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FRSH vs. FNGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FRSH vs. FNGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Freshworks Inc. (FRSH) and MicroSectors FANG+ ETN (FNGS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FRSH achieves a -17.06% return, which is significantly lower than FNGS's 17.41% return.


FRSH

1D
-4.87%
1M
16.11%
YTD
-17.06%
6M
-16.86%
1Y
-32.36%
3Y*
-13.43%
5Y*
10Y*

FNGS

1D
-0.64%
1M
12.77%
YTD
17.41%
6M
11.25%
1Y
32.20%
3Y*
35.74%
5Y*
22.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRSH vs. FNGS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FRSH
Freshworks Inc.
-17.06%-24.24%-31.16%59.69%-43.98%-44.77%
FNGS
MicroSectors FANG+ ETN
17.41%18.64%51.99%95.24%-40.32%3.42%

Correlation

The correlation between FRSH and FNGS is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2021

0.49

Over the past year, the correlation between FRSH and FNGS has dropped to 0.28 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

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Return for Risk

FRSH vs. FNGS — Risk / Return Rank

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

FRSH
FRSH Risk / Return Rank: 1515
Overall Rank
FRSH Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FRSH Sortino Ratio Rank: 1313
Sortino Ratio Rank
FRSH Omega Ratio Rank: 1414
Omega Ratio Rank
FRSH Calmar Ratio Rank: 1919
Calmar Ratio Rank
FRSH Martin Ratio Rank: 1919
Martin Ratio Rank

FNGS
FNGS Risk / Return Rank: 3838
Overall Rank
FNGS Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FNGS Sortino Ratio Rank: 4343
Sortino Ratio Rank
FNGS Omega Ratio Rank: 4343
Omega Ratio Rank
FNGS Calmar Ratio Rank: 3030
Calmar Ratio Rank
FNGS Martin Ratio Rank: 2929
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.

FRSH vs. FNGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Freshworks Inc. (FRSH) and MicroSectors FANG+ ETN (FNGS). 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.


FRSHFNGSDifference

Sharpe ratio

Return per unit of total volatility

-0.71

1.58

-2.29

Sortino ratio

Return per unit of downside risk

-0.83

2.17

-3.00

Omega ratio

Gain probability vs. loss probability

0.90

1.28

-0.38

Calmar ratio

Return relative to maximum drawdown

-0.59

1.47

-2.06

Martin ratio

Return relative to average drawdown

-1.03

4.25

-5.28

FRSH vs. FNGS - Sharpe Ratio Comparison

The current FRSH Sharpe Ratio is -0.71, which is lower than the FNGS Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of FRSH and FNGS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FRSHFNGSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.71

1.58

-2.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.48

1.06

-1.54

Drawdowns

FRSH vs. FNGS - Drawdown Comparison

The maximum FRSH drawdown since its inception was -86.31%, which is greater than FNGS's maximum drawdown of -48.98%. Use the drawdown chart below to compare losses from any high point for FRSH and FNGS.


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Drawdown Indicators


FRSHFNGSDifference

Max Drawdown

Largest peak-to-trough decline

-86.31%

-48.98%

-37.33%

Max Drawdown (1Y)

Largest decline over 1 year

-56.87%

-22.93%

-33.94%

Max Drawdown (3Y)

Largest decline over 3 years

-71.90%

-26.77%

-45.13%

Max Drawdown (5Y)

Largest decline over 5 years

-48.98%

Current Drawdown

Current decline from peak

-79.78%

-0.64%

-79.14%

Average Drawdown

Average peak-to-trough decline

-67.27%

-10.87%

-56.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.58%

7.92%

+24.66%

Volatility

FRSH vs. FNGS - Volatility Comparison

Freshworks Inc. (FRSH) has a higher volatility of 16.67% compared to MicroSectors FANG+ ETN (FNGS) at 5.42%. This indicates that FRSH's price experiences larger fluctuations and is considered to be riskier than FNGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRSHFNGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.67%

5.42%

+11.25%

Volatility (6M)

Calculated over the trailing 6-month period

39.84%

15.65%

+24.19%

Volatility (1Y)

Calculated over the trailing 1-year period

45.74%

20.49%

+25.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.62%

29.96%

+28.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.62%

31.13%

+27.49%

Dividends

FRSH vs. FNGS - Dividend Comparison

Neither FRSH nor FNGS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FRSH and FNGS have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FRSH has higher volatility (16.67%) compared to FNGS (5.42%). In terms of maximum drawdown, FRSH dropped -86.31% vs FNGS's -48.98%.

FNGS currently has the higher Sharpe Ratio (1.58 vs -0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FRSH and FNGS

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