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IBRX vs. FNGU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IBRX and FNGU is 0.32, 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.

-40.00%-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
-9.50%
60.23%
IBRX
FNGU

Key characteristics

Sharpe Ratio

IBRX:

-0.13

FNGU:

1.67

Sortino Ratio

IBRX:

0.68

FNGU:

2.09

Omega Ratio

IBRX:

1.09

FNGU:

1.28

Calmar Ratio

IBRX:

-0.15

FNGU:

2.62

Martin Ratio

IBRX:

-0.31

FNGU:

6.93

Ulcer Index

IBRX:

45.92%

FNGU:

17.81%

Daily Std Dev

IBRX:

114.94%

FNGU:

74.03%

Max Drawdown

IBRX:

-97.14%

FNGU:

-92.34%

Current Drawdown

IBRX:

-91.43%

FNGU:

-1.26%

Returns By Period

In the year-to-date period, IBRX achieves a 41.41% return, which is significantly higher than FNGU's 17.59% return.


IBRX

YTD

41.41%

1M

23.13%

6M

-9.73%

1Y

-25.36%

5Y*

-9.46%

10Y*

N/A

FNGU

YTD

17.59%

1M

14.94%

6M

68.60%

1Y

116.54%

5Y*

45.21%

10Y*

N/A

*Annualized

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 Rank

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

IBRX
The Risk-Adjusted Performance Rank of IBRX is 4242
Overall Rank
The Sharpe Ratio Rank of IBRX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of IBRX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of IBRX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of IBRX is 3535
Calmar Ratio Rank
The Martin Ratio Rank of IBRX is 3838
Martin Ratio Rank

FNGU
The Risk-Adjusted Performance Rank of FNGU is 6464
Overall Rank
The Sharpe Ratio Rank of FNGU is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FNGU is 5959
Sortino Ratio Rank
The Omega Ratio Rank of FNGU is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FNGU is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FNGU is 6060
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.

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 -0.13, compared to the broader market-2.000.002.004.00-0.131.67
The chart of Sortino ratio for IBRX, currently valued at 0.68, compared to the broader market-6.00-4.00-2.000.002.004.006.000.682.09
The chart of Omega ratio for IBRX, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.28
The chart of Calmar ratio for IBRX, currently valued at -0.15, compared to the broader market0.002.004.006.00-0.152.62
The chart of Martin ratio for IBRX, currently valued at -0.31, compared to the broader market-10.000.0010.0020.0030.00-0.316.93
IBRX
FNGU

The current IBRX Sharpe Ratio is -0.13, which is lower than the FNGU Sharpe Ratio of 1.67. 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.13
1.67
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%SeptemberOctoberNovemberDecember2025February
-91.43%
-1.26%
IBRX
FNGU

Volatility

IBRX vs. FNGU - Volatility Comparison

ImmunityBio, Inc. (IBRX) has a higher volatility of 30.84% compared to MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) at 20.98%. 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%SeptemberOctoberNovemberDecember2025February
30.84%
20.98%
IBRX
FNGU
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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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