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FNGD vs. BOIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNGD vs. BOIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD) and ProShares Ultra Bloomberg Natural Gas (BOIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FNGD achieves a -27.13% return, which is significantly higher than BOIL's -41.05% return.


FNGD

1D
7.44%
1M
2.40%
YTD
-27.13%
6M
-23.35%
1Y
-49.41%
3Y*
-65.49%
5Y*
-62.47%
10Y*

BOIL

1D
-4.80%
1M
5.97%
YTD
-41.05%
6M
-46.24%
1Y
-75.60%
3Y*
-66.48%
5Y*
-66.38%
10Y*
-57.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNGD vs. BOIL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FNGD
MicroSectors FANG+™ Index -3X Inverse Leveraged ETN
-27.13%-61.42%-76.57%-90.14%52.21%-60.04%-95.60%-72.46%-16.61%
BOIL
ProShares Ultra Bloomberg Natural Gas
-41.05%-58.98%-60.75%-92.00%-31.85%23.84%-74.74%-67.70%-22.23%

Correlation

The correlation between FNGD and BOIL is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2018

-0.04

The correlation between FNGD and BOIL shifts across timeframes, from -0.04 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FNGD vs. BOIL — Risk / Return Rank

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

FNGD
FNGD Risk / Return Rank: 33
Overall Rank
FNGD Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FNGD Sortino Ratio Rank: 33
Sortino Ratio Rank
FNGD Omega Ratio Rank: 33
Omega Ratio Rank
FNGD Calmar Ratio Rank: 33
Calmar Ratio Rank
FNGD Martin Ratio Rank: 11
Martin Ratio Rank

BOIL
BOIL Risk / Return Rank: 33
Overall Rank
BOIL Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BOIL Sortino Ratio Rank: 44
Sortino Ratio Rank
BOIL Omega Ratio Rank: 33
Omega Ratio Rank
BOIL Calmar Ratio Rank: 11
Calmar Ratio Rank
BOIL Martin Ratio Rank: 22
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.

FNGD vs. BOIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD) and ProShares Ultra Bloomberg Natural Gas (BOIL). 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.


FNGDBOILDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

0.89

0.89

0.00

Calmar ratioReturn relative to maximum drawdown

-0.75

-0.98

+0.23

Martin ratioReturn relative to average drawdown

-1.52

-1.36

-0.16

FNGD vs. BOIL - Sharpe Ratio Comparison

The current FNGD Sharpe Ratio is -0.76, which is comparable to the BOIL Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of FNGD and BOIL, 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

FNGD vs. BOIL - Drawdown Comparison

The maximum FNGD drawdown since its inception was -100.00%, roughly equal to the maximum BOIL drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for FNGD and BOIL.


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Drawdown Indicators


FNGDBOILDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-100.00%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-65.92%

-77.43%

+11.51%

Max Drawdown (3Y)

Largest decline over 3 years

-97.35%

-96.86%

-0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-99.67%

-99.91%

+0.24%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

Current Drawdown

Current decline from peak

-100.00%

-100.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-87.30%

-93.59%

+6.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.15%

56.83%

-22.68%

Volatility

FNGD vs. BOIL - Volatility Comparison

MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD) has a higher volatility of 33.07% compared to ProShares Ultra Bloomberg Natural Gas (BOIL) at 23.63%. This indicates that FNGD's price experiences larger fluctuations and is considered to be riskier than BOIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNGDBOILDifference

Volatility (1M)

Calculated over the trailing 1-month period

33.07%

23.63%

+9.44%

Volatility (6M)

Calculated over the trailing 6-month period

53.22%

104.46%

-51.24%

Volatility (1Y)

Calculated over the trailing 1-year period

65.50%

113.44%

-47.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

89.67%

118.97%

-29.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

91.30%

101.84%

-10.54%

FNGD vs. BOIL - Expense Ratio Comparison

FNGD has a 0.95% expense ratio, which is lower than BOIL's 1.31% expense ratio.


Dividends

FNGD vs. BOIL - Dividend Comparison

Neither FNGD nor BOIL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FNGD and BOIL have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FNGD has higher volatility (33.07%) compared to BOIL (23.63%). In terms of maximum drawdown, FNGD dropped -100.00% vs BOIL's -100.00%.

On 5-year performance, FNGD leads with -62.47% vs -66.38% for BOIL. On fees, FNGD is cheaper at 0.95% per year. On volatility, BOIL has been the lower-risk option at 23.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FNGD has performed better with a -62.47% return vs -66.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FNGD is cheaper with a 0.95% expense ratio, compared with 1.31% for BOIL.

FNGD and BOIL have nearly identical dividend yields, around 0.00%.

FNGD is categorized as Leveraged Equities, while BOIL is Oil & Gas. FNGD tracks NYSE FANG+ Index (-300%), while BOIL tracks Bloomberg Natural Gas Subindex. They also come from different issuers: BMO and ProShares. Their fees differ too: 0.95% for FNGD and 1.31% for BOIL.

BOIL currently has the higher Sharpe Ratio (-0.67 vs -0.76), 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

Find the right allocation for FNGD and BOIL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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