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GNW vs. FNGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GNW and FNGS is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

GNW vs. FNGS - Performance Comparison

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

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Key characteristics

Daily Std Dev

GNW:

13.19%

FNGS:

13.54%

Max Drawdown

GNW:

-0.43%

FNGS:

-1.15%

Current Drawdown

GNW:

0.00%

FNGS:

-1.15%

Returns By Period


GNW

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FNGS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

GNW vs. FNGS — Risk-Adjusted Performance Rank

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

GNW
The Risk-Adjusted Performance Rank of GNW is 5757
Overall Rank
The Sharpe Ratio Rank of GNW is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of GNW is 5252
Sortino Ratio Rank
The Omega Ratio Rank of GNW is 5252
Omega Ratio Rank
The Calmar Ratio Rank of GNW is 5656
Calmar Ratio Rank
The Martin Ratio Rank of GNW is 6161
Martin Ratio Rank

FNGS
The Risk-Adjusted Performance Rank of FNGS is 7575
Overall Rank
The Sharpe Ratio Rank of FNGS is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of FNGS is 7676
Sortino Ratio Rank
The Omega Ratio Rank of FNGS is 7373
Omega Ratio Rank
The Calmar Ratio Rank of FNGS is 8181
Calmar Ratio Rank
The Martin Ratio Rank of FNGS is 7171
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.

GNW vs. FNGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Genworth Financial, Inc. (GNW) 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.



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Dividends

GNW vs. FNGS - Dividend Comparison

Neither GNW nor FNGS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GNW vs. FNGS - Drawdown Comparison

The maximum GNW drawdown since its inception was -0.43%, smaller than the maximum FNGS drawdown of -1.15%. Use the drawdown chart below to compare losses from any high point for GNW and FNGS. For additional features, visit the drawdowns tool.


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Volatility

GNW vs. FNGS - Volatility Comparison


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