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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 11.08% return, which is significantly higher than CBZ's -43.19% return.


FNGG

1D
-5.43%
1M
-2.38%
YTD
11.08%
6M
9.63%
1Y
34.32%
3Y*
50.53%
5Y*
10Y*

CBZ

1D
-7.85%
1M
-11.08%
YTD
-43.19%
6M
-45.05%
1Y
-57.38%
3Y*
-18.45%
5Y*
-3.01%
10Y*
10.59%
*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
11.08%27.21%98.76%204.23%-87.15%-4.05%
CBZ
CBIZ, Inc.
-43.19%-38.35%30.74%33.60%19.76%19.20%

Correlation

The correlation between FNGG and CBZ is -0.05, 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

-0.05

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

0.25

The correlation between FNGG and CBZ shifts across timeframes, from -0.05 (1 year) to 0.25 (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: 2121
Overall Rank
FNGG Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
FNGG Sortino Ratio Rank: 2424
Sortino Ratio Rank
FNGG Omega Ratio Rank: 2323
Omega Ratio Rank
FNGG Calmar Ratio Rank: 1919
Calmar Ratio Rank
FNGG Martin Ratio Rank: 1818
Martin Ratio Rank

CBZ
CBZ Risk / Return Rank: 77
Overall Rank
CBZ Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CBZ Sortino Ratio Rank: 55
Sortino Ratio Rank
CBZ Omega Ratio Rank: 55
Omega Ratio Rank
CBZ Calmar Ratio Rank: 99
Calmar Ratio Rank
CBZ Martin Ratio Rank: 1111
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

+1.87

Sortino ratioReturn per unit of downside risk

+2.97

Omega ratioGain probability vs. loss probability

1.16

0.78

+0.38

Calmar ratioReturn relative to maximum drawdown

0.80

-0.85

+1.65

Martin ratioReturn relative to average drawdown

2.07

-1.31

+3.38

FNGG vs. CBZ - Sharpe Ratio Comparison

The current FNGG Sharpe Ratio is 0.79, which is higher than the CBZ Sharpe Ratio of -1.08. 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

-17.85%

-67.67%

+49.82%

Average Drawdown

Average peak-to-trough decline

-55.59%

-51.06%

-4.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.60%

43.95%

-27.35%

Volatility

FNGG vs. CBZ - Volatility Comparison

Direxion Daily NYSE FANG+ Bull 2X Shares (FNGG) has a higher volatility of 20.62% compared to CBIZ, Inc. (CBZ) at 15.21%. This indicates that FNGG's price experiences larger fluctuations and is considered to be riskier 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

20.62%

15.21%

+5.41%

Volatility (6M)

Calculated over the trailing 6-month period

34.72%

44.29%

-9.57%

Volatility (1Y)

Calculated over the trailing 1-year period

43.47%

53.42%

-9.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.79%

34.58%

+33.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.79%

31.11%

+36.68%

Dividends

FNGG vs. CBZ - Dividend Comparison

FNGG's dividend yield for the trailing twelve months is around 10.67%, 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
10.67%11.89%0.79%0.88%0.00%4.99%

Frequently Asked Questions


FNGG and CBZ have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FNGG has higher volatility (20.62%) compared to CBZ (15.21%). In terms of maximum drawdown, FNGG dropped -91.33% vs CBZ's -96.13%.

FNGG currently has the higher Sharpe Ratio (0.79 vs -1.08), 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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