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

Correlation

The correlation between OILD and OILU is -0.99. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-1.0

Performance

OILD vs. OILU - 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 MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-14.31%
-7.50%
OILD
OILU

Key characteristics

Sharpe Ratio

OILD:

-0.58

OILU:

-0.07

Sortino Ratio

OILD:

-0.63

OILU:

0.28

Omega Ratio

OILD:

0.93

OILU:

1.03

Calmar Ratio

OILD:

-0.33

OILU:

-0.06

Martin Ratio

OILD:

-1.40

OILU:

-0.13

Ulcer Index

OILD:

22.66%

OILU:

30.90%

Daily Std Dev

OILD:

54.34%

OILU:

55.63%

Max Drawdown

OILD:

-96.01%

OILU:

-71.54%

Current Drawdown

OILD:

-95.42%

OILU:

-63.38%

Returns By Period

In the year-to-date period, OILD achieves a -17.77% return, which is significantly lower than OILU's 13.71% return.


OILD

YTD

-17.77%

1M

9.78%

6M

-14.28%

1Y

-25.47%

5Y*

N/A

10Y*

N/A

OILU

YTD

13.71%

1M

-13.15%

6M

-7.49%

1Y

-11.36%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


OILD vs. OILU - Expense Ratio Comparison

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


OILD
MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs
Expense ratio chart for OILD: 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 OILU: 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%

Risk-Adjusted Performance

OILD vs. OILU — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OILD
The Risk-Adjusted Performance Rank of OILD is 22
Overall Rank
The Sharpe Ratio Rank of OILD is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of OILD is 33
Sortino Ratio Rank
The Omega Ratio Rank of OILD is 33
Omega Ratio Rank
The Calmar Ratio Rank of OILD is 22
Calmar Ratio Rank
The Martin Ratio Rank of OILD is 11
Martin Ratio Rank

OILU
The Risk-Adjusted Performance Rank of OILU is 77
Overall Rank
The Sharpe Ratio Rank of OILU is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of OILU is 88
Sortino Ratio Rank
The Omega Ratio Rank of OILU is 88
Omega Ratio Rank
The Calmar Ratio Rank of OILU is 66
Calmar Ratio Rank
The Martin Ratio Rank of OILU is 66
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.

OILD vs. OILU - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for OILD, currently valued at -0.58, compared to the broader market0.002.004.00-0.58-0.07
The chart of Sortino ratio for OILD, currently valued at -0.63, compared to the broader market0.005.0010.00-0.630.28
The chart of Omega ratio for OILD, currently valued at 0.93, compared to the broader market0.501.001.502.002.503.000.931.03
The chart of Calmar ratio for OILD, currently valued at -0.33, compared to the broader market0.005.0010.0015.0020.00-0.33-0.06
The chart of Martin ratio for OILD, currently valued at -1.40, compared to the broader market0.0020.0040.0060.0080.00100.00120.00-1.40-0.13
OILD
OILU

The current OILD Sharpe Ratio is -0.58, which is lower than the OILU Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of OILD and OILU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.80-0.60-0.40-0.200.000.200.40SeptemberOctoberNovemberDecember2025February
-0.58
-0.07
OILD
OILU

Dividends

OILD vs. OILU - Dividend Comparison

Neither OILD nor OILU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OILD vs. OILU - Drawdown Comparison

The maximum OILD drawdown since its inception was -96.01%, which is greater than OILU's maximum drawdown of -71.54%. Use the drawdown chart below to compare losses from any high point for OILD and OILU. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%SeptemberOctoberNovemberDecember2025February
-95.42%
-63.38%
OILD
OILU

Volatility

OILD vs. OILU - Volatility Comparison

MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD) and MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU) have volatilities of 18.58% and 18.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


12.00%14.00%16.00%18.00%20.00%22.00%SeptemberOctoberNovemberDecember2025February
18.58%
18.96%
OILD
OILU
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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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