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FBL vs. BAR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FBL and BAR 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

FBL vs. BAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long META Daily ETF (FBL) and GraniteShares Gold Shares (BAR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

FBL:

49.26%

BAR:

35.02%

Max Drawdown

FBL:

-3.92%

BAR:

-3.47%

Current Drawdown

FBL:

-2.38%

BAR:

-2.78%

Returns By Period


FBL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

BAR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FBL vs. BAR - Expense Ratio Comparison

FBL has a 1.15% expense ratio, which is higher than BAR's 0.17% expense ratio.


Risk-Adjusted Performance

FBL vs. BAR — Risk-Adjusted Performance Rank

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

FBL
The Risk-Adjusted Performance Rank of FBL is 5959
Overall Rank
The Sharpe Ratio Rank of FBL is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of FBL is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FBL is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FBL is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FBL is 5050
Martin Ratio Rank

BAR
The Risk-Adjusted Performance Rank of BAR is 9696
Overall Rank
The Sharpe Ratio Rank of BAR is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of BAR is 9696
Sortino Ratio Rank
The Omega Ratio Rank of BAR is 9595
Omega Ratio Rank
The Calmar Ratio Rank of BAR is 9898
Calmar Ratio Rank
The Martin Ratio Rank of BAR is 9696
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.

FBL vs. BAR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long META Daily ETF (FBL) and GraniteShares Gold Shares (BAR). 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

FBL vs. BAR - Dividend Comparison

Neither FBL nor BAR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FBL vs. BAR - Drawdown Comparison

The maximum FBL drawdown since its inception was -3.92%, which is greater than BAR's maximum drawdown of -3.47%. Use the drawdown chart below to compare losses from any high point for FBL and BAR. For additional features, visit the drawdowns tool.


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Volatility

FBL vs. BAR - Volatility Comparison


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