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FNGG vs. CBZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNGG vs. CBZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily NYSE FANG+ Bull 2X Shares (FNGG) and CBIZ, Inc. (CBZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FNGG achieves a 14.01% return, which is significantly higher than CBZ's -19.78% return.


FNGG

1D
-1.75%
1M
5.15%
6M
14.11%
YTD
14.01%
1Y
24.63%
3Y*
47.72%
5Y*
10Y*

CBZ

1D
7.09%
1M
14.78%
6M
-25.39%
YTD
-19.78%
1Y
-43.99%
3Y*
-8.78%
5Y*
4.97%
10Y*
14.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNGG vs. CBZ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FNGG
Direxion Daily NYSE FANG+ Bull 2X Shares
14.01%27.21%98.76%204.23%-87.15%-4.05%
CBZ
CBIZ, Inc.
-19.78%-38.35%30.74%33.60%19.76%19.20%

Correlation

The correlation between FNGG and CBZ is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

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

0.14

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2021

0.24

The correlation between FNGG and CBZ shifts across timeframes, from -0.07 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FNGG vs. CBZ — Risk / Return Rank

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

FNGG
FNGG Risk / Return Rank: 2020
Overall Rank
FNGG Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FNGG Sortino Ratio Rank: 2222
Sortino Ratio Rank
FNGG Omega Ratio Rank: 2222
Omega Ratio Rank
FNGG Calmar Ratio Rank: 1818
Calmar Ratio Rank
FNGG Martin Ratio Rank: 1818
Martin Ratio Rank

CBZ
CBZ Risk / Return Rank: 1616
Overall Rank
CBZ Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
CBZ Sortino Ratio Rank: 1313
Sortino Ratio Rank
CBZ Omega Ratio Rank: 1313
Omega Ratio Rank
CBZ Calmar Ratio Rank: 2020
Calmar Ratio Rank
CBZ Martin Ratio Rank: 2525
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.

FNGG vs. CBZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily NYSE FANG+ Bull 2X Shares (FNGG) and CBIZ, Inc. (CBZ). 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.


FNGGCBZDifference
Sharpe ratioReturn per unit of total volatility

+1.37

Sortino ratioReturn per unit of downside risk

+2.04

Omega ratioGain probability vs. loss probability

1.13

0.87

+0.26

Calmar ratioReturn relative to maximum drawdown

0.58

-0.65

+1.23

Martin ratioReturn relative to average drawdown

1.44

-0.96

+2.40

FNGG vs. CBZ - Sharpe Ratio Comparison

The current FNGG Sharpe Ratio is 0.57, which is higher than the CBZ Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of FNGG and CBZ, 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

FNGG vs. CBZ - Drawdown Comparison

The maximum FNGG drawdown since its inception was -91.33%, roughly equal to the maximum CBZ drawdown of -96.13%. Use the drawdown chart below to compare losses from any high point for FNGG and CBZ.


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Drawdown Indicators


FNGGCBZDifference

Max Drawdown

Largest peak-to-trough decline

-91.33%

-96.13%

+4.80%

Max Drawdown (1Y)

Largest decline over 1 year

-43.01%

-67.69%

+24.68%

Max Drawdown (3Y)

Largest decline over 3 years

-47.03%

-71.64%

+24.61%

Max Drawdown (5Y)

Largest decline over 5 years

-71.64%

Max Drawdown (10Y)

Largest decline over 10 years

-71.64%

Current Drawdown

Current decline from peak

-15.68%

-54.35%

+38.67%

Average Drawdown

Average peak-to-trough decline

-55.17%

-51.08%

-4.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.12%

45.88%

-28.76%

Volatility

FNGG vs. CBZ - Volatility Comparison

The current volatility for Direxion Daily NYSE FANG+ Bull 2X Shares (FNGG) is 15.56%, while CBIZ, Inc. (CBZ) has a volatility of 18.36%. This indicates that FNGG experiences smaller price fluctuations and is considered to be less risky than CBZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNGGCBZDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.56%

18.36%

-2.80%

Volatility (6M)

Calculated over the trailing 6-month period

35.05%

46.14%

-11.09%

Volatility (1Y)

Calculated over the trailing 1-year period

43.33%

55.14%

-11.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.49%

35.11%

+32.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.49%

31.35%

+36.14%

Dividends

FNGG vs. CBZ - Dividend Comparison

FNGG's dividend yield for the trailing twelve months is around 10.44%, while CBZ has not paid dividends to shareholders.


PositionTTM20252024202320222021
CBZ
CBIZ, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%
FNGG
Direxion Daily NYSE FANG+ Bull 2X Shares
10.44%11.89%0.79%0.88%0.00%4.99%

Frequently Asked Questions


FNGG and CBZ have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CBZ has higher volatility (18.36%) compared to FNGG (15.56%). In terms of maximum drawdown, FNGG dropped -91.33% vs CBZ's -96.13%.

FNGG currently has the higher Sharpe Ratio (0.57 vs -0.80), 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 FNGG and CBZ

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