EXP vs. NRGU
Compare and contrast key facts about Eagle Materials Inc. (EXP) and MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU).
NRGU is a passively managed fund by BMO Financial Group that tracks the performance of the Solactive MicroSectors U.S. Big Oil Index (-300%). It was launched on Apr 9, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXP or NRGU.
Key characteristics
| EXP | NRGU | |
|---|---|---|
| YTD Return | 28.86% | 34.70% |
| 1Y Return | 67.83% | 82.42% |
| 3Y Return (Ann) | 23.34% | 57.18% |
| 5Y Return (Ann) | 24.22% | -11.51% |
| Sharpe Ratio | 2.93 | 1.25 |
| Daily Std Dev | 25.26% | 58.55% |
| Max Drawdown | -79.52% | -98.18% |
| Current Drawdown | -3.91% | -53.68% |
Correlation
The correlation between EXP and NRGU is 0.43, 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
EXP vs. NRGU - Performance Comparison
In the year-to-date period, EXP achieves a 28.86% return, which is significantly lower than NRGU's 34.70% 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
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.
Dividends
EXP vs. NRGU - Dividend Comparison
EXP's dividend yield for the trailing twelve months is around 0.38%, while NRGU has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXP Eagle Materials Inc. | 0.38% | 0.49% | 0.75% | 0.45% | 0.10% | 0.44% | 0.66% | 0.35% | 0.41% | 0.66% | 0.53% | 0.52% |
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%, smaller than the maximum NRGU drawdown of -98.18%. Use the drawdown chart below to compare losses from any high point for EXP and NRGU. For additional features, visit the drawdowns tool.
Volatility
EXP vs. NRGU - Volatility Comparison
The current volatility for Eagle Materials Inc. (EXP) is 8.55%, while MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU) has a volatility of 16.18%. 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.