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FIX vs. FNGU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIX vs. FNGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Comfort Systems USA, Inc. (FIX) and MicroSectors FANG+ 3X Leveraged ETNs (FNGU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FIX achieves a 101.37% return, which is significantly higher than FNGU's 3.96% return.


FIX

1D
1.85%
1M
-5.78%
YTD
101.37%
6M
94.15%
1Y
281.93%
3Y*
128.82%
5Y*
86.97%
10Y*
51.27%

FNGU

1D
-2.52%
1M
-13.99%
YTD
3.96%
6M
-3.67%
1Y
25.83%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIX vs. FNGU - Yearly Performance Comparison


2026 (YTD)2025
FIX
Comfort Systems USA, Inc.
101.37%136.60%
FNGU
MicroSectors FANG+ 3X Leveraged ETNs
3.96%3.02%

Correlation

The correlation between FIX and FNGU is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2025

0.56

The correlation between FIX and FNGU shifts across timeframes, from 0.44 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FIX vs. FNGU — Risk / Return Rank

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

FIX
FIX Risk / Return Rank: 9999
Overall Rank
FIX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
FIX Omega Ratio Rank: 9797
Omega Ratio Rank
FIX Calmar Ratio Rank: 9999
Calmar Ratio Rank
FIX Martin Ratio Rank: 9999
Martin Ratio Rank

FNGU
FNGU Risk / Return Rank: 1616
Overall Rank
FNGU Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FNGU Sortino Ratio Rank: 1919
Sortino Ratio Rank
FNGU Omega Ratio Rank: 1919
Omega Ratio Rank
FNGU Calmar Ratio Rank: 1414
Calmar Ratio Rank
FNGU Martin Ratio Rank: 1414
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.

FIX vs. FNGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Comfort Systems USA, Inc. (FIX) and MicroSectors FANG+ 3X Leveraged ETNs (FNGU). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FIXFNGUDifference
Sharpe ratioReturn per unit of total volatility

+4.78

Sortino ratioReturn per unit of downside risk

+4.06

Omega ratioGain probability vs. loss probability

1.66

1.11

+0.55

Calmar ratioReturn relative to maximum drawdown

17.58

0.36

+17.23

Martin ratioReturn relative to average drawdown

59.47

0.85

+58.62

FIX vs. FNGU - Sharpe Ratio Comparison

The current FIX Sharpe Ratio is 5.13, which is higher than the FNGU Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of FIX and FNGU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FIX vs. FNGU - Drawdown Comparison

The maximum FIX drawdown since its inception was -93.36%, which is greater than FNGU's maximum drawdown of -61.30%. Use the drawdown chart below to compare losses from any high point for FIX and FNGU.


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Drawdown Indicators


FIXFNGUDifference

Max Drawdown

Largest peak-to-trough decline

-93.36%

-61.30%

-32.06%

Max Drawdown (1Y)

Largest decline over 1 year

-15.78%

-59.55%

+43.77%

Max Drawdown (3Y)

Largest decline over 3 years

-46.05%

Max Drawdown (5Y)

Largest decline over 5 years

-46.05%

Max Drawdown (10Y)

Largest decline over 10 years

-49.68%

Current Drawdown

Current decline from peak

-8.03%

-27.36%

+19.33%

Average Drawdown

Average peak-to-trough decline

-38.06%

-22.25%

-15.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.66%

24.91%

-20.25%

Volatility

FIX vs. FNGU - Volatility Comparison

The current volatility for Comfort Systems USA, Inc. (FIX) is 15.34%, while MicroSectors FANG+ 3X Leveraged ETNs (FNGU) has a volatility of 27.31%. This indicates that FIX experiences smaller price fluctuations and is considered to be less risky than FNGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIXFNGUDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.34%

27.31%

-11.97%

Volatility (6M)

Calculated over the trailing 6-month period

38.30%

50.15%

-11.85%

Volatility (1Y)

Calculated over the trailing 1-year period

54.05%

61.43%

-7.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.66%

79.93%

-35.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.44%

79.93%

-37.49%

Dividends

FIX vs. FNGU - Dividend Comparison

FIX's dividend yield for the trailing twelve months is around 0.14%, while FNGU has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FIX
Comfort Systems USA, Inc.
0.14%0.21%0.28%0.41%0.49%0.49%0.81%0.79%0.76%0.68%0.83%0.88%
FNGU
MicroSectors FANG+ 3X Leveraged ETNs
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FIX and FNGU have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FNGU has higher volatility (27.31%) compared to FIX (15.34%). In terms of maximum drawdown, FIX dropped -93.36% vs FNGU's -61.30%.

FIX currently has the higher Sharpe Ratio (5.13 vs 0.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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