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FNGU vs. FIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNGU vs. FIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors FANG+ 3X Leveraged ETNs (FNGU) and Comfort Systems USA, Inc. (FIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FNGU achieves a 3.96% return, which is significantly lower than FIX's 101.37% return.


FNGU

1D
-2.52%
1M
-13.99%
YTD
3.96%
6M
-3.67%
1Y
25.83%
3Y*
5Y*
10Y*

FIX

1D
1.85%
1M
-5.78%
YTD
101.37%
6M
94.15%
1Y
281.93%
3Y*
128.82%
5Y*
86.97%
10Y*
51.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNGU vs. FIX - Yearly Performance Comparison


2026 (YTD)2025
FNGU
MicroSectors FANG+ 3X Leveraged ETNs
3.96%3.02%
FIX
Comfort Systems USA, Inc.
101.37%136.60%

Correlation

The correlation between FNGU and FIX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2025

0.56

The correlation between FNGU and FIX shifts across timeframes, from 0.44 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FNGU vs. FIX — Risk / Return Rank

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

FNGU
FNGU Risk / Return Rank: 1616
Overall Rank
FNGU Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FNGU Sortino Ratio Rank: 1919
Sortino Ratio Rank
FNGU Omega Ratio Rank: 1919
Omega Ratio Rank
FNGU Calmar Ratio Rank: 1414
Calmar Ratio Rank
FNGU Martin Ratio Rank: 1414
Martin Ratio Rank

FIX
FIX Risk / Return Rank: 9999
Overall Rank
FIX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
FIX Omega Ratio Rank: 9797
Omega Ratio Rank
FIX Calmar Ratio Rank: 9999
Calmar Ratio Rank
FIX Martin Ratio Rank: 9999
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.

FNGU vs. FIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors FANG+ 3X Leveraged ETNs (FNGU) and Comfort Systems USA, Inc. (FIX). 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.


FNGUFIXDifference
Sharpe ratioReturn per unit of total volatility

-4.78

Sortino ratioReturn per unit of downside risk

-4.06

Omega ratioGain probability vs. loss probability

1.11

1.66

-0.55

Calmar ratioReturn relative to maximum drawdown

0.36

17.58

-17.23

Martin ratioReturn relative to average drawdown

0.85

59.47

-58.62

FNGU vs. FIX - Sharpe Ratio Comparison

The current FNGU Sharpe Ratio is 0.35, which is lower than the FIX Sharpe Ratio of 5.13. The chart below compares the historical Sharpe Ratios of FNGU and FIX, 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

FNGU vs. FIX - Drawdown Comparison

The maximum FNGU drawdown since its inception was -61.30%, smaller than the maximum FIX drawdown of -93.36%. Use the drawdown chart below to compare losses from any high point for FNGU and FIX.


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Drawdown Indicators


FNGUFIXDifference

Max Drawdown

Largest peak-to-trough decline

-61.30%

-93.36%

+32.06%

Max Drawdown (1Y)

Largest decline over 1 year

-59.55%

-15.78%

-43.77%

Max Drawdown (3Y)

Largest decline over 3 years

-46.05%

Max Drawdown (5Y)

Largest decline over 5 years

-46.05%

Max Drawdown (10Y)

Largest decline over 10 years

-49.68%

Current Drawdown

Current decline from peak

-27.36%

-8.03%

-19.33%

Average Drawdown

Average peak-to-trough decline

-22.25%

-38.06%

+15.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.91%

4.66%

+20.25%

Volatility

FNGU vs. FIX - Volatility Comparison

MicroSectors FANG+ 3X Leveraged ETNs (FNGU) has a higher volatility of 27.31% compared to Comfort Systems USA, Inc. (FIX) at 15.34%. This indicates that FNGU's price experiences larger fluctuations and is considered to be riskier than FIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNGUFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.31%

15.34%

+11.97%

Volatility (6M)

Calculated over the trailing 6-month period

50.15%

38.30%

+11.85%

Volatility (1Y)

Calculated over the trailing 1-year period

61.43%

54.05%

+7.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.93%

44.66%

+35.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.93%

42.44%

+37.49%

Dividends

FNGU vs. FIX - Dividend Comparison

FNGU has not paid dividends to shareholders, while FIX's dividend yield for the trailing twelve months is around 0.14%.


PositionTTM20252024202320222021202020192018201720162015
FIX
Comfort Systems USA, Inc.
0.14%0.21%0.28%0.41%0.49%0.49%0.81%0.79%0.76%0.68%0.83%0.88%
FNGU
MicroSectors FANG+ 3X Leveraged ETNs
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FNGU and FIX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FNGU has higher volatility (27.31%) compared to FIX (15.34%). In terms of maximum drawdown, FNGU dropped -61.30% vs FIX's -93.36%.

FIX currently has the higher Sharpe Ratio (5.13 vs 0.35), 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

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