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NOWL vs. CRMG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NOWL vs. CRMG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long NOW Daily ETF (NOWL) and Leverage Shares 2X Long CRM Daily ETF (CRMG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NOWL achieves a -47.14% return, which is significantly higher than CRMG's -49.96% return.


NOWL

1D
-12.28%
1M
84.18%
YTD
-47.14%
6M
-55.89%
1Y
3Y*
5Y*
10Y*

CRMG

1D
-8.29%
1M
15.68%
YTD
-49.96%
6M
-37.29%
1Y
-54.14%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NOWL vs. CRMG - Yearly Performance Comparison


2026 (YTD)2025
NOWL
GraniteShares 2x Long NOW Daily ETF
-47.14%-42.58%
CRMG
Leverage Shares 2X Long CRM Daily ETF
-49.96%-4.92%

Correlation

The correlation between NOWL and CRMG is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 16, 2025

0.73

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Return for Risk

NOWL vs. CRMG — Risk / Return Rank

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

NOWL

CRMG
CRMG Risk / Return Rank: 33
Overall Rank
CRMG Sharpe Ratio Rank: 33
Sharpe Ratio Rank
CRMG Sortino Ratio Rank: 33
Sortino Ratio Rank
CRMG Omega Ratio Rank: 33
Omega Ratio Rank
CRMG Calmar Ratio Rank: 22
Calmar Ratio Rank
CRMG Martin Ratio Rank: 22
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.

NOWL vs. CRMG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long NOW Daily ETF (NOWL) and Leverage Shares 2X Long CRM Daily ETF (CRMG). 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.

NOWL vs. CRMG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NOWLCRMGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.73

-0.58

-0.15

Drawdowns

NOWL vs. CRMG - Drawdown Comparison

The maximum NOWL drawdown since its inception was -86.57%, which is greater than CRMG's maximum drawdown of -74.38%. Use the drawdown chart below to compare losses from any high point for NOWL and CRMG.


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Drawdown Indicators


NOWLCRMGDifference

Max Drawdown

Largest peak-to-trough decline

-86.57%

-74.38%

-12.19%

Max Drawdown (1Y)

Largest decline over 1 year

-70.91%

Current Drawdown

Current decline from peak

-71.83%

-63.39%

-8.44%

Average Drawdown

Average peak-to-trough decline

-47.40%

-37.61%

-9.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.69%

Volatility

NOWL vs. CRMG - Volatility Comparison


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Volatility by Period


NOWLCRMGDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.95%

Volatility (6M)

Calculated over the trailing 6-month period

63.03%

Volatility (1Y)

Calculated over the trailing 1-year period

102.34%

74.67%

+27.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

102.34%

75.24%

+27.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

102.34%

75.24%

+27.10%

NOWL vs. CRMG - Expense Ratio Comparison

NOWL has a 1.50% expense ratio, which is higher than CRMG's 0.75% expense ratio.


Dividends

NOWL vs. CRMG - Dividend Comparison

Neither NOWL nor CRMG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


NOWL and CRMG have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CRMG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CRMG is cheaper with a 0.75% expense ratio, compared with 1.50% for NOWL.

NOWL and CRMG have nearly identical dividend yields, around 0.00%.

They also come from different issuers: GraniteShares and Leverage Shares. Their fees differ too: 1.50% for NOWL and 0.75% for CRMG.

Portfolio Optimizer

Find the right allocation for NOWL and CRMG

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