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

Correlation

The correlation between NRGU and SMH is 0.60, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

NRGU vs. SMH - 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 VanEck Vectors Semiconductor ETF (SMH). The values are adjusted to include any dividend payments, if applicable.

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20
-47.38%
-17.78%
NRGU
SMH

Key characteristics

Daily Std Dev

NRGU:

150.27%

SMH:

43.08%

Max Drawdown

NRGU:

-57.50%

SMH:

-83.29%

Current Drawdown

NRGU:

-47.38%

SMH:

-24.30%

Returns By Period


NRGU

YTD

N/A

1M

-43.69%

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SMH

YTD

-12.47%

1M

-2.65%

6M

-15.83%

1Y

-2.17%

5Y*

26.95%

10Y*

23.88%

*Annualized

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NRGU vs. SMH - Expense Ratio Comparison

NRGU has a 0.95% expense ratio, which is higher than SMH's 0.35% expense ratio.


Expense ratio chart for NRGU: 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%
NRGU: 0.95%
Expense ratio chart for SMH: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SMH: 0.35%

Risk-Adjusted Performance

NRGU vs. SMH — 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

SMH
The Risk-Adjusted Performance Rank of SMH is 3030
Overall Rank
The Sharpe Ratio Rank of SMH is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of SMH is 3535
Sortino Ratio Rank
The Omega Ratio Rank of SMH is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SMH is 2828
Calmar Ratio Rank
The Martin Ratio Rank of SMH is 2525
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. SMH - 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 VanEck Vectors Semiconductor ETF (SMH). 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. SMH - Dividend Comparison

NRGU has not paid dividends to shareholders, while SMH's dividend yield for the trailing twelve months is around 0.51%.


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%
SMH
VanEck Vectors Semiconductor ETF
0.51%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%1.16%

Drawdowns

NRGU vs. SMH - Drawdown Comparison

The maximum NRGU drawdown since its inception was -57.50%, smaller than the maximum SMH drawdown of -83.29%. Use the drawdown chart below to compare losses from any high point for NRGU and SMH. 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
-47.38%
-17.78%
NRGU
SMH

Volatility

NRGU vs. SMH - Volatility Comparison

MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU) has a higher volatility of 63.04% compared to VanEck Vectors Semiconductor ETF (SMH) at 23.93%. This indicates that NRGU's price experiences larger fluctuations and is considered to be riskier than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%Mar 23Tue 25Thu 27Sat 29Mon 31Wed 02Fri 04Apr 06Tue 08Thu 10Sat 12Mon 14Wed 16Fri 18Apr 20Tue 22Thu 24
63.04%
23.93%
NRGU
SMH