PortfoliosLab logoPortfoliosLab logo
LRCU vs. IFED
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LRCU vs. IFED - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long LRCX Daily ETF (LRCU) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

LRCU vs. IFED - Yearly Performance Comparison


Returns By Period

In the year-to-date period, LRCU achieves a 37.88% return, which is significantly higher than IFED's -10.70% return.


LRCU

1D
13.60%
1M
-20.24%
YTD
37.88%
6M
107.82%
1Y
3Y*
5Y*
10Y*

IFED

1D
2.06%
1M
-5.98%
YTD
-10.70%
6M
-11.02%
1Y
5.41%
3Y*
14.83%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


LRCU vs. IFED - Expense Ratio Comparison

LRCU has a 1.30% expense ratio, which is higher than IFED's 0.45% expense ratio.


Return for Risk

LRCU vs. IFED — Risk / Return Rank

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

LRCU

IFED
IFED Risk / Return Rank: 2020
Overall Rank
IFED Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IFED Sortino Ratio Rank: 1919
Sortino Ratio Rank
IFED Omega Ratio Rank: 2020
Omega Ratio Rank
IFED Calmar Ratio Rank: 2020
Calmar Ratio Rank
IFED Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LRCU vs. IFED - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long LRCX Daily ETF (LRCU) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

LRCU vs. IFED - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


LRCUIFEDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

6.56

0.58

+5.98

Correlation

The correlation between LRCU and IFED is 0.36, 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.


Dividends

LRCU vs. IFED - Dividend Comparison

Neither LRCU nor IFED has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LRCU vs. IFED - Drawdown Comparison

The maximum LRCU drawdown since its inception was -40.09%, which is greater than IFED's maximum drawdown of -22.36%. Use the drawdown chart below to compare losses from any high point for LRCU and IFED.


Loading graphics...

Drawdown Indicators


LRCUIFEDDifference

Max Drawdown

Largest peak-to-trough decline

-40.09%

-22.36%

-17.73%

Max Drawdown (1Y)

Largest decline over 1 year

-14.65%

Current Drawdown

Current decline from peak

-31.94%

-12.52%

-19.42%

Average Drawdown

Average peak-to-trough decline

-9.89%

-5.70%

-4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.64%

Volatility

LRCU vs. IFED - Volatility Comparison


Loading graphics...

Volatility by Period


LRCUIFEDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

Volatility (6M)

Calculated over the trailing 6-month period

10.83%

Volatility (1Y)

Calculated over the trailing 1-year period

110.29%

18.80%

+91.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

110.29%

19.72%

+90.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

110.29%

19.72%

+90.57%