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FNGU vs. SOXL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FNGU vs. SOXL - 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 Semiconductor Bull 3x Shares (SOXL). The values are adjusted to include any dividend payments, if applicable.

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FNGU vs. SOXL - Yearly Performance Comparison


Returns By Period

In the year-to-date period, FNGU achieves a -38.12% return, which is significantly lower than SOXL's 13.99% return.


FNGU

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

SOXL

1D
17.95%
1M
-23.67%
YTD
13.99%
6M
37.51%
1Y
201.41%
3Y*
38.75%
5Y*
3.09%
10Y*
39.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FNGU vs. SOXL - Expense Ratio Comparison

FNGU has a 0.95% expense ratio, which is lower than SOXL's 0.99% expense ratio.


Return for Risk

FNGU vs. SOXL — 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

SOXL
SOXL Risk / Return Rank: 9090
Overall Rank
SOXL Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SOXL Sortino Ratio Rank: 8888
Sortino Ratio Rank
SOXL Omega Ratio Rank: 8787
Omega Ratio Rank
SOXL Calmar Ratio Rank: 9696
Calmar Ratio Rank
SOXL Martin Ratio Rank: 9292
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. SOXL - 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 Semiconductor Bull 3x Shares (SOXL). 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.


FNGUSOXLDifference

Sharpe ratio

Return per unit of total volatility

0.23

1.70

-1.48

Sortino ratio

Return per unit of downside risk

0.91

2.34

-1.43

Omega ratio

Gain probability vs. loss probability

1.12

1.34

-0.21

Calmar ratio

Return relative to maximum drawdown

0.27

4.06

-3.79

Martin ratio

Return relative to average drawdown

0.71

12.39

-11.67

FNGU vs. SOXL - Sharpe Ratio Comparison

The current FNGU Sharpe Ratio is 0.23, which is lower than the SOXL Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of FNGU and SOXL, 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


FNGUSOXLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

1.70

-1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.41

0.35

-0.76

Correlation

The correlation between FNGU and SOXL is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FNGU vs. SOXL - Dividend Comparison

FNGU has not paid dividends to shareholders, while SOXL's dividend yield for the trailing twelve months is around 0.16%.


TTM2025202420232022202120202019201820172016
FNGU
MicroSectors FANG+™ Index 3X Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOXL
Direxion Daily Semiconductor Bull 3x Shares
0.16%0.34%1.18%0.51%1.07%0.04%0.05%0.38%1.30%0.09%4.84%

Drawdowns

FNGU vs. SOXL - Drawdown Comparison

The maximum FNGU drawdown since its inception was -60.84%, smaller than the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for FNGU and SOXL.


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Drawdown Indicators


FNGUSOXLDifference

Max Drawdown

Largest peak-to-trough decline

-60.84%

-90.46%

+29.62%

Max Drawdown (1Y)

Largest decline over 1 year

-59.55%

-49.26%

-10.29%

Max Drawdown (5Y)

Largest decline over 5 years

-90.46%

Max Drawdown (10Y)

Largest decline over 10 years

-90.46%

Current Drawdown

Current decline from peak

-53.95%

-33.33%

-20.62%

Average Drawdown

Average peak-to-trough decline

-21.77%

-35.34%

+13.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.28%

16.14%

+6.14%

Volatility

FNGU vs. SOXL - Volatility Comparison

The current volatility for MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) is 23.48%, while Direxion Daily Semiconductor Bull 3x Shares (SOXL) has a volatility of 40.35%. This indicates that FNGU experiences smaller price fluctuations and is considered to be less risky than SOXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNGUSOXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.48%

40.35%

-16.87%

Volatility (6M)

Calculated over the trailing 6-month period

44.72%

79.51%

-34.79%

Volatility (1Y)

Calculated over the trailing 1-year period

77.61%

119.21%

-41.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

80.84%

105.43%

-24.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.84%

97.70%

-16.86%