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

Correlation

The correlation between NRGU and FNGU is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

NRGU vs. FNGU - 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 MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
-51.21%
1,141.98%
NRGU
FNGU

Key characteristics

Returns By Period


NRGU

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FNGU

YTD

156.09%

1M

16.42%

6M

37.34%

1Y

161.35%

5Y*

58.71%

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.


NRGU vs. FNGU - Expense Ratio Comparison

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


NRGU
MicroSectors U.S. Big Oil Index 3X Leveraged ETN
Expense ratio chart for NRGU: 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 FNGU: 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

NRGU vs. FNGU - 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 MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU). 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 NRGU, currently valued at 0.37, compared to the broader market0.002.004.000.372.02
The chart of Sortino ratio for NRGU, currently valued at 0.77, compared to the broader market-2.000.002.004.006.008.0010.000.772.35
The chart of Omega ratio for NRGU, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.31
The chart of Calmar ratio for NRGU, currently valued at 0.20, compared to the broader market0.005.0010.0015.000.202.58
The chart of Martin ratio for NRGU, currently valued at 0.59, compared to the broader market0.0020.0040.0060.0080.00100.000.598.58
NRGU
FNGU


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.37
2.02
NRGU
FNGU

Dividends

NRGU vs. FNGU - Dividend Comparison

Neither NRGU nor FNGU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NRGU vs. FNGU - Drawdown Comparison


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-58.29%
-14.19%
NRGU
FNGU

Volatility

NRGU vs. FNGU - Volatility Comparison

The current volatility for MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU) is 0.00%, while MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) has a volatility of 22.37%. This indicates that NRGU experiences smaller price fluctuations and is considered to be less risky than FNGU 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%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember0
22.37%
NRGU
FNGU
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