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MAGX vs. NNE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MAGX vs. NNE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Daily 2X Long Magnificent Seven ETF (MAGX) and NANO Nuclear Energy Inc. (NNE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MAGX achieves a 1.49% return, which is significantly lower than NNE's 9.83% return.


MAGX

1D
-2.59%
1M
3.29%
YTD
1.49%
6M
0.41%
1Y
50.73%
3Y*
5Y*
10Y*

NNE

1D
-13.74%
1M
13.08%
YTD
9.83%
6M
-22.19%
1Y
-9.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MAGX vs. NNE - Yearly Performance Comparison


2026 (YTD)20252024
MAGX
Roundhill Daily 2X Long Magnificent Seven ETF
1.49%26.16%69.84%
NNE
NANO Nuclear Energy Inc.
9.83%-3.55%379.67%

Correlation

The correlation between MAGX and NNE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (All Time)
Calculated using the full available price history since May 9, 2024

0.32

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Return for Risk

MAGX vs. NNE — Risk / Return Rank

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

MAGX
MAGX Risk / Return Rank: 3131
Overall Rank
MAGX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
MAGX Sortino Ratio Rank: 3333
Sortino Ratio Rank
MAGX Omega Ratio Rank: 3232
Omega Ratio Rank
MAGX Calmar Ratio Rank: 2828
Calmar Ratio Rank
MAGX Martin Ratio Rank: 2929
Martin Ratio Rank

NNE
NNE Risk / Return Rank: 3838
Overall Rank
NNE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
NNE Sortino Ratio Rank: 4343
Sortino Ratio Rank
NNE Omega Ratio Rank: 4141
Omega Ratio Rank
NNE Calmar Ratio Rank: 3535
Calmar Ratio Rank
NNE Martin Ratio Rank: 3636
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.

MAGX vs. NNE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Daily 2X Long Magnificent Seven ETF (MAGX) and NANO Nuclear Energy Inc. (NNE). 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.


MAGXNNEDifference
Sharpe ratioReturn per unit of total volatility

+1.38

Sortino ratioReturn per unit of downside risk

+1.20

Omega ratioGain probability vs. loss probability

1.22

1.06

+0.16

Calmar ratioReturn relative to maximum drawdown

1.37

-0.15

+1.51

Martin ratioReturn relative to average drawdown

4.21

-0.24

+4.45

MAGX vs. NNE - Sharpe Ratio Comparison

The current MAGX Sharpe Ratio is 1.28, which is higher than the NNE Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of MAGX and NNE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MAGXNNEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

-0.10

+1.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.81

+0.04

Drawdowns

MAGX vs. NNE - Drawdown Comparison

The maximum MAGX drawdown since its inception was -54.19%, smaller than the maximum NNE drawdown of -77.68%. Use the drawdown chart below to compare losses from any high point for MAGX and NNE.


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Drawdown Indicators


MAGXNNEDifference

Max Drawdown

Largest peak-to-trough decline

-54.19%

-77.68%

+23.49%

Max Drawdown (1Y)

Largest decline over 1 year

-37.24%

-66.45%

+29.21%

Current Drawdown

Current decline from peak

-7.49%

-53.43%

+45.94%

Average Drawdown

Average peak-to-trough decline

-13.78%

-35.96%

+22.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.09%

39.98%

-27.89%

Volatility

MAGX vs. NNE - Volatility Comparison

The current volatility for Roundhill Daily 2X Long Magnificent Seven ETF (MAGX) is 9.19%, while NANO Nuclear Energy Inc. (NNE) has a volatility of 37.95%. This indicates that MAGX experiences smaller price fluctuations and is considered to be less risky than NNE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MAGXNNEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.19%

37.95%

-28.76%

Volatility (6M)

Calculated over the trailing 6-month period

28.81%

67.43%

-38.62%

Volatility (1Y)

Calculated over the trailing 1-year period

39.88%

98.37%

-58.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.52%

148.79%

-95.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.52%

148.79%

-95.27%

Dividends

MAGX vs. NNE - Dividend Comparison

MAGX's dividend yield for the trailing twelve months is around 2.02%, while NNE has not paid dividends to shareholders.


PositionTTM20252024
MAGX
Roundhill Daily 2X Long Magnificent Seven ETF
2.02%2.05%0.86%
NNE
NANO Nuclear Energy Inc.
0.00%0.00%0.00%

Frequently Asked Questions


MAGX and NNE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NNE has higher volatility (37.95%) compared to MAGX (9.19%). In terms of maximum drawdown, MAGX dropped -54.19% vs NNE's -77.68%.

MAGX currently has the higher Sharpe Ratio (1.28 vs -0.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for MAGX and NNE

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