IBRX vs. FNGU
Compare and contrast key facts about ImmunityBio, Inc. (IBRX) and MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU).
FNGU is a passively managed fund by Bank of Montreal that tracks the performance of the NYSE FANG (TR) (300%). It was launched on Jan 22, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBRX or FNGU.
Key characteristics
| IBRX | FNGU | |
|---|---|---|
| YTD Return | 5.58% | 124.66% |
| 1Y Return | 54.52% | 198.87% |
| 3Y Return (Ann) | -14.67% | 3.10% |
| 5Y Return (Ann) | 36.56% | 63.37% |
| Sharpe Ratio | 0.41 | 2.83 |
| Sortino Ratio | 1.46 | 2.84 |
| Omega Ratio | 1.18 | 1.38 |
| Calmar Ratio | 0.49 | 3.11 |
| Martin Ratio | 1.32 | 11.75 |
| Ulcer Index | 34.83% | 17.22% |
| Daily Std Dev | 112.98% | 71.55% |
| Max Drawdown | -97.14% | -92.34% |
| Current Drawdown | -87.46% | -6.49% |
Correlation
The correlation between IBRX and FNGU is 0.33, 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.
Performance
IBRX vs. FNGU - Performance Comparison
In the year-to-date period, IBRX achieves a 5.58% return, which is significantly lower than FNGU's 124.66% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IBRX vs. FNGU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ImmunityBio, Inc. (IBRX) and MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU). 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.
Dividends
IBRX vs. FNGU - Dividend Comparison
Neither IBRX nor FNGU has paid dividends to shareholders.
Drawdowns
IBRX vs. FNGU - Drawdown Comparison
The maximum IBRX drawdown since its inception was -97.14%, which is greater than FNGU's maximum drawdown of -92.34%. Use the drawdown chart below to compare losses from any high point for IBRX and FNGU. For additional features, visit the drawdowns tool.
Volatility
IBRX vs. FNGU - Volatility Comparison
ImmunityBio, Inc. (IBRX) has a higher volatility of 39.19% compared to MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) at 19.43%. This indicates that IBRX's price experiences larger fluctuations and is considered to be riskier than FNGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.