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FNGO vs. BULZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FNGO vs. BULZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors FANG+ Index 2X Leveraged ETN (FNGO) and MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ). The values are adjusted to include any dividend payments, if applicable.

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FNGO vs. BULZ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FNGO
MicroSectors FANG+ Index 2X Leveraged ETN
-22.92%25.49%101.65%240.10%-71.55%13.51%
BULZ
MicroSectors Solactive FANG & Innovation 3X Leveraged ETN
-28.68%60.09%54.09%394.22%-92.26%12.62%

Returns By Period

In the year-to-date period, FNGO achieves a -22.92% return, which is significantly higher than BULZ's -28.68% return.


FNGO

1D
2.95%
1M
-8.44%
YTD
-22.92%
6M
-28.65%
1Y
28.52%
3Y*
52.54%
5Y*
18.17%
10Y*

BULZ

1D
5.23%
1M
-12.77%
YTD
-28.68%
6M
-31.57%
1Y
72.81%
3Y*
59.06%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FNGO vs. BULZ - Expense Ratio Comparison

Both FNGO and BULZ have an expense ratio of 0.95%.


Return for Risk

FNGO vs. BULZ — Risk / Return Rank

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

FNGO
FNGO Risk / Return Rank: 3131
Overall Rank
FNGO Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FNGO Sortino Ratio Rank: 3939
Sortino Ratio Rank
FNGO Omega Ratio Rank: 3636
Omega Ratio Rank
FNGO Calmar Ratio Rank: 2929
Calmar Ratio Rank
FNGO Martin Ratio Rank: 2626
Martin Ratio Rank

BULZ
BULZ Risk / Return Rank: 5050
Overall Rank
BULZ Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
BULZ Sortino Ratio Rank: 6060
Sortino Ratio Rank
BULZ Omega Ratio Rank: 5656
Omega Ratio Rank
BULZ Calmar Ratio Rank: 5353
Calmar Ratio Rank
BULZ Martin Ratio Rank: 4040
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.

FNGO vs. BULZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors FANG+ Index 2X Leveraged ETN (FNGO) and MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ). 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.


FNGOBULZDifference

Sharpe ratio

Return per unit of total volatility

0.53

0.79

-0.27

Sortino ratio

Return per unit of downside risk

1.16

1.58

-0.43

Omega ratio

Gain probability vs. loss probability

1.15

1.22

-0.07

Calmar ratio

Return relative to maximum drawdown

0.74

1.43

-0.69

Martin ratio

Return relative to average drawdown

2.08

3.83

-1.75

FNGO vs. BULZ - Sharpe Ratio Comparison

The current FNGO Sharpe Ratio is 0.53, which is lower than the BULZ Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of FNGO and BULZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FNGOBULZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.79

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

-0.06

+0.59

Correlation

The correlation between FNGO and BULZ is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FNGO vs. BULZ - Dividend Comparison

Neither FNGO nor BULZ has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FNGO vs. BULZ - Drawdown Comparison

The maximum FNGO drawdown since its inception was -78.39%, smaller than the maximum BULZ drawdown of -94.44%. Use the drawdown chart below to compare losses from any high point for FNGO and BULZ.


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Drawdown Indicators


FNGOBULZDifference

Max Drawdown

Largest peak-to-trough decline

-78.39%

-94.44%

+16.05%

Max Drawdown (1Y)

Largest decline over 1 year

-42.73%

-54.22%

+11.49%

Max Drawdown (5Y)

Largest decline over 5 years

-78.39%

Current Drawdown

Current decline from peak

-35.78%

-46.52%

+10.74%

Average Drawdown

Average peak-to-trough decline

-24.17%

-60.15%

+35.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.17%

20.25%

-5.08%

Volatility

FNGO vs. BULZ - Volatility Comparison

The current volatility for MicroSectors FANG+ Index 2X Leveraged ETN (FNGO) is 16.20%, while MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) has a volatility of 29.26%. This indicates that FNGO experiences smaller price fluctuations and is considered to be less risky than BULZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNGOBULZDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.20%

29.26%

-13.06%

Volatility (6M)

Calculated over the trailing 6-month period

30.54%

60.63%

-30.09%

Volatility (1Y)

Calculated over the trailing 1-year period

54.60%

92.48%

-37.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.29%

91.56%

-31.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.90%

91.56%

-29.66%