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

Correlation

The correlation between FNGU and TSLA is 0.65, 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.


-0.50.00.51.00.6

Performance

FNGU vs. TSLA - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
984.15%
1,771.36%
FNGU
TSLA

Key characteristics

Sharpe Ratio

FNGU:

1.99

TSLA:

1.19

Sortino Ratio

FNGU:

2.33

TSLA:

1.97

Omega Ratio

FNGU:

1.31

TSLA:

1.24

Calmar Ratio

FNGU:

2.53

TSLA:

1.14

Martin Ratio

FNGU:

8.43

TSLA:

3.26

Ulcer Index

FNGU:

17.39%

TSLA:

22.88%

Daily Std Dev

FNGU:

73.78%

TSLA:

62.89%

Max Drawdown

FNGU:

-92.34%

TSLA:

-73.63%

Current Drawdown

FNGU:

-16.47%

TSLA:

-8.28%

Returns By Period

In the year-to-date period, FNGU achieves a 149.29% return, which is significantly higher than TSLA's 77.13% return.


FNGU

YTD

149.29%

1M

19.57%

6M

28.47%

1Y

142.71%

5Y*

57.91%

10Y*

N/A

TSLA

YTD

77.13%

1M

29.93%

6M

138.09%

1Y

71.11%

5Y*

75.02%

10Y*

40.66%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FNGU vs. TSLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) and Tesla, Inc. (TSLA). 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 market0.002.004.001.991.19
The chart of Sortino ratio for FNGU, currently valued at 2.33, compared to the broader market-2.000.002.004.006.008.0010.002.331.97
The chart of Omega ratio for FNGU, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.311.24
The chart of Calmar ratio for FNGU, currently valued at 2.53, compared to the broader market0.005.0010.0015.002.531.14
The chart of Martin ratio for FNGU, currently valued at 8.43, compared to the broader market0.0020.0040.0060.0080.00100.008.433.26
FNGU
TSLA

The current FNGU Sharpe Ratio is 1.99, which is higher than the TSLA Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of FNGU and TSLA, 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
1.19
FNGU
TSLA

Dividends

FNGU vs. TSLA - Dividend Comparison

Neither FNGU nor TSLA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FNGU vs. TSLA - Drawdown Comparison

The maximum FNGU drawdown since its inception was -92.34%, which is greater than TSLA's maximum drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for FNGU and TSLA. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.47%
-8.28%
FNGU
TSLA

Volatility

FNGU vs. TSLA - Volatility Comparison

MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) has a higher volatility of 22.78% compared to Tesla, Inc. (TSLA) at 16.49%. This indicates that FNGU's price experiences larger fluctuations and is considered to be riskier than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
22.78%
16.49%
FNGU
TSLA
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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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