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

Correlation

The correlation between FNGU and FNGD is -0.99. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-1.0

Performance

FNGU vs. FNGD - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
984.15%
-99.99%
FNGU
FNGD

Key characteristics

Sharpe Ratio

FNGU:

1.99

FNGD:

-1.04

Sortino Ratio

FNGU:

2.33

FNGD:

-2.17

Omega Ratio

FNGU:

1.31

FNGD:

0.77

Calmar Ratio

FNGU:

2.53

FNGD:

-0.76

Martin Ratio

FNGU:

8.43

FNGD:

-1.36

Ulcer Index

FNGU:

17.39%

FNGD:

55.94%

Daily Std Dev

FNGU:

73.78%

FNGD:

73.60%

Max Drawdown

FNGU:

-92.34%

FNGD:

-99.99%

Current Drawdown

FNGU:

-16.47%

FNGD:

-99.99%

Returns By Period

In the year-to-date period, FNGU achieves a 149.29% return, which is significantly higher than FNGD's -76.38% return.


FNGU

YTD

149.29%

1M

19.57%

6M

28.47%

1Y

142.71%

5Y*

57.91%

10Y*

N/A

FNGD

YTD

-76.38%

1M

-20.95%

6M

-43.91%

1Y

-75.84%

5Y*

-77.33%

10Y*

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. FNGD - Expense Ratio Comparison

Both FNGU and FNGD 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 FNGD: 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. FNGD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) and MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD). 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 1.99, compared to the broader market0.002.004.001.99-1.04
The chart of Sortino ratio for FNGU, currently valued at 2.33, compared to the broader market-2.000.002.004.006.008.0010.002.33-2.17
The chart of Omega ratio for FNGU, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.310.77
The chart of Calmar ratio for FNGU, currently valued at 2.53, compared to the broader market0.005.0010.0015.002.53-0.76
The chart of Martin ratio for FNGU, currently valued at 8.43, compared to the broader market0.0020.0040.0060.0080.00100.008.43-1.36
FNGU
FNGD

The current FNGU Sharpe Ratio is 1.99, which is higher than the FNGD Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of FNGU and FNGD, 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 Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.99
-1.04
FNGU
FNGD

Dividends

FNGU vs. FNGD - Dividend Comparison

Neither FNGU nor FNGD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FNGU vs. FNGD - Drawdown Comparison

The maximum FNGU drawdown since its inception was -92.34%, smaller than the maximum FNGD drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for FNGU and FNGD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.47%
-99.99%
FNGU
FNGD

Volatility

FNGU vs. FNGD - Volatility Comparison

MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) and MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD) have volatilities of 22.78% and 21.92%, 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.


15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
22.78%
21.92%
FNGU
FNGD
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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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