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

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.


-0.50.00.51.00.2

Performance

LMB vs. FNGU - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
519.20%
984.15%
LMB
FNGU

Key characteristics

Sharpe Ratio

LMB:

1.74

FNGU:

1.99

Sortino Ratio

LMB:

2.34

FNGU:

2.33

Omega Ratio

LMB:

1.30

FNGU:

1.31

Calmar Ratio

LMB:

3.94

FNGU:

2.53

Martin Ratio

LMB:

10.01

FNGU:

8.43

Ulcer Index

LMB:

9.74%

FNGU:

17.39%

Daily Std Dev

LMB:

56.16%

FNGU:

73.78%

Max Drawdown

LMB:

-84.10%

FNGU:

-92.34%

Current Drawdown

LMB:

-16.85%

FNGU:

-16.47%

Returns By Period

In the year-to-date period, LMB achieves a 87.93% return, which is significantly lower than FNGU's 149.29% return.


LMB

YTD

87.93%

1M

-9.00%

6M

49.68%

1Y

94.65%

5Y*

95.04%

10Y*

27.80%

FNGU

YTD

149.29%

1M

19.57%

6M

28.47%

1Y

142.71%

5Y*

57.91%

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

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.


Sharpe ratio
The chart of Sharpe ratio for LMB, currently valued at 1.74, compared to the broader market-4.00-2.000.002.001.741.99
The chart of Sortino ratio for LMB, currently valued at 2.34, compared to the broader market-4.00-2.000.002.004.002.342.33
The chart of Omega ratio for LMB, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.31
The chart of Calmar ratio for LMB, currently valued at 3.94, compared to the broader market0.002.004.006.003.942.53
The chart of Martin ratio for LMB, currently valued at 10.01, compared to the broader market0.0010.0020.0010.018.43
LMB
FNGU

The current LMB Sharpe Ratio is 1.74, which is comparable to the FNGU Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of LMB 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 Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.74
1.99
LMB
FNGU

Dividends

LMB vs. FNGU - Dividend Comparison

Neither LMB nor FNGU has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.85%
-16.47%
LMB
FNGU

Volatility

LMB vs. FNGU - Volatility Comparison

The current volatility for Limbach Holdings, Inc. (LMB) is 13.18%, while MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) has a volatility of 22.78%. This indicates that LMB experiences smaller price fluctuations and is considered to be less risky than FNGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
13.18%
22.78%
LMB
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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