LMB vs. FNGU
Compare and contrast key facts about Limbach Holdings, Inc. (LMB) 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: LMB or FNGU.
Key characteristics
| LMB | FNGU | |
|---|---|---|
| YTD Return | 107.44% | 120.95% |
| 1Y Return | 160.06% | 178.88% |
| 3Y Return (Ann) | 130.06% | 3.25% |
| 5Y Return (Ann) | 83.40% | 63.55% |
| Sharpe Ratio | 2.98 | 2.82 |
| Sortino Ratio | 3.28 | 2.84 |
| Omega Ratio | 1.43 | 1.38 |
| Calmar Ratio | 6.76 | 3.24 |
| Martin Ratio | 17.50 | 11.71 |
| Ulcer Index | 9.56% | 17.24% |
| Daily Std Dev | 56.12% | 71.25% |
| Max Drawdown | -84.10% | -92.34% |
| Current Drawdown | -2.70% | -8.04% |
Correlation
The correlation between LMB and FNGU is 0.21, 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
LMB vs. FNGU - Performance Comparison
In the year-to-date period, LMB achieves a 107.44% return, which is significantly lower than FNGU's 120.95% 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
LMB vs. FNGU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Limbach Holdings, Inc. (LMB) 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
LMB vs. FNGU - Dividend Comparison
Neither LMB nor FNGU has paid dividends to shareholders.
Drawdowns
LMB vs. FNGU - Drawdown Comparison
The maximum LMB drawdown since its inception was -84.10%, smaller than the maximum FNGU drawdown of -92.34%. Use the drawdown chart below to compare losses from any high point for LMB and FNGU. For additional features, visit the drawdowns tool.
Volatility
LMB vs. FNGU - Volatility Comparison
Limbach Holdings, Inc. (LMB) has a higher volatility of 22.40% compared to MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) at 19.54%. This indicates that LMB'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.