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

Correlation

The correlation between NRGU and XLE is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

NRGU vs. XLE - 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 Energy Select Sector SPDR Fund (XLE). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30
-5.05%
2.16%
NRGU
XLE

Key characteristics

Daily Std Dev

NRGU:

74.95%

XLE:

18.80%

Max Drawdown

NRGU:

-30.48%

XLE:

-71.54%

Current Drawdown

NRGU:

-5.05%

XLE:

-1.65%

Returns By Period


NRGU

YTD

N/A

1M

20.89%

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

XLE

YTD

10.75%

1M

8.02%

6M

5.45%

1Y

0.81%

5Y*

31.28%

10Y*

6.05%

*Annualized

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. XLE - Expense Ratio Comparison

NRGU has a 0.95% expense ratio, which is higher than XLE's 0.13% expense ratio.


NRGU
MicroSectors U.S. Big Oil Index 3X Leveraged ETN
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 XLE: current value is 0.13%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XLE: 0.13%

Risk-Adjusted Performance

NRGU vs. XLE — 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

XLE
The Risk-Adjusted Performance Rank of XLE is 2525
Overall Rank
The Sharpe Ratio Rank of XLE is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of XLE is 2424
Sortino Ratio Rank
The Omega Ratio Rank of XLE is 2424
Omega Ratio Rank
The Calmar Ratio Rank of XLE is 2929
Calmar Ratio Rank
The Martin Ratio Rank of XLE is 2424
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. XLE - 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 Energy Select Sector SPDR Fund (XLE). 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
No data


Chart placeholderNot enough data

Dividends

NRGU vs. XLE - Dividend Comparison

NRGU has not paid dividends to shareholders, while XLE's dividend yield for the trailing twelve months is around 3.04%.


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%
XLE
Energy Select Sector SPDR Fund
3.04%3.36%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%

Drawdowns

NRGU vs. XLE - Drawdown Comparison

The maximum NRGU drawdown since its inception was -30.48%, smaller than the maximum XLE drawdown of -71.54%. Use the drawdown chart below to compare losses from any high point for NRGU and XLE. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30
-5.05%
0
NRGU
XLE

Volatility

NRGU vs. XLE - Volatility Comparison

MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU) has a higher volatility of 18.79% compared to Energy Select Sector SPDR Fund (XLE) at 4.83%. This indicates that NRGU's price experiences larger fluctuations and is considered to be riskier than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%Sat 22Mar 23Mon 24Tue 25Wed 26Thu 27Fri 28Sat 29Mar 30Mon 31AprilWed 02
18.79%
4.83%
NRGU
XLE
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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.

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