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NRGD vs. GDXD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NRGD vs. GDXD - 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 MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD). The values are adjusted to include any dividend payments, if applicable.

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NRGD vs. GDXD - Yearly Performance Comparison


Returns By Period

In the year-to-date period, NRGD achieves a -69.03% return, which is significantly lower than GDXD's -51.34% return.


NRGD

1D
5.43%
1M
-38.99%
YTD
-69.03%
6M
-68.32%
1Y
-79.06%
3Y*
5Y*
10Y*

GDXD

1D
-21.63%
1M
68.00%
YTD
-51.34%
6M
-76.21%
1Y
-96.70%
3Y*
-84.06%
5Y*
-75.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NRGD vs. GDXD - Expense Ratio Comparison

Both NRGD and GDXD have an expense ratio of 0.95%.


Return for Risk

NRGD vs. GDXD — Risk / Return Rank

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

NRGD
NRGD Risk / Return Rank: 11
Overall Rank
NRGD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
NRGD Sortino Ratio Rank: 00
Sortino Ratio Rank
NRGD Omega Ratio Rank: 00
Omega Ratio Rank
NRGD Calmar Ratio Rank: 00
Calmar Ratio Rank
NRGD Martin Ratio Rank: 22
Martin Ratio Rank

GDXD
GDXD Risk / Return Rank: 11
Overall Rank
GDXD Sharpe Ratio Rank: 22
Sharpe Ratio Rank
GDXD Sortino Ratio Rank: 00
Sortino Ratio Rank
GDXD Omega Ratio Rank: 00
Omega Ratio Rank
GDXD Calmar Ratio Rank: 00
Calmar Ratio Rank
GDXD Martin Ratio Rank: 33
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.

NRGD vs. GDXD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors U.S. Big Oil Index -3X Inverse Leveraged ETN (NRGD) and MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD). 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.


NRGDGDXDDifference

Sharpe ratio

Return per unit of total volatility

-0.89

-0.70

-0.19

Sortino ratio

Return per unit of downside risk

-1.86

-2.54

+0.68

Omega ratio

Gain probability vs. loss probability

0.79

0.73

+0.06

Calmar ratio

Return relative to maximum drawdown

-0.89

-0.98

+0.09

Martin ratio

Return relative to average drawdown

-1.30

-1.20

-0.10

NRGD vs. GDXD - Sharpe Ratio Comparison

The current NRGD Sharpe Ratio is -0.89, which is comparable to the GDXD Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of NRGD and GDXD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NRGDGDXDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.89

-0.70

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.87

-0.68

-0.18

Correlation

The correlation between NRGD and GDXD is -0.02. 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.


Dividends

NRGD vs. GDXD - Dividend Comparison

Neither NRGD nor GDXD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NRGD vs. GDXD - Drawdown Comparison

The maximum NRGD drawdown since its inception was -89.38%, smaller than the maximum GDXD drawdown of -99.96%. Use the drawdown chart below to compare losses from any high point for NRGD and GDXD.


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Drawdown Indicators


NRGDGDXDDifference

Max Drawdown

Largest peak-to-trough decline

-89.38%

-99.96%

+10.58%

Max Drawdown (1Y)

Largest decline over 1 year

-89.38%

-98.51%

+9.13%

Max Drawdown (5Y)

Largest decline over 5 years

-99.96%

Current Drawdown

Current decline from peak

-88.63%

-99.93%

+11.30%

Average Drawdown

Average peak-to-trough decline

-54.41%

-70.92%

+16.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

61.18%

80.64%

-19.46%

Volatility

NRGD vs. GDXD - Volatility Comparison

The current volatility for MicroSectors U.S. Big Oil Index -3X Inverse Leveraged ETN (NRGD) is 19.52%, while MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD) has a volatility of 54.68%. This indicates that NRGD experiences smaller price fluctuations and is considered to be less risky than GDXD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NRGDGDXDDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.52%

54.68%

-35.16%

Volatility (6M)

Calculated over the trailing 6-month period

50.19%

110.83%

-60.64%

Volatility (1Y)

Calculated over the trailing 1-year period

88.75%

138.20%

-49.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

87.55%

108.13%

-20.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

87.55%

108.21%

-20.66%