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

Correlation

The correlation between MPTI and FNGU is 0.18, 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

MPTI vs. FNGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in M-tron Industries Inc (MPTI) 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%JulyAugustSeptemberOctoberNovemberDecember
280.61%
904.90%
MPTI
FNGU

Key characteristics

Sharpe Ratio

MPTI:

0.72

FNGU:

2.30

Sortino Ratio

MPTI:

1.35

FNGU:

2.51

Omega Ratio

MPTI:

1.18

FNGU:

1.34

Calmar Ratio

MPTI:

1.16

FNGU:

2.93

Martin Ratio

MPTI:

2.58

FNGU:

9.73

Ulcer Index

MPTI:

20.25%

FNGU:

17.43%

Daily Std Dev

MPTI:

72.63%

FNGU:

73.68%

Max Drawdown

MPTI:

-46.41%

FNGU:

-92.34%

Current Drawdown

MPTI:

-28.75%

FNGU:

-11.51%

Returns By Period

In the year-to-date period, MPTI achieves a 39.66% return, which is significantly lower than FNGU's 164.07% return.


MPTI

YTD

39.66%

1M

-13.96%

6M

59.20%

1Y

43.69%

5Y*

N/A

10Y*

N/A

FNGU

YTD

164.07%

1M

21.30%

6M

43.69%

1Y

159.48%

5Y*

59.63%

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

MPTI vs. FNGU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for M-tron Industries Inc (MPTI) 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 MPTI, currently valued at 0.72, compared to the broader market-4.00-2.000.002.000.722.30
The chart of Sortino ratio for MPTI, currently valued at 1.35, compared to the broader market-4.00-2.000.002.004.001.352.51
The chart of Omega ratio for MPTI, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.34
The chart of Calmar ratio for MPTI, currently valued at 1.16, compared to the broader market0.002.004.006.001.163.68
The chart of Martin ratio for MPTI, currently valued at 2.58, compared to the broader market-5.000.005.0010.0015.0020.0025.002.589.73
MPTI
FNGU

The current MPTI Sharpe Ratio is 0.72, which is lower than the FNGU Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of MPTI 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.72
2.30
MPTI
FNGU

Dividends

MPTI vs. FNGU - Dividend Comparison

Neither MPTI nor FNGU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MPTI vs. FNGU - Drawdown Comparison

The maximum MPTI drawdown since its inception was -46.41%, smaller than the maximum FNGU drawdown of -92.34%. Use the drawdown chart below to compare losses from any high point for MPTI and FNGU. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-28.75%
-11.51%
MPTI
FNGU

Volatility

MPTI vs. FNGU - Volatility Comparison

M-tron Industries Inc (MPTI) and MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) have volatilities of 21.68% and 22.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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
21.68%
22.41%
MPTI
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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