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OILD vs. CARD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OILD vs. CARD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD) and Max Auto Industry -3X Inverse Leveraged ETN (CARD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OILD achieves a -63.45% return, which is significantly lower than CARD's -11.90% return.


OILD

1D
4.21%
1M
-28.89%
6M
-48.67%
YTD
-63.45%
1Y
-71.00%
3Y*
-43.16%
5Y*
10Y*
ALL TIME*
-59.00%

CARD

1D
-3.27%
1M
-1.66%
6M
-9.54%
YTD
-11.90%
1Y
-40.90%
3Y*
-49.61%
5Y*
10Y*
ALL TIME*
-52.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$42.40K$47.06K$45.44K
$2.57M$2.54M$3.90M

OILD vs. CARD - Yearly Performance Comparison


2026 (YTD)202520242023
OILD
MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs
-63.45%-41.67%-14.58%-27.30%
CARD
Max Auto Industry -3X Inverse Leveraged ETN
-11.90%-60.21%-58.19%-32.77%

Correlation

The correlation between OILD and CARD is -0.16, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.16

Correlation (3Y)
Balances recent behavior with more history.

0.15

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2023

0.17

The correlation between OILD and CARD shifts across timeframes, from -0.16 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

OILD vs. CARD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

OILD
OILD Risk / Return Rank: 11
Overall Rank
OILD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
OILD Sortino Ratio Rank: 00
Sortino Ratio Rank
OILD Omega Ratio Rank: 11
Omega Ratio Rank
OILD Calmar Ratio Rank: 11
Calmar Ratio Rank
OILD Martin Ratio Rank: 11
Martin Ratio Rank

CARD
CARD Risk / Return Rank: 33
Overall Rank
CARD Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CARD Sortino Ratio Rank: 55
Sortino Ratio Rank
CARD Omega Ratio Rank: 55
Omega Ratio Rank
CARD Calmar Ratio Rank: 11
Calmar Ratio Rank
CARD Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

OILD vs. CARD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD) and Max Auto Industry -3X Inverse Leveraged ETN (CARD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


OILDCARDDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-1.73

Omega ratioGain probability vs. loss probability

0.77

0.94

-0.17

Calmar ratioReturn relative to maximum drawdown

-0.95

-0.94

-0.01

Martin ratioReturn relative to average drawdown

-1.43

-1.47

+0.04

OILD vs. CARD - Sharpe Ratio Comparison

The current OILD Sharpe Ratio is -1.12, which is lower than the CARD Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of OILD and CARD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

OILD vs. CARD - Drawdown Comparison

The maximum OILD drawdown since its inception was -98.90%, which is greater than CARD's maximum drawdown of -93.74%. Use the drawdown chart below to compare losses from any high point for OILD and CARD.


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Drawdown Indicators


OILDCARDDifference

Max Drawdown

Largest peak-to-trough decline

-98.90%

-93.74%

-5.16%

Max Drawdown (1Y)

Largest decline over 1 year

-74.53%

-43.65%

-30.88%

Max Drawdown (3Y)

Largest decline over 3 years

-85.42%

-93.74%

+8.32%

Current Drawdown

Current decline from peak

-98.81%

-93.38%

-5.43%

Average Drawdown

Average peak-to-trough decline

-88.91%

-69.59%

-19.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.79%

29.28%

+20.51%

Volatility

OILD vs. CARD - Volatility Comparison

The current volatility for MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD) is 20.15%, while Max Auto Industry -3X Inverse Leveraged ETN (CARD) has a volatility of 23.55%. This indicates that OILD experiences smaller price fluctuations and is considered to be less risky than CARD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OILDCARDDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.15%

23.55%

-3.40%

Volatility (6M)

Calculated over the trailing 6-month period

50.57%

54.51%

-3.94%

Volatility (1Y)

Calculated over the trailing 1-year period

63.47%

72.06%

-8.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.07%

80.48%

-1.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.07%

80.48%

-1.41%

OILD vs. CARD - Expense Ratio Comparison

Both OILD and CARD have an expense ratio of 0.95%.


Dividends

OILD vs. CARD - Dividend Comparison

Neither OILD nor CARD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


OILD and CARD have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CARD has higher volatility (23.55%) compared to OILD (20.15%). In terms of maximum drawdown, OILD dropped -98.90% vs CARD's -93.74%.

On 3-year performance, OILD leads with -43.16% vs -49.61% for CARD. Both ETFs have the same 0.95% expense ratio. On volatility, OILD has been the lower-risk option at 20.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, OILD has performed better with a -43.16% return vs -49.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OILD and CARD have the same expense ratio: 0.95% per year.

OILD and CARD have nearly identical dividend yields, around 0.00%.

OILD tracks Solactive MicroSectors Oil & Gas Exploration & Production Index (-300%), while CARD tracks Prime Auto Industry Index - Benchmark TR Net (--300%). They also come from different issuers: REX and Max.

CARD currently has the higher Sharpe Ratio (-0.57 vs -1.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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