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

Correlation

The correlation between NRGD and SCO is 0.54, 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.


-0.50.00.51.00.5

Performance

NRGD vs. SCO - 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 UltraShort Bloomberg Crude Oil (SCO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember0
14.55%
NRGD
SCO

Key characteristics

Returns By Period


NRGD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SCO

YTD

-13.16%

1M

1.51%

6M

16.13%

1Y

-7.31%

5Y*

-40.83%

10Y*

-30.91%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NRGD vs. SCO - Expense Ratio Comparison

Both NRGD and SCO 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 SCO: 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. SCO - 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 UltraShort Bloomberg Crude Oil (SCO). 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 market0.002.004.00-0.65-0.16
The chart of Sortino ratio for NRGD, currently valued at -0.78, compared to the broader market-2.000.002.004.006.008.0010.00-0.780.08
The chart of Omega ratio for NRGD, currently valued at 0.89, compared to the broader market0.501.001.502.002.503.000.891.01
The chart of Calmar ratio for NRGD, currently valued at -0.25, compared to the broader market0.005.0010.0015.00-0.25-0.07
The chart of Martin ratio for NRGD, currently valued at -0.74, compared to the broader market0.0020.0040.0060.0080.00100.00-0.74-0.39
NRGD
SCO


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.65
-0.16
NRGD
SCO

Dividends

NRGD vs. SCO - Dividend Comparison

Neither NRGD nor SCO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NRGD vs. SCO - Drawdown Comparison


-100.00%-99.50%-99.00%-98.50%-98.00%JulyAugustSeptemberOctoberNovemberDecember
-99.98%
-98.45%
NRGD
SCO

Volatility

NRGD vs. SCO - Volatility Comparison

The current volatility for MicroSectors U.S. Big Oil Index -3X Inverse Leveraged ETN (NRGD) is 0.00%, while ProShares UltraShort Bloomberg Crude Oil (SCO) has a volatility of 10.36%. This indicates that NRGD experiences smaller price fluctuations and is considered to be less risky than SCO 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
10.36%
NRGD
SCO
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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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