GNW vs. FNGS
GNW (Genworth Financial, Inc.) is a stock, while FNGS (MicroSectors FANG+ ETN) is Large Cap Growth Equities fund tracking the NYSE FANG+ Index. Over the past 5 years, GNW returned 17.70%/yr vs 18.21%/yr for FNGS. At a 0.26 correlation, their price movements are largely independent.
Performance
GNW vs. FNGS - Performance Comparison
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Returns By Period
In the year-to-date period, GNW achieves a 1.55% return, which is significantly lower than FNGS's 5.66% return.
GNW
- 1D
- 2.57%
- 1M
- 1.10%
- YTD
- 1.55%
- 6M
- 0.44%
- 1Y
- 16.22%
- 3Y*
- 22.73%
- 5Y*
- 17.70%
- 10Y*
- 11.64%
FNGS
- 1D
- -2.36%
- 1M
- -3.57%
- YTD
- 5.66%
- 6M
- 4.04%
- 1Y
- 17.25%
- 3Y*
- 29.30%
- 5Y*
- 18.21%
- 10Y*
- —
GNW vs. FNGS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GNW Genworth Financial, Inc. | 1.55% | 29.18% | 4.64% | 26.28% | 30.62% | 7.14% | -14.09% | 9.18% |
FNGS MicroSectors FANG+ ETN | 5.66% | 18.64% | 51.99% | 95.24% | -40.32% | 16.96% | 101.99% | 10.10% |
Correlation
The correlation between GNW and FNGS is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2019 | 0.26 |
Over the past year, the correlation between GNW and FNGS has dropped to 0.00 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.
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Return for Risk
GNW vs. FNGS — Risk / Return Rank
GNW
FNGS
GNW vs. FNGS - Risk-Adjusted Trends 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.
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.
| GNW | FNGS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.15 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.16 | 0.76 | +0.40 |
| Martin ratioReturn relative to average drawdown | 2.71 | 2.12 | +0.58 |
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Drawdowns
GNW vs. FNGS - Drawdown Comparison
The maximum GNW drawdown since its inception was -97.63%, which is greater than FNGS's maximum drawdown of -48.98%. Use the drawdown chart below to compare losses from any high point for GNW and FNGS.
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Drawdown Indicators
| GNW | FNGS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.63% | -48.98% | -48.65% |
Max Drawdown (1Y)Largest decline over 1 year | -14.07% | -22.93% | +8.86% |
Max Drawdown (3Y)Largest decline over 3 years | -21.74% | -26.77% | +5.03% |
Max Drawdown (5Y)Largest decline over 5 years | -26.09% | -48.98% | +22.89% |
Max Drawdown (10Y)Largest decline over 10 years | -61.49% | — | — |
Current DrawdownCurrent decline from peak | -74.14% | -10.58% | -63.56% |
Average DrawdownAverage peak-to-trough decline | -67.38% | -10.84% | -56.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.01% | 8.14% | -2.13% |
Volatility
GNW vs. FNGS - Volatility Comparison
The current volatility for Genworth Financial, Inc. (GNW) is 6.94%, while MicroSectors FANG+ ETN (FNGS) has a volatility of 10.97%. This indicates that GNW experiences smaller price fluctuations and is considered to be less risky 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
| GNW | FNGS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.94% | 10.97% | -4.03% |
Volatility (6M)Calculated over the trailing 6-month period | 16.85% | 18.01% | -1.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.07% | 22.63% | +1.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.24% | 30.25% | +2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.95% | 31.24% | +16.71% |
Dividends
GNW vs. FNGS - Dividend Comparison
Neither GNW nor FNGS has paid dividends to shareholders.
Frequently Asked Questions
GNW and FNGS have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FNGS has higher volatility (10.97%) compared to GNW (6.94%). In terms of maximum drawdown, GNW dropped -97.63% vs FNGS's -48.98%.
FNGS currently has the higher Sharpe Ratio (0.77 vs 0.68), 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.
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