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

Correlation

The correlation between NRGD and SOXS is -0.60. 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
Correlation: -0.6

Performance

NRGD vs. SOXS - 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 Direxion Daily Semiconductor Bear 3x Shares (SOXS). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20
25.90%
8.22%
NRGD
SOXS

Key characteristics

Daily Std Dev

NRGD:

150.21%

SOXS:

130.05%

Max Drawdown

NRGD:

-32.02%

SOXS:

-100.00%

Current Drawdown

NRGD:

-31.64%

SOXS:

-100.00%

Returns By Period


NRGD

YTD

N/A

1M

28.86%

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SOXS

YTD

-16.63%

1M

-25.26%

6M

-5.94%

1Y

-48.18%

5Y*

-72.17%

10Y*

-66.44%

*Annualized

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NRGD vs. SOXS - Expense Ratio Comparison

NRGD has a 0.95% expense ratio, which is lower than SOXS's 1.08% expense ratio.


Expense ratio chart for SOXS: current value is 1.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SOXS: 1.08%
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%

Risk-Adjusted Performance

NRGD vs. SOXS — 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

SOXS
The Risk-Adjusted Performance Rank of SOXS is 1111
Overall Rank
The Sharpe Ratio Rank of SOXS is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of SOXS is 2121
Sortino Ratio Rank
The Omega Ratio Rank of SOXS is 2121
Omega Ratio Rank
The Calmar Ratio Rank of SOXS is 22
Calmar Ratio Rank
The Martin Ratio Rank of SOXS is 33
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. SOXS - 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 Direxion Daily Semiconductor Bear 3x Shares (SOXS). 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.



Chart placeholderNot enough data

Dividends

NRGD vs. SOXS - Dividend Comparison

NRGD has not paid dividends to shareholders, while SOXS's dividend yield for the trailing twelve months is around 5.36%.


TTM2024202320222021202020192018
NRGD
MicroSectors U.S. Big Oil Index -3X Inverse Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
5.36%5.43%9.21%0.19%0.00%3.55%2.32%0.76%

Drawdowns

NRGD vs. SOXS - Drawdown Comparison

The maximum NRGD drawdown since its inception was -32.02%, smaller than the maximum SOXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for NRGD and SOXS. 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%
-60.48%
NRGD
SOXS

Volatility

NRGD vs. SOXS - Volatility Comparison

The current volatility for MicroSectors U.S. Big Oil Index -3X Inverse Leveraged ETN (NRGD) is 58.52%, while Direxion Daily Semiconductor Bear 3x Shares (SOXS) has a volatility of 98.74%. This indicates that NRGD experiences smaller price fluctuations and is considered to be less risky than SOXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


20.00%40.00%60.00%80.00%100.00%Mar 23Tue 25Thu 27Sat 29Mon 31Wed 02Fri 04Apr 06Tue 08Thu 10Sat 12Mon 14Wed 16Fri 18Apr 20Tue 22Thu 24
58.52%
98.74%
NRGD
SOXS