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HOVR vs. FNGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HOVR vs. FNGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in New Horizon Aircraft Ltd (HOVR) and MicroSectors FANG+ ETN (FNGS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HOVR achieves a 71.43% return, which is significantly higher than FNGS's 17.41% return.


HOVR

1D
-0.40%
1M
4.13%
YTD
71.43%
6M
65.79%
1Y
144.66%
3Y*
5Y*
10Y*

FNGS

1D
-0.64%
1M
12.77%
YTD
17.41%
6M
11.25%
1Y
32.20%
3Y*
35.74%
5Y*
22.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HOVR vs. FNGS - Yearly Performance Comparison


2026 (YTD)20252024
HOVR
New Horizon Aircraft Ltd
71.43%30.09%-66.37%
FNGS
MicroSectors FANG+ ETN
17.41%18.64%51.79%

Correlation

The correlation between HOVR and FNGS is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Jan 17, 2024

0.18

The correlation between HOVR and FNGS shifts across timeframes, from 0.18 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HOVR vs. FNGS — Risk / Return Rank

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

HOVR
HOVR Risk / Return Rank: 7474
Overall Rank
HOVR Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
HOVR Sortino Ratio Rank: 7979
Sortino Ratio Rank
HOVR Omega Ratio Rank: 7474
Omega Ratio Rank
HOVR Calmar Ratio Rank: 7373
Calmar Ratio Rank
HOVR Martin Ratio Rank: 6767
Martin Ratio Rank

FNGS
FNGS Risk / Return Rank: 3838
Overall Rank
FNGS Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FNGS Sortino Ratio Rank: 4343
Sortino Ratio Rank
FNGS Omega Ratio Rank: 4343
Omega Ratio Rank
FNGS Calmar Ratio Rank: 3030
Calmar Ratio Rank
FNGS Martin Ratio Rank: 2929
Martin Ratio Rank
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.

HOVR vs. FNGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for New Horizon Aircraft Ltd (HOVR) 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.


HOVRFNGSDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.58

-0.45

Sortino ratio

Return per unit of downside risk

2.31

2.17

+0.14

Omega ratio

Gain probability vs. loss probability

1.26

1.28

-0.02

Calmar ratio

Return relative to maximum drawdown

1.99

1.47

+0.52

Martin ratio

Return relative to average drawdown

3.26

4.25

-0.99

HOVR vs. FNGS - Sharpe Ratio Comparison

The current HOVR Sharpe Ratio is 1.13, which is comparable to the FNGS Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of HOVR and FNGS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HOVRFNGSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.58

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

1.06

-1.14

Drawdowns

HOVR vs. FNGS - Drawdown Comparison

The maximum HOVR drawdown since its inception was -92.26%, which is greater than FNGS's maximum drawdown of -48.98%. Use the drawdown chart below to compare losses from any high point for HOVR and FNGS.


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Drawdown Indicators


HOVRFNGSDifference

Max Drawdown

Largest peak-to-trough decline

-92.26%

-48.98%

-43.28%

Max Drawdown (1Y)

Largest decline over 1 year

-69.31%

-22.93%

-46.38%

Max Drawdown (3Y)

Largest decline over 3 years

-26.77%

Max Drawdown (5Y)

Largest decline over 5 years

-48.98%

Current Drawdown

Current decline from peak

-35.55%

-0.64%

-34.91%

Average Drawdown

Average peak-to-trough decline

-60.93%

-10.87%

-50.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.27%

7.92%

+34.35%

Volatility

HOVR vs. FNGS - Volatility Comparison

New Horizon Aircraft Ltd (HOVR) has a higher volatility of 48.99% compared to MicroSectors FANG+ ETN (FNGS) at 5.42%. This indicates that HOVR's price experiences larger fluctuations and is considered to be riskier 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


HOVRFNGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

48.99%

5.42%

+43.57%

Volatility (6M)

Calculated over the trailing 6-month period

81.52%

15.65%

+65.87%

Volatility (1Y)

Calculated over the trailing 1-year period

128.99%

20.49%

+108.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

157.72%

29.96%

+127.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

157.72%

31.13%

+126.59%

Dividends

HOVR vs. FNGS - Dividend Comparison

Neither HOVR nor FNGS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HOVR and FNGS have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HOVR has higher volatility (48.99%) compared to FNGS (5.42%). In terms of maximum drawdown, HOVR dropped -92.26% vs FNGS's -48.98%.

FNGS currently has the higher Sharpe Ratio (1.58 vs 1.13), 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.

Portfolio Optimizer

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