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NRGD vs. BOIL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NRGD and BOIL is -0.15. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.1

Performance

NRGD vs. BOIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors U.S. Big Oil Index -3X Inverse Leveraged ETN (NRGD) and ProShares Ultra Bloomberg Natural Gas (BOIL). The values are adjusted to include any dividend payments, if applicable.

-99.90%-99.80%-99.70%-99.60%-99.50%JulyAugustSeptemberOctoberNovemberDecember
-99.93%
-99.79%
NRGD
BOIL

Key characteristics

Returns By Period


NRGD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

BOIL

YTD

-69.01%

1M

4.01%

6M

-56.73%

1Y

-68.21%

5Y*

-65.66%

10Y*

-60.35%

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NRGD vs. BOIL - Expense Ratio Comparison

NRGD has a 0.95% expense ratio, which is lower than BOIL's 1.31% expense ratio.


BOIL
ProShares Ultra Bloomberg Natural Gas
Expense ratio chart for BOIL: current value at 1.31% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.31%
Expense ratio chart for NRGD: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

Risk-Adjusted Performance

NRGD vs. BOIL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors U.S. Big Oil Index -3X Inverse Leveraged ETN (NRGD) and ProShares Ultra Bloomberg Natural Gas (BOIL). 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 NRGD, currently valued at -0.68, compared to the broader market0.002.004.00-0.68-0.68
The chart of Sortino ratio for NRGD, currently valued at -0.83, compared to the broader market-2.000.002.004.006.008.0010.00-0.83-0.91
The chart of Omega ratio for NRGD, currently valued at 0.88, compared to the broader market0.501.001.502.002.503.000.880.90
The chart of Calmar ratio for NRGD, currently valued at -0.27, compared to the broader market0.005.0010.0015.00-0.27-0.69
The chart of Martin ratio for NRGD, currently valued at -0.78, compared to the broader market0.0020.0040.0060.0080.00100.00-0.78-1.08
NRGD
BOIL


Rolling 12-month Sharpe Ratio-1.00-0.80-0.60-0.40-0.20JulyAugustSeptemberOctoberNovemberDecember
-0.68
-0.68
NRGD
BOIL

Dividends

NRGD vs. BOIL - Dividend Comparison

Neither NRGD nor BOIL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NRGD vs. BOIL - Drawdown Comparison


-100.00%-99.90%-99.80%-99.70%-99.60%-99.50%JulyAugustSeptemberOctoberNovemberDecember
-99.98%
-99.79%
NRGD
BOIL

Volatility

NRGD vs. BOIL - Volatility Comparison

The current volatility for MicroSectors U.S. Big Oil Index -3X Inverse Leveraged ETN (NRGD) is 0.00%, while ProShares Ultra Bloomberg Natural Gas (BOIL) has a volatility of 33.63%. This indicates that NRGD experiences smaller price fluctuations and is considered to be less risky than BOIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember0
33.63%
NRGD
BOIL
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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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