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

Correlation

The correlation between FUBO and FNGU is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

FUBO vs. FNGU - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FUBO:

0.74

FNGU:

0.25

Sortino Ratio

FUBO:

4.85

FNGU:

0.92

Omega Ratio

FUBO:

1.56

FNGU:

1.12

Calmar Ratio

FUBO:

1.93

FNGU:

0.28

Martin Ratio

FUBO:

6.45

FNGU:

0.64

Ulcer Index

FUBO:

29.41%

FNGU:

27.62%

Daily Std Dev

FUBO:

264.05%

FNGU:

93.18%

Max Drawdown

FUBO:

-98.44%

FNGU:

-92.34%

Current Drawdown

FUBO:

-94.56%

FNGU:

-37.57%

Returns By Period

In the year-to-date period, FUBO achieves a 187.30% return, which is significantly higher than FNGU's -25.65% return.


FUBO

YTD

187.30%

1M

16.77%

6M

141.33%

1Y

194.31%

3Y*

1.03%

5Y*

-20.71%

10Y*

N/A

FNGU

YTD

-25.65%

1M

9.24%

6M

-12.21%

1Y

15.94%

3Y*

82.06%

5Y*

41.24%

10Y*

N/A

*Annualized

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fuboTV Inc.

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

Risk-Adjusted Performance

FUBO vs. FNGU — Risk-Adjusted Performance Rank

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

FUBO
The Risk-Adjusted Performance Rank of FUBO is 9191
Overall Rank
The Sharpe Ratio Rank of FUBO is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of FUBO is 9999
Sortino Ratio Rank
The Omega Ratio Rank of FUBO is 9797
Omega Ratio Rank
The Calmar Ratio Rank of FUBO is 9292
Calmar Ratio Rank
The Martin Ratio Rank of FUBO is 8989
Martin Ratio Rank

FNGU
The Risk-Adjusted Performance Rank of FNGU is 3838
Overall Rank
The Sharpe Ratio Rank of FNGU is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of FNGU is 5252
Sortino Ratio Rank
The Omega Ratio Rank of FNGU is 5151
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
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.

FUBO vs. FNGU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for fuboTV Inc. (FUBO) and MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU). 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 FUBO Sharpe Ratio is 0.74, which is higher than the FNGU Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of FUBO and FNGU, 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

FUBO vs. FNGU - Dividend Comparison

Neither FUBO nor FNGU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FUBO vs. FNGU - Drawdown Comparison

The maximum FUBO drawdown since its inception was -98.44%, which is greater than FNGU's maximum drawdown of -92.34%. Use the drawdown chart below to compare losses from any high point for FUBO and FNGU.


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

Volatility

FUBO vs. FNGU - Volatility Comparison

fuboTV Inc. (FUBO) has a higher volatility of 28.17% compared to MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) at 10.08%. This indicates that FUBO's price experiences larger fluctuations and is considered to be riskier than FNGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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