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FBGX vs. NRGU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBGX vs. NRGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS AG FI Enhanced Large Cap Growth ETN (FBGX) and MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU). The values are adjusted to include any dividend payments, if applicable.

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FBGX vs. NRGU - Yearly Performance Comparison


Returns By Period


FBGX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

NRGU

1D
-10.75%
1M
24.81%
YTD
139.49%
6M
107.68%
1Y
69.15%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FBGX vs. NRGU - Expense Ratio Comparison

FBGX has a 1.29% expense ratio, which is higher than NRGU's 0.95% expense ratio.


Return for Risk

FBGX vs. NRGU — Risk / Return Rank

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

FBGX

NRGU
NRGU Risk / Return Rank: 4545
Overall Rank
NRGU Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
NRGU Sortino Ratio Rank: 5454
Sortino Ratio Rank
NRGU Omega Ratio Rank: 5454
Omega Ratio Rank
NRGU Calmar Ratio Rank: 4747
Calmar Ratio Rank
NRGU Martin Ratio Rank: 3030
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FBGX vs. NRGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS AG FI Enhanced Large Cap Growth ETN (FBGX) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FBGX vs. NRGU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FBGXNRGUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

Dividends

FBGX vs. NRGU - Dividend Comparison

Neither FBGX nor NRGU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FBGX vs. NRGU - Drawdown Comparison


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Drawdown Indicators


FBGXNRGUDifference

Max Drawdown

Largest peak-to-trough decline

-57.50%

Max Drawdown (1Y)

Largest decline over 1 year

-55.24%

Current Drawdown

Current decline from peak

-17.40%

Average Drawdown

Average peak-to-trough decline

-25.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.12%

Volatility

FBGX vs. NRGU - Volatility Comparison


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Volatility by Period


FBGXNRGUDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.31%

Volatility (6M)

Calculated over the trailing 6-month period

50.27%

Volatility (1Y)

Calculated over the trailing 1-year period

88.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

87.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

87.12%