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

Correlation

The correlation between NRGU and DIG is 0.58, 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.


Performance

NRGU vs. DIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU) and ProShares Ultra Oil & Gas (DIG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

NRGU:

138.62%

DIG:

49.86%

Max Drawdown

NRGU:

-57.50%

DIG:

-97.04%

Current Drawdown

NRGU:

-44.48%

DIG:

-74.86%

Returns By Period


NRGU

YTD

N/A

1M

0.50%

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

DIG

YTD

-11.84%

1M

-1.16%

6M

-26.02%

1Y

-28.32%

5Y*

28.45%

10Y*

-5.61%

*Annualized

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NRGU vs. DIG - Expense Ratio Comparison

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


Risk-Adjusted Performance

NRGU vs. DIG — Risk-Adjusted Performance Rank

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

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

DIG
The Risk-Adjusted Performance Rank of DIG is 44
Overall Rank
The Sharpe Ratio Rank of DIG is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of DIG is 66
Sortino Ratio Rank
The Omega Ratio Rank of DIG is 55
Omega Ratio Rank
The Calmar Ratio Rank of DIG is 55
Calmar Ratio Rank
The Martin Ratio Rank of DIG is 11
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.

NRGU vs. DIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU) and ProShares Ultra Oil & Gas (DIG). 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

NRGU vs. DIG - Dividend Comparison

NRGU has not paid dividends to shareholders, while DIG's dividend yield for the trailing twelve months is around 3.64%.


TTM20242023202220212020201920182017201620152014
NRGU
MicroSectors U.S. Big Oil Index 3X Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DIG
ProShares Ultra Oil & Gas
3.64%3.13%0.61%1.33%2.24%3.19%2.72%2.30%1.76%1.09%1.56%0.87%

Drawdowns

NRGU vs. DIG - Drawdown Comparison

The maximum NRGU drawdown since its inception was -57.50%, smaller than the maximum DIG drawdown of -97.04%. Use the drawdown chart below to compare losses from any high point for NRGU and DIG. For additional features, visit the drawdowns tool.


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Volatility

NRGU vs. DIG - Volatility Comparison


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