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FNGU vs. FNGG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FNGU vs. FNGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) and Direxion Daily NYSE FANG+ Bull 2X Shares (FNGG). The values are adjusted to include any dividend payments, if applicable.

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FNGU vs. FNGG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, FNGU achieves a -38.12% return, which is significantly lower than FNGG's -25.51% return.


FNGU

1D
13.84%
1M
-15.01%
YTD
-38.12%
6M
-46.40%
1Y
17.43%
3Y*
5Y*
10Y*

FNGG

1D
9.29%
1M
-9.53%
YTD
-25.51%
6M
-30.33%
1Y
27.54%
3Y*
50.64%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FNGU vs. FNGG - Expense Ratio Comparison

FNGU has a 0.95% expense ratio, which is lower than FNGG's 0.98% expense ratio.


Return for Risk

FNGU vs. FNGG — Risk / Return Rank

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

FNGU
FNGU Risk / Return Rank: 2424
Overall Rank
FNGU Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
FNGU Sortino Ratio Rank: 3333
Sortino Ratio Rank
FNGU Omega Ratio Rank: 3232
Omega Ratio Rank
FNGU Calmar Ratio Rank: 1919
Calmar Ratio Rank
FNGU Martin Ratio Rank: 1818
Martin Ratio Rank

FNGG
FNGG Risk / Return Rank: 3333
Overall Rank
FNGG Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FNGG Sortino Ratio Rank: 4343
Sortino Ratio Rank
FNGG Omega Ratio Rank: 3939
Omega Ratio Rank
FNGG Calmar Ratio Rank: 2828
Calmar Ratio Rank
FNGG Martin Ratio Rank: 2525
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. FNGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) and Direxion Daily NYSE FANG+ Bull 2X Shares (FNGG). 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.


FNGUFNGGDifference

Sharpe ratio

Return per unit of total volatility

0.23

0.51

-0.29

Sortino ratio

Return per unit of downside risk

0.91

1.13

-0.21

Omega ratio

Gain probability vs. loss probability

1.12

1.15

-0.03

Calmar ratio

Return relative to maximum drawdown

0.27

0.61

-0.34

Martin ratio

Return relative to average drawdown

0.71

1.73

-1.02

FNGU vs. FNGG - Sharpe Ratio Comparison

The current FNGU Sharpe Ratio is 0.23, which is lower than the FNGG Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of FNGU and FNGG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FNGUFNGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

0.51

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.41

-0.11

-0.30

Correlation

The correlation between FNGU and FNGG is 0.99, 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.


Dividends

FNGU vs. FNGG - Dividend Comparison

FNGU has not paid dividends to shareholders, while FNGG's dividend yield for the trailing twelve months is around 15.91%.


TTM20252024202320222021
FNGU
MicroSectors FANG+™ Index 3X Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%
FNGG
Direxion Daily NYSE FANG+ Bull 2X Shares
15.91%11.89%0.79%0.88%0.00%4.99%

Drawdowns

FNGU vs. FNGG - Drawdown Comparison

The maximum FNGU drawdown since its inception was -60.84%, smaller than the maximum FNGG drawdown of -91.33%. Use the drawdown chart below to compare losses from any high point for FNGU and FNGG.


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Drawdown Indicators


FNGUFNGGDifference

Max Drawdown

Largest peak-to-trough decline

-60.84%

-91.33%

+30.49%

Max Drawdown (1Y)

Largest decline over 1 year

-59.55%

-43.01%

-16.54%

Current Drawdown

Current decline from peak

-53.95%

-44.91%

-9.04%

Average Drawdown

Average peak-to-trough decline

-21.77%

-57.36%

+35.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.28%

15.04%

+7.24%

Volatility

FNGU vs. FNGG - Volatility Comparison

MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) has a higher volatility of 23.48% compared to Direxion Daily NYSE FANG+ Bull 2X Shares (FNGG) at 15.75%. This indicates that FNGU's price experiences larger fluctuations and is considered to be riskier than FNGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNGUFNGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.48%

15.75%

+7.73%

Volatility (6M)

Calculated over the trailing 6-month period

44.72%

30.35%

+14.37%

Volatility (1Y)

Calculated over the trailing 1-year period

77.61%

54.10%

+23.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

80.84%

68.41%

+12.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.84%

68.41%

+12.43%