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FNGS vs. NQ=F
Performance
Return for Risk
Drawdowns
Volatility

Performance

FNGS vs. NQ=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors FANG+ ETN (FNGS) and E-Mini Nasdaq 100 Futures (NQ=F). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FNGS achieves a 9.02% return, which is significantly lower than NQ=F's 11.12% return.


FNGS

1D
1.63%
1M
0.59%
6M
12.42%
YTD
9.02%
1Y
15.45%
3Y*
28.64%
5Y*
18.98%
10Y*
ALL TIME*
30.45%

NQ=F

1D
0.17%
1M
-4.29%
6M
10.19%
YTD
11.12%
1Y
23.61%
3Y*
21.38%
5Y*
13.59%
10Y*
19.62%
ALL TIME*
8.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.57M$1.92M$2.40M
$17.68B$16.69B$17.71B

FNGS vs. NQ=F - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FNGS
MicroSectors FANG+ ETN
9.02%18.64%51.99%95.24%-40.32%16.96%101.99%10.10%
NQ=F
E-Mini Nasdaq 100 Futures
11.12%19.93%24.69%54.45%-32.46%26.66%47.22%5.77%

Correlation

The correlation between FNGS and NQ=F is 0.82, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.82

Correlation (3Y)
Balances recent behavior with more history.

0.87

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.89

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2019

0.88

The correlation between FNGS and NQ=F has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.

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Return for Risk

FNGS vs. NQ=F — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FNGS
FNGS Risk / Return Rank: 2222
Overall Rank
FNGS Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
FNGS Sortino Ratio Rank: 2323
Sortino Ratio Rank
FNGS Omega Ratio Rank: 2323
Omega Ratio Rank
FNGS Calmar Ratio Rank: 2020
Calmar Ratio Rank
FNGS Martin Ratio Rank: 2121
Martin Ratio Rank

NQ=F
NQ=F Risk / Return Rank: 5858
Overall Rank
NQ=F Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
NQ=F Sortino Ratio Rank: 5858
Sortino Ratio Rank
NQ=F Omega Ratio Rank: 3636
Omega Ratio Rank
NQ=F Calmar Ratio Rank: 7070
Calmar Ratio Rank
NQ=F Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FNGS vs. NQ=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors FANG+ ETN (FNGS) and E-Mini Nasdaq 100 Futures (NQ=F). 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.


FNGSNQ=FDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.72

Omega ratioGain probability vs. loss probability

1.10

1.20

-0.09

Calmar ratioReturn relative to maximum drawdown

0.51

1.78

-1.27

Martin ratioReturn relative to average drawdown

1.37

5.58

-4.21

FNGS vs. NQ=F - Sharpe Ratio Comparison

The current FNGS Sharpe Ratio is 0.52, which is lower than the NQ=F Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of FNGS and NQ=F, 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

FNGS vs. NQ=F - Drawdown Comparison

The maximum FNGS drawdown since its inception was -48.98%, smaller than the maximum NQ=F drawdown of -78.99%. Use the drawdown chart below to compare losses from any high point for FNGS and NQ=F.


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Drawdown Indicators


FNGSNQ=FDifference

Max Drawdown

Largest peak-to-trough decline

-48.98%

-78.99%

+30.01%

Max Drawdown (1Y)

Largest decline over 1 year

-22.93%

-11.89%

-11.04%

Max Drawdown (3Y)

Largest decline over 3 years

-26.77%

-22.50%

-4.27%

Max Drawdown (5Y)

Largest decline over 5 years

-48.98%

-35.28%

-13.70%

Max Drawdown (10Y)

Largest decline over 10 years

-35.28%

Current Drawdown

Current decline from peak

-7.74%

-7.90%

+0.16%

Average Drawdown

Average peak-to-trough decline

-10.80%

-29.47%

+18.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.61%

3.79%

+4.82%

Volatility

FNGS vs. NQ=F - Volatility Comparison

The current volatility for MicroSectors FANG+ ETN (FNGS) is 5.87%, while E-Mini Nasdaq 100 Futures (NQ=F) has a volatility of 6.76%. This indicates that FNGS experiences smaller price fluctuations and is considered to be less risky than NQ=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNGSNQ=FDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

6.76%

-0.89%

Volatility (6M)

Calculated over the trailing 6-month period

18.36%

15.67%

+2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

22.86%

19.23%

+3.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.29%

23.10%

+7.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.07%

22.59%

+8.48%

Frequently Asked Questions


FNGS and NQ=F have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NQ=F has higher volatility (6.76%) compared to FNGS (5.87%). In terms of maximum drawdown, FNGS dropped -48.98% vs NQ=F's -78.99%.

NQ=F currently has the higher Sharpe Ratio (1.10 vs 0.52), 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 FNGS and NQ=F

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