yield for the trailing twelve months is around 0.46%, while NRGU has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
EXP
Eagle Materials Inc.
0.46%0.41%0.49%0.75%0.45%0.10%0.44%0.66%0.35%0.41%0.66%0.53%
NRGU
MicroSectors U.S. Big Oil Index 3X Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EXP vs. NRGU - Drawdown Comparison

The maximum EXP drawdown since its inception was -79.52%, which is greater than NRGU's maximum drawdown of -57.50%. Use the drawdown chart below to compare losses from any high point for EXP and NRGU. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20
-6.94%
-47.38%
EXP
NRGU

Volatility

EXP vs. NRGU - Volatility Comparison

The current volatility for Eagle Materials Inc. (EXP) is 15.13%, while MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU) has a volatility of 63.04%. This indicates that EXP experiences smaller price fluctuations and is considered to be less risky than NRGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%Mar 23Tue 25Thu 27Sat 29Mon 31Wed 02Fri 04Apr 06Tue 08Thu 10Sat 12Mon 14Wed 16Fri 18Apr 20Tue 22Thu 24
15.13%
63.04%
EXP
NRGU