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

Correlation

The correlation between FNGU and TSLA is 0.50, 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.

FNGU vs. TSLA

Last updated Jun 3, 2025

Compare and contrast key facts about MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) and Tesla, Inc. (TSLA).

FNGU is a passively managed fund by Bank of Montreal that tracks the performance of the NYSE FANG (TR) (300%). It was launched on Jan 22, 2018.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FNGU or TSLA.

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.

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Key characteristics

Sharpe Ratio

FNGU:

0.25

TSLA:

1.29

Sortino Ratio

FNGU:

0.92

TSLA:

2.08

Omega Ratio

FNGU:

1.12

TSLA:

1.25

Calmar Ratio

FNGU:

0.28

TSLA:

1.62

Martin Ratio

FNGU:

0.64

TSLA:

3.80

Ulcer Index

FNGU:

27.62%

TSLA:

24.86%

Daily Std Dev

FNGU:

93.18%

TSLA:

72.57%

Max Drawdown

FNGU:

-92.34%

TSLA:

-73.63%

Current Drawdown

FNGU:

-37.57%

TSLA:

-28.59%

Returns By Period

In the year-to-date period, FNGU achieves a -25.65% return, which is significantly lower than TSLA's -15.14% return.

FNGU

YTD

-25.65%

1M

-2.11%

6M

-17.22%

1Y

26.49%

3Y*

82.06%

5Y*

41.24%

10Y*

N/A

TSLA

YTD

-15.14%

1M

19.32%

6M

-4.03%

1Y

92.44%

3Y*

13.48%

5Y*

42.24%

10Y*

35.35%

*Annualized

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MicroSectors FANG+™ Index 3X Leveraged ETN

Tesla, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FNGU vs. TSLA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FNGU
The Risk-Adjusted Performance Rank of FNGU is 3737
Overall Rank
The Sharpe Ratio Rank of FNGU is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of FNGU is 5252
Sortino Ratio Rank
The Omega Ratio Rank of FNGU is 5050
Omega Ratio Rank
The Calmar Ratio Rank of FNGU is 3333
Calmar Ratio Rank
The Martin Ratio Rank of FNGU is 2525
Martin Ratio Rank
TSLA
The Risk-Adjusted Performance Rank of TSLA is 8585
Overall Rank
The Sharpe Ratio Rank of TSLA is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of TSLA is 8787
Sortino Ratio Rank
The Omega Ratio Rank of TSLA is 8282
Omega Ratio Rank
The Calmar Ratio Rank of TSLA is 9090
Calmar Ratio Rank
The Martin Ratio Rank of TSLA is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

The current FNGU Sharpe Ratio is 0.25, which is lower than the TSLA Sharpe Ratio of 1.29. 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.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FNGU vs. TSLA - Volatility Comparison

The current volatility for MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) is 10.08%, while Tesla, Inc. (TSLA) has a volatility of 14.19%. This indicates that FNGU experiences smaller price fluctuations and is considered to be less risky than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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