PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IBRX vs. FNGU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.3

Performance

IBRX vs. FNGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ImmunityBio, Inc. (IBRX) and MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
-50.66%
1,048.46%
IBRX
FNGU

Key characteristics

Sharpe Ratio

IBRX:

-0.37

FNGU:

2.30

Sortino Ratio

IBRX:

0.14

FNGU:

2.51

Omega Ratio

IBRX:

1.02

FNGU:

1.34

Calmar Ratio

IBRX:

-0.45

FNGU:

2.93

Martin Ratio

IBRX:

-1.08

FNGU:

9.73

Ulcer Index

IBRX:

39.19%

FNGU:

17.43%

Daily Std Dev

IBRX:

114.60%

FNGU:

73.68%

Max Drawdown

IBRX:

-97.14%

FNGU:

-92.34%

Current Drawdown

IBRX:

-93.80%

FNGU:

-11.51%

Returns By Period

In the year-to-date period, IBRX achieves a -47.81% return, which is significantly lower than FNGU's 164.07% return.


IBRX

YTD

-47.81%

1M

-46.26%

6M

-63.91%

1Y

-35.78%

5Y*

-4.46%

10Y*

N/A

FNGU

YTD

164.07%

1M

21.30%

6M

43.69%

1Y

159.48%

5Y*

59.63%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Sharpe ratio
The chart of Sharpe ratio for IBRX, currently valued at -0.37, compared to the broader market-4.00-2.000.002.00-0.372.30
The chart of Sortino ratio for IBRX, currently valued at 0.14, compared to the broader market-4.00-2.000.002.004.000.142.51
The chart of Omega ratio for IBRX, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.34
The chart of Calmar ratio for IBRX, currently valued at -0.45, compared to the broader market0.002.004.006.00-0.452.93
The chart of Martin ratio for IBRX, currently valued at -1.08, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.089.73
IBRX
FNGU

The current IBRX Sharpe Ratio is -0.37, which is lower than the FNGU Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of IBRX and FNGU, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.37
2.30
IBRX
FNGU

Dividends

IBRX vs. FNGU - Dividend Comparison

Neither IBRX nor FNGU has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-93.80%
-11.51%
IBRX
FNGU

Volatility

IBRX vs. FNGU - Volatility Comparison

ImmunityBio, Inc. (IBRX) has a higher volatility of 42.53% compared to MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) at 22.41%. 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.


10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
42.53%
22.41%
IBRX
FNGU
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab