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GEVX vs. BMNG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GEVX vs. BMNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long GEV Daily ETF (GEVX) and Leverage Shares 2X Long BMNR Daily ETF (BMNG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GEVX achieves a 111.42% return, which is significantly higher than BMNG's -81.40% return.


GEVX

1D
-4.46%
1M
5.92%
6M
120.09%
YTD
111.42%
1Y
141.68%
3Y*
5Y*
10Y*

BMNG

1D
-4.29%
1M
-14.65%
6M
-84.91%
YTD
-81.40%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GEVX vs. BMNG - Yearly Performance Comparison


2026 (YTD)2025
GEVX
Tradr 2X Long GEV Daily ETF
111.42%14.69%
BMNG
Leverage Shares 2X Long BMNR Daily ETF
-81.40%-80.50%

Correlation

The correlation between GEVX and BMNG is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 27, 2025

0.41

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Return for Risk

GEVX vs. BMNG — Risk / Return Rank

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

GEVX
GEVX Risk / Return Rank: 5858
Overall Rank
GEVX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
GEVX Sortino Ratio Rank: 5858
Sortino Ratio Rank
GEVX Omega Ratio Rank: 5353
Omega Ratio Rank
GEVX Calmar Ratio Rank: 7777
Calmar Ratio Rank
GEVX Martin Ratio Rank: 5555
Martin Ratio Rank

BMNG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

GEVX vs. BMNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long GEV Daily ETF (GEVX) and Leverage Shares 2X Long BMNR Daily ETF (BMNG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GEVXBMNGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

3.17

Martin ratioReturn relative to average drawdown

7.62

GEVX vs. BMNG - Sharpe Ratio Comparison


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Drawdowns

GEVX vs. BMNG - Drawdown Comparison

The maximum GEVX drawdown since its inception was -45.03%, smaller than the maximum BMNG drawdown of -97.32%. Use the drawdown chart below to compare losses from any high point for GEVX and BMNG.


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Drawdown Indicators


GEVXBMNGDifference

Max Drawdown

Largest peak-to-trough decline

-45.03%

-97.32%

+52.29%

Max Drawdown (1Y)

Largest decline over 1 year

-45.03%

Current Drawdown

Current decline from peak

-25.52%

-96.53%

+71.01%

Average Drawdown

Average peak-to-trough decline

-15.19%

-83.35%

+68.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.67%

Volatility

GEVX vs. BMNG - Volatility Comparison


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Volatility by Period


GEVXBMNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

39.42%

Volatility (6M)

Calculated over the trailing 6-month period

71.86%

Volatility (1Y)

Calculated over the trailing 1-year period

104.16%

186.57%

-82.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

103.68%

186.57%

-82.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

103.68%

186.57%

-82.89%

GEVX vs. BMNG - Expense Ratio Comparison

GEVX has a 1.30% expense ratio, which is higher than BMNG's 0.75% expense ratio.


Dividends

GEVX vs. BMNG - Dividend Comparison

Neither GEVX nor BMNG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GEVX and BMNG have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BMNG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BMNG is cheaper with a 0.75% expense ratio, compared with 1.30% for GEVX.

GEVX and BMNG have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Tradr and Leverage Shares. Their fees differ too: 1.30% for GEVX and 0.75% for BMNG.

Portfolio Optimizer

Find the right allocation for GEVX and BMNG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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