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FNGS vs. SOUN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNGS vs. SOUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors FANG+ ETN (FNGS) and SoundHound AI, Inc. (SOUN). 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 6.79% return, which is significantly higher than SOUN's -30.79% return.


FNGS

1D
-0.94%
1M
-3.20%
YTD
6.79%
6M
4.25%
1Y
17.02%
3Y*
29.80%
5Y*
19.76%
10Y*

SOUN

1D
-1.43%
1M
-18.05%
YTD
-30.79%
6M
-40.77%
1Y
-27.14%
3Y*
29.87%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNGS vs. SOUN - Yearly Performance Comparison


2026 (YTD)2025202420232022
FNGS
MicroSectors FANG+ ETN
6.79%18.64%51.99%95.24%-15.81%
SOUN
SoundHound AI, Inc.
-30.79%-49.75%835.85%19.77%-79.70%

Correlation

The correlation between FNGS and SOUN is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.41

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2022

0.36

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Return for Risk

FNGS vs. SOUN — Risk / Return Rank

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

FNGS
FNGS Risk / Return Rank: 2323
Overall Rank
FNGS Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
FNGS Sortino Ratio Rank: 2424
Sortino Ratio Rank
FNGS Omega Ratio Rank: 2424
Omega Ratio Rank
FNGS Calmar Ratio Rank: 2020
Calmar Ratio Rank
FNGS Martin Ratio Rank: 2020
Martin Ratio Rank

SOUN
SOUN Risk / Return Rank: 3131
Overall Rank
SOUN Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SOUN Sortino Ratio Rank: 3232
Sortino Ratio Rank
SOUN Omega Ratio Rank: 3232
Omega Ratio Rank
SOUN Calmar Ratio Rank: 3030
Calmar Ratio Rank
SOUN Martin Ratio Rank: 3232
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.

FNGS vs. SOUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors FANG+ ETN (FNGS) and SoundHound AI, Inc. (SOUN). 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.


FNGSSOUNDifference
Sharpe ratioReturn per unit of total volatility

+1.13

Sortino ratioReturn per unit of downside risk

+1.19

Omega ratioGain probability vs. loss probability

1.15

1.00

+0.15

Calmar ratioReturn relative to maximum drawdown

0.75

-0.38

+1.12

Martin ratioReturn relative to average drawdown

2.12

-0.60

+2.72

FNGS vs. SOUN - Sharpe Ratio Comparison

The current FNGS Sharpe Ratio is 0.79, which is higher than the SOUN Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of FNGS and SOUN, 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. SOUN - Drawdown Comparison

The maximum FNGS drawdown since its inception was -48.98%, smaller than the maximum SOUN drawdown of -93.55%. Use the drawdown chart below to compare losses from any high point for FNGS and SOUN.


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Drawdown Indicators


FNGSSOUNDifference

Max Drawdown

Largest peak-to-trough decline

-48.98%

-93.55%

+44.57%

Max Drawdown (1Y)

Largest decline over 1 year

-22.93%

-72.43%

+49.50%

Max Drawdown (3Y)

Largest decline over 3 years

-26.77%

-75.65%

+48.88%

Max Drawdown (5Y)

Largest decline over 5 years

-48.98%

Current Drawdown

Current decline from peak

-9.63%

-71.52%

+61.89%

Average Drawdown

Average peak-to-trough decline

-10.85%

-66.93%

+56.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.05%

45.29%

-37.24%

Volatility

FNGS vs. SOUN - Volatility Comparison

The current volatility for MicroSectors FANG+ ETN (FNGS) is 8.74%, while SoundHound AI, Inc. (SOUN) has a volatility of 17.69%. This indicates that FNGS experiences smaller price fluctuations and is considered to be less risky than SOUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNGSSOUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.74%

17.69%

-8.95%

Volatility (6M)

Calculated over the trailing 6-month period

17.19%

52.15%

-34.96%

Volatility (1Y)

Calculated over the trailing 1-year period

21.65%

80.70%

-59.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.10%

136.27%

-106.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.17%

136.27%

-105.10%

Dividends

FNGS vs. SOUN - Dividend Comparison

Neither FNGS nor SOUN has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FNGS and SOUN have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOUN has higher volatility (17.69%) compared to FNGS (8.74%). In terms of maximum drawdown, FNGS dropped -48.98% vs SOUN's -93.55%.

FNGS currently has the higher Sharpe Ratio (0.79 vs -0.34), 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 SOUN

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