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FNGG vs. FNGU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FNGG and FNGU is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

FNGG vs. FNGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily NYSE FANG+ Bull 2X Shares (FNGG) and MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

FNGG:

40.65%

FNGU:

11.40%

Max Drawdown

FNGG:

-3.08%

FNGU:

-1.15%

Current Drawdown

FNGG:

-3.08%

FNGU:

-0.53%

Returns By Period


FNGG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FNGU

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FNGG vs. FNGU - Expense Ratio Comparison

FNGG has a 0.98% expense ratio, which is higher than FNGU's 0.95% expense ratio.


Risk-Adjusted Performance

FNGG vs. FNGU — Risk-Adjusted Performance Rank

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

FNGG
The Risk-Adjusted Performance Rank of FNGG is 6464
Overall Rank
The Sharpe Ratio Rank of FNGG is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FNGG is 7272
Sortino Ratio Rank
The Omega Ratio Rank of FNGG is 6969
Omega Ratio Rank
The Calmar Ratio Rank of FNGG is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FNGG is 5757
Martin Ratio Rank

FNGU
The Risk-Adjusted Performance Rank of FNGU is 5858
Overall Rank
The Sharpe Ratio Rank of FNGU is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of FNGU is 7171
Sortino Ratio Rank
The Omega Ratio Rank of FNGU is 7070
Omega Ratio Rank
The Calmar Ratio Rank of FNGU is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FNGU is 4646
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.

FNGG vs. FNGU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily NYSE FANG+ Bull 2X Shares (FNGG) and MicroSectors FANG+™ Index 3X Leveraged ETN (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.



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Dividends

FNGG vs. FNGU - Dividend Comparison

Neither FNGG nor FNGU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FNGG vs. FNGU - Drawdown Comparison

The maximum FNGG drawdown since its inception was -3.08%, which is greater than FNGU's maximum drawdown of -1.15%. Use the drawdown chart below to compare losses from any high point for FNGG and FNGU. For additional features, visit the drawdowns tool.


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Volatility

FNGG vs. FNGU - Volatility Comparison


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