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

Key characteristics


NRGUVGT
YTD Return36.36%6.92%
1Y Return77.99%34.67%
3Y Return (Ann)55.17%13.42%
5Y Return (Ann)-10.06%21.23%
Sharpe Ratio1.281.87
Daily Std Dev57.82%18.27%
Max Drawdown-98.18%-54.63%
Current Drawdown-53.11%-2.39%

Correlation

-0.50.00.51.00.3

The correlation between NRGU and VGT is 0.28, 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.

Performance

NRGU vs. VGT - Performance Comparison

In the year-to-date period, NRGU achieves a 36.36% return, which is significantly higher than VGT's 6.92% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-50.00%0.00%50.00%100.00%150.00%December2024FebruaryMarchAprilMay
-45.15%
160.93%
NRGU
VGT

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MicroSectors U.S. Big Oil Index 3X Leveraged ETN

Vanguard Information Technology ETF

NRGU vs. VGT - Expense Ratio Comparison

NRGU has a 0.95% expense ratio, which is higher than VGT's 0.10% expense ratio.


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 VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

NRGU vs. VGT - 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 Vanguard Information Technology ETF (VGT). 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.


NRGU
Sharpe ratio
The chart of Sharpe ratio for NRGU, currently valued at 1.28, compared to the broader market0.002.004.001.28
Sortino ratio
The chart of Sortino ratio for NRGU, currently valued at 1.85, compared to the broader market-2.000.002.004.006.008.0010.001.85
Omega ratio
The chart of Omega ratio for NRGU, currently valued at 1.22, compared to the broader market0.501.001.502.002.501.22
Calmar ratio
The chart of Calmar ratio for NRGU, currently valued at 0.98, compared to the broader market0.002.004.006.008.0010.0012.0014.000.98
Martin ratio
The chart of Martin ratio for NRGU, currently valued at 4.26, compared to the broader market0.0020.0040.0060.0080.004.26
VGT
Sharpe ratio
The chart of Sharpe ratio for VGT, currently valued at 1.87, compared to the broader market0.002.004.001.87
Sortino ratio
The chart of Sortino ratio for VGT, currently valued at 2.58, compared to the broader market-2.000.002.004.006.008.0010.002.58
Omega ratio
The chart of Omega ratio for VGT, currently valued at 1.31, compared to the broader market0.501.001.502.002.501.31
Calmar ratio
The chart of Calmar ratio for VGT, currently valued at 2.08, compared to the broader market0.002.004.006.008.0010.0012.0014.002.08
Martin ratio
The chart of Martin ratio for VGT, currently valued at 7.40, compared to the broader market0.0020.0040.0060.0080.007.40

NRGU vs. VGT - Sharpe Ratio Comparison

The current NRGU Sharpe Ratio is 1.28, which is lower than the VGT Sharpe Ratio of 1.87. The chart below compares the 12-month rolling Sharpe Ratio of NRGU and VGT.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
1.28
1.87
NRGU
VGT

Dividends

NRGU vs. VGT - Dividend Comparison

NRGU has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.70%.


TTM20232022202120202019201820172016201520142013
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%
VGT
Vanguard Information Technology ETF
0.70%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Drawdowns

NRGU vs. VGT - Drawdown Comparison

The maximum NRGU drawdown since its inception was -98.18%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for NRGU and VGT. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-53.11%
-2.39%
NRGU
VGT

Volatility

NRGU vs. VGT - Volatility Comparison

MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU) has a higher volatility of 15.99% compared to Vanguard Information Technology ETF (VGT) at 6.66%. This indicates that NRGU's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2024FebruaryMarchAprilMay
15.99%
6.66%
NRGU
VGT