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

Correlation

The correlation between NRGD and NRGU is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

NRGD vs. NRGU - 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 U.S. Big Oil Index 3X Leveraged ETN (NRGU). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20
25.90%
-47.38%
NRGD
NRGU

Key characteristics

Daily Std Dev

NRGD:

150.21%

NRGU:

150.27%

Max Drawdown

NRGD:

-32.02%

NRGU:

-57.50%

Current Drawdown

NRGD:

-31.64%

NRGU:

-47.38%

Returns By Period


NRGD

YTD

N/A

1M

28.86%

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

NRGU

YTD

N/A

1M

-45.36%

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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NRGD vs. NRGU - Expense Ratio Comparison

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


Expense ratio chart for NRGD: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
NRGD: 0.95%
Expense ratio chart for NRGU: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
NRGU: 0.95%

Risk-Adjusted Performance

NRGD vs. NRGU — Risk-Adjusted Performance Rank

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

NRGD
The Risk-Adjusted Performance Rank of NRGD is 33
Overall Rank
The Sharpe Ratio Rank of NRGD is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of NRGD is 33
Sortino Ratio Rank
The Omega Ratio Rank of NRGD is 33
Omega Ratio Rank
The Calmar Ratio Rank of NRGD is 33
Calmar Ratio Rank
The Martin Ratio Rank of NRGD is 33
Martin Ratio Rank

NRGU
The Risk-Adjusted Performance Rank of NRGU is 66
Overall Rank
The Sharpe Ratio Rank of NRGU is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of NRGU is 77
Sortino Ratio Rank
The Omega Ratio Rank of NRGU is 77
Omega Ratio Rank
The Calmar Ratio Rank of NRGU is 66
Calmar Ratio Rank
The Martin Ratio Rank of NRGU is 66
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NRGD vs. NRGU - 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 MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU). 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.



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Dividends

NRGD vs. NRGU - Dividend Comparison

Neither NRGD nor NRGU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NRGD vs. NRGU - Drawdown Comparison

The maximum NRGD drawdown since its inception was -32.02%, smaller than the maximum NRGU drawdown of -57.50%. Use the drawdown chart below to compare losses from any high point for NRGD and NRGU. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20
-31.64%
-47.38%
NRGD
NRGU

Volatility

NRGD vs. NRGU - Volatility Comparison

The current volatility for MicroSectors U.S. Big Oil Index -3X Inverse Leveraged ETN (NRGD) is 58.52%, while MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU) has a volatility of 63.04%. This indicates that NRGD experiences smaller price fluctuations and is considered to be less risky than NRGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


20.00%30.00%40.00%50.00%60.00%Mar 23Tue 25Thu 27Sat 29Mon 31Wed 02Fri 04Apr 06Tue 08Thu 10Sat 12Mon 14Wed 16Fri 18Apr 20Tue 22Thu 24
58.52%
63.04%
NRGD
NRGU