PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NRGD vs. OILD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NRGD and OILD is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

NRGD vs. OILD - 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 MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD). The values are adjusted to include any dividend payments, if applicable.

-95.50%-95.00%-94.50%-94.00%-93.50%-93.00%-92.50%-92.00%JulyAugustSeptemberOctoberNovemberDecember
-95.15%
-92.27%
NRGD
OILD

Key characteristics

Returns By Period


NRGD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

OILD

YTD

-5.66%

1M

46.66%

6M

18.29%

1Y

-2.52%

5Y*

N/A

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.


NRGD vs. OILD - Expense Ratio Comparison

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


NRGD
MicroSectors U.S. Big Oil Index -3X Inverse Leveraged ETN
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%
Expense ratio chart for OILD: 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. OILD - 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 MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD). 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 -0.65, compared to the broader market0.002.004.00-0.65-0.07
The chart of Sortino ratio for NRGD, currently valued at -0.78, compared to the broader market-2.000.002.004.006.008.0010.00-0.780.29
The chart of Omega ratio for NRGD, currently valued at 0.89, compared to the broader market0.501.001.502.002.503.000.891.03
The chart of Calmar ratio for NRGD, currently valued at -0.26, compared to the broader market0.005.0010.0015.00-0.26-0.04
The chart of Martin ratio for NRGD, currently valued at -0.74, compared to the broader market0.0020.0040.0060.0080.00100.00-0.74-0.13
NRGD
OILD


Rolling 12-month Sharpe Ratio-1.00-0.80-0.60-0.40-0.200.000.200.40JulyAugustSeptemberOctoberNovemberDecember
-0.65
-0.07
NRGD
OILD

Dividends

NRGD vs. OILD - Dividend Comparison

Neither NRGD nor OILD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NRGD vs. OILD - Drawdown Comparison


-96.00%-95.50%-95.00%-94.50%-94.00%JulyAugustSeptemberOctoberNovemberDecember
-96.28%
-93.84%
NRGD
OILD

Volatility

NRGD vs. OILD - Volatility Comparison

The current volatility for MicroSectors U.S. Big Oil Index -3X Inverse Leveraged ETN (NRGD) is 0.00%, while MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD) has a volatility of 14.08%. This indicates that NRGD experiences smaller price fluctuations and is considered to be less risky than OILD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember0
14.08%
NRGD
OILD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab