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

Correlation

The correlation between GNW and FNGS is 0.29, 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.


-0.50.00.51.00.3

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.

-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
13.12%
8.77%
GNW
FNGS

Key characteristics

Sharpe Ratio

GNW:

0.02

FNGS:

2.12

Sortino Ratio

GNW:

0.22

FNGS:

2.66

Omega Ratio

GNW:

1.03

FNGS:

1.35

Calmar Ratio

GNW:

0.01

FNGS:

3.06

Martin Ratio

GNW:

0.11

FNGS:

9.86

Ulcer Index

GNW:

5.54%

FNGS:

5.53%

Daily Std Dev

GNW:

25.23%

FNGS:

25.77%

Max Drawdown

GNW:

-97.63%

FNGS:

-48.98%

Current Drawdown

GNW:

-80.80%

FNGS:

-4.62%

Returns By Period

In the year-to-date period, GNW achieves a -2.58% return, which is significantly lower than FNGS's 0.77% return.


GNW

YTD

-2.58%

1M

-7.85%

6M

13.12%

1Y

5.42%

5Y*

9.16%

10Y*

-1.50%

FNGS

YTD

0.77%

1M

1.99%

6M

8.77%

1Y

53.85%

5Y*

31.83%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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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 4545
Overall Rank
The Sharpe Ratio Rank of GNW is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of GNW is 4040
Sortino Ratio Rank
The Omega Ratio Rank of GNW is 3939
Omega Ratio Rank
The Calmar Ratio Rank of GNW is 4848
Calmar Ratio Rank
The Martin Ratio Rank of GNW is 4949
Martin Ratio Rank

FNGS
The Risk-Adjusted Performance Rank of FNGS is 7979
Overall Rank
The Sharpe Ratio Rank of FNGS is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of FNGS is 7878
Sortino Ratio Rank
The Omega Ratio Rank of FNGS is 7878
Omega Ratio Rank
The Calmar Ratio Rank of FNGS is 8181
Calmar Ratio Rank
The Martin Ratio Rank of FNGS is 7474
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.


Sharpe ratio
The chart of Sharpe ratio for GNW, currently valued at 0.02, compared to the broader market-4.00-2.000.002.000.022.12
The chart of Sortino ratio for GNW, currently valued at 0.22, compared to the broader market-4.00-2.000.002.004.000.222.66
The chart of Omega ratio for GNW, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.35
The chart of Calmar ratio for GNW, currently valued at 0.04, compared to the broader market0.002.004.006.000.043.06
The chart of Martin ratio for GNW, currently valued at 0.11, compared to the broader market-10.000.0010.0020.000.119.86
GNW
FNGS

The current GNW Sharpe Ratio is 0.02, which is lower than the FNGS Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of GNW and FNGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.02
2.12
GNW
FNGS

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 -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. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-12.92%
-4.62%
GNW
FNGS

Volatility

GNW vs. FNGS - Volatility Comparison

The current volatility for Genworth Financial, Inc. (GNW) is 7.01%, while MicroSectors FANG+ ETN (FNGS) has a volatility of 8.78%. 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.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
7.01%
8.78%
GNW
FNGS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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