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

Key characteristics


FNGUBULZ
Sharpe Ratio2.121.17
Sortino Ratio2.421.70
Omega Ratio1.321.22
Calmar Ratio2.471.07
Martin Ratio8.754.05
Ulcer Index17.36%20.26%
Daily Std Dev71.64%70.32%
Max Drawdown-92.34%-94.44%
Current Drawdown-9.21%-53.28%

Correlation

The correlation between FNGU and BULZ is 0.94, 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.


-0.50.00.51.00.9

Performance

FNGU vs. BULZ - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
60.35%
-33.76%
FNGU
BULZ

Returns By Period

In the year-to-date period, FNGU achieves a 118.13% return, which is significantly higher than BULZ's 53.68% return.


FNGU

YTD

118.13%

1M

19.92%

6M

48.09%

1Y

157.09%

5Y (annualized)

61.31%

10Y (annualized)

N/A

BULZ

YTD

53.68%

1M

18.98%

6M

28.63%

1Y

84.17%

5Y (annualized)

N/A

10Y (annualized)

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FNGU vs. BULZ - Expense Ratio Comparison

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


FNGU
MicroSectors FANG+™ Index 3X Leveraged ETN
Expense ratio chart for FNGU: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for BULZ: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

Risk-Adjusted Performance

FNGU vs. BULZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) 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.


Sharpe ratio
The chart of Sharpe ratio for FNGU, currently valued at 2.12, compared to the broader market-2.000.002.004.002.121.17
The chart of Sortino ratio for FNGU, currently valued at 2.42, compared to the broader market-2.000.002.004.006.008.0010.0012.002.421.70
The chart of Omega ratio for FNGU, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.22
The chart of Calmar ratio for FNGU, currently valued at 2.47, compared to the broader market0.005.0010.0015.002.471.07
The chart of Martin ratio for FNGU, currently valued at 8.75, compared to the broader market0.0020.0040.0060.0080.00100.008.754.05
FNGU
BULZ

The current FNGU Sharpe Ratio is 2.12, which is higher than the BULZ Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of FNGU 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.12
1.17
FNGU
BULZ

Dividends

FNGU vs. BULZ - Dividend Comparison

Neither FNGU nor BULZ has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FNGU vs. BULZ - Drawdown Comparison

The maximum FNGU drawdown since its inception was -92.34%, roughly equal to the maximum BULZ drawdown of -94.44%. Use the drawdown chart below to compare losses from any high point for FNGU and BULZ. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.21%
-53.28%
FNGU
BULZ

Volatility

FNGU vs. BULZ - Volatility Comparison

MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) and MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) have volatilities of 20.42% and 20.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%JuneJulyAugustSeptemberOctoberNovember
20.42%
20.80%
FNGU
BULZ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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