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NRGU vs. JNUG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NRGU vs. JNUG - 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 Direxion Daily Junior Gold Miners Index Bull 2x Shares (JNUG). The values are adjusted to include any dividend payments, if applicable.

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NRGU vs. JNUG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, NRGU achieves a 168.34% return, which is significantly higher than JNUG's -2.90% return.


NRGU

1D
-5.28%
1M
54.17%
YTD
168.34%
6M
128.96%
1Y
92.20%
3Y*
5Y*
10Y*

JNUG

1D
16.82%
1M
-43.82%
YTD
-2.90%
6M
23.61%
1Y
229.39%
3Y*
71.24%
5Y*
20.38%
10Y*
-17.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NRGU vs. JNUG - Expense Ratio Comparison

NRGU has a 0.95% expense ratio, which is lower than JNUG's 1.17% expense ratio.


Return for Risk

NRGU vs. JNUG — Risk / Return Rank

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

NRGU
NRGU Risk / Return Rank: 6363
Overall Rank
NRGU Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
NRGU Sortino Ratio Rank: 6969
Sortino Ratio Rank
NRGU Omega Ratio Rank: 6969
Omega Ratio Rank
NRGU Calmar Ratio Rank: 7272
Calmar Ratio Rank
NRGU Martin Ratio Rank: 4141
Martin Ratio Rank

JNUG
JNUG Risk / Return Rank: 9292
Overall Rank
JNUG Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
JNUG Sortino Ratio Rank: 8989
Sortino Ratio Rank
JNUG Omega Ratio Rank: 8787
Omega Ratio Rank
JNUG Calmar Ratio Rank: 9696
Calmar Ratio Rank
JNUG Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NRGU vs. JNUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU) and Direxion Daily Junior Gold Miners Index Bull 2x Shares (JNUG). 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.


NRGUJNUGDifference

Sharpe ratio

Return per unit of total volatility

1.06

2.29

-1.23

Sortino ratio

Return per unit of downside risk

1.70

2.40

-0.71

Omega ratio

Gain probability vs. loss probability

1.25

1.34

-0.10

Calmar ratio

Return relative to maximum drawdown

1.79

4.14

-2.35

Martin ratio

Return relative to average drawdown

3.65

12.80

-9.15

NRGU vs. JNUG - Sharpe Ratio Comparison

The current NRGU Sharpe Ratio is 1.06, which is lower than the JNUG Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of NRGU and JNUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NRGUJNUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

2.29

-1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

-0.29

+1.10

Correlation

The correlation between NRGU and JNUG is -0.01. 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.


Dividends

NRGU vs. JNUG - Dividend Comparison

NRGU has not paid dividends to shareholders, while JNUG's dividend yield for the trailing twelve months is around 1.26%.


TTM202520242023202220212020201920182017
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%
JNUG
Direxion Daily Junior Gold Miners Index Bull 2x Shares
1.26%1.04%2.01%1.62%0.00%0.52%0.10%0.46%0.06%0.51%

Drawdowns

NRGU vs. JNUG - Drawdown Comparison

The maximum NRGU drawdown since its inception was -57.50%, smaller than the maximum JNUG drawdown of -99.95%. Use the drawdown chart below to compare losses from any high point for NRGU and JNUG.


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Drawdown Indicators


NRGUJNUGDifference

Max Drawdown

Largest peak-to-trough decline

-57.50%

-99.95%

+42.45%

Max Drawdown (1Y)

Largest decline over 1 year

-55.24%

-56.39%

+1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-81.66%

Max Drawdown (10Y)

Largest decline over 10 years

-99.66%

Current Drawdown

Current decline from peak

-7.45%

-99.46%

+92.01%

Average Drawdown

Average peak-to-trough decline

-25.41%

-93.81%

+68.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.10%

18.24%

+8.86%

Volatility

NRGU vs. JNUG - Volatility Comparison

The current volatility for MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU) is 19.53%, while Direxion Daily Junior Gold Miners Index Bull 2x Shares (JNUG) has a volatility of 42.10%. This indicates that NRGU experiences smaller price fluctuations and is considered to be less risky than JNUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NRGUJNUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.53%

42.10%

-22.57%

Volatility (6M)

Calculated over the trailing 6-month period

48.98%

86.37%

-37.39%

Volatility (1Y)

Calculated over the trailing 1-year period

87.53%

100.96%

-13.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

86.64%

79.29%

+7.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

86.64%

108.98%

-22.34%