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

Correlation

The correlation between FNGU and BULZ 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

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.

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Key characteristics

Daily Std Dev

FNGU:

11.40%

BULZ:

65.46%

Max Drawdown

FNGU:

-1.15%

BULZ:

-4.75%

Current Drawdown

FNGU:

-0.53%

BULZ:

0.00%

Returns By Period


FNGU

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

BULZ

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FNGU vs. BULZ - Expense Ratio Comparison

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


Risk-Adjusted Performance

FNGU vs. BULZ — Risk-Adjusted Performance Rank

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

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

BULZ
The Risk-Adjusted Performance Rank of BULZ is 2424
Overall Rank
The Sharpe Ratio Rank of BULZ is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of BULZ is 4040
Sortino Ratio Rank
The Omega Ratio Rank of BULZ is 3838
Omega Ratio Rank
The Calmar Ratio Rank of BULZ is 1212
Calmar Ratio Rank
The Martin Ratio Rank of BULZ is 1414
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.

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.



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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 -1.15%, smaller than the maximum BULZ drawdown of -4.75%. Use the drawdown chart below to compare losses from any high point for FNGU and BULZ. For additional features, visit the drawdowns tool.


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Volatility

FNGU vs. BULZ - Volatility Comparison


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