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

Correlation

The correlation between NRGU and OILU 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. OILU - 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 Oil & Gas Exploration & Production 3X Leveraged ETN (OILU). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

NRGU:

138.62%

OILU:

77.32%

Max Drawdown

NRGU:

-57.50%

OILU:

-81.00%

Current Drawdown

NRGU:

-44.48%

OILU:

-76.41%

Returns By Period


NRGU

YTD

N/A

1M

0.50%

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

OILU

YTD

-26.76%

1M

-1.42%

6M

-42.81%

1Y

-55.70%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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NRGU vs. OILU - Expense Ratio Comparison

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


Risk-Adjusted Performance

NRGU vs. OILU — 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

OILU
The Risk-Adjusted Performance Rank of OILU is 22
Overall Rank
The Sharpe Ratio Rank of OILU is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of OILU is 33
Sortino Ratio Rank
The Omega Ratio Rank of OILU is 22
Omega Ratio Rank
The Calmar Ratio Rank of OILU is 11
Calmar Ratio Rank
The Martin Ratio Rank of OILU 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. OILU - 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 Oil & Gas Exploration & Production 3X Leveraged ETN (OILU). 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. OILU - Dividend Comparison

Neither NRGU nor OILU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NRGU vs. OILU - Drawdown Comparison

The maximum NRGU drawdown since its inception was -57.50%, smaller than the maximum OILU drawdown of -81.00%. Use the drawdown chart below to compare losses from any high point for NRGU and OILU. For additional features, visit the drawdowns tool.


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Volatility

NRGU vs. OILU - Volatility Comparison


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