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OILD vs. SARK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OILD vs. SARK - 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 Tradr Short Innovation Daily ETF (SARK). 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 -61.34% return, which is significantly lower than SARK's -9.16% return.


OILD

1D
-0.10%
1M
3.58%
YTD
-61.34%
6M
-58.10%
1Y
-73.93%
3Y*
-48.52%
5Y*
10Y*

SARK

1D
-2.55%
1M
-5.04%
YTD
-9.16%
6M
-2.48%
1Y
-35.40%
3Y*
-31.10%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OILD vs. SARK - Yearly Performance Comparison


2026 (YTD)20252024202320222021
OILD
MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs
-61.34%-41.67%-14.58%-19.58%-90.32%5.20%
SARK
Tradr Short Innovation Daily ETF
-9.16%-25.93%-36.90%-46.32%83.35%20.78%

Correlation

The correlation between OILD and SARK is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2021

0.16

The correlation between OILD and SARK shifts across timeframes, from -0.05 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

OILD vs. SARK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments 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: 00
Omega Ratio Rank
OILD Calmar Ratio Rank: 11
Calmar Ratio Rank
OILD Martin Ratio Rank: 11
Martin Ratio Rank

SARK
SARK Risk / Return Rank: 22
Overall Rank
SARK Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SARK Sortino Ratio Rank: 22
Sortino Ratio Rank
SARK Omega Ratio Rank: 22
Omega Ratio Rank
SARK Calmar Ratio Rank: 11
Calmar Ratio Rank
SARK Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OILD vs. SARK - 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 Tradr Short Innovation Daily ETF (SARK). 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.


OILDSARKDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-1.19

Omega ratioGain probability vs. loss probability

0.74

0.85

-0.11

Calmar ratioReturn relative to maximum drawdown

-0.96

-0.87

-0.09

Martin ratioReturn relative to average drawdown

-1.58

-1.16

-0.42

OILD vs. SARK - Sharpe Ratio Comparison

The current OILD Sharpe Ratio is -1.22, which is comparable to the SARK Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of OILD and SARK, 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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Sharpe Ratios by Period


OILDSARKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.22

-0.99

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.75

-0.25

-0.51

Drawdowns

OILD vs. SARK - Drawdown Comparison

The maximum OILD drawdown since its inception was -98.90%, which is greater than SARK's maximum drawdown of -81.07%. Use the drawdown chart below to compare losses from any high point for OILD and SARK.


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Drawdown Indicators


OILDSARKDifference

Max Drawdown

Largest peak-to-trough decline

-98.90%

-81.07%

-17.83%

Max Drawdown (1Y)

Largest decline over 1 year

-77.40%

-40.75%

-36.65%

Max Drawdown (3Y)

Largest decline over 3 years

-88.53%

-74.42%

-14.11%

Current Drawdown

Current decline from peak

-98.74%

-79.95%

-18.79%

Average Drawdown

Average peak-to-trough decline

-88.65%

-46.49%

-42.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.83%

30.56%

+16.27%

Volatility

OILD vs. SARK - Volatility Comparison

MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD) has a higher volatility of 24.24% compared to Tradr Short Innovation Daily ETF (SARK) at 9.19%. This indicates that OILD's price experiences larger fluctuations and is considered to be riskier than SARK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OILDSARKDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.24%

9.19%

+15.05%

Volatility (6M)

Calculated over the trailing 6-month period

48.36%

25.16%

+23.20%

Volatility (1Y)

Calculated over the trailing 1-year period

61.04%

35.98%

+25.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.35%

56.23%

+23.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.35%

56.23%

+23.12%

OILD vs. SARK - Expense Ratio Comparison

OILD has a 0.95% expense ratio, which is higher than SARK's 0.75% expense ratio.


Dividends

OILD vs. SARK - Dividend Comparison

OILD has not paid dividends to shareholders, while SARK's dividend yield for the trailing twelve months is around 3.10%.


PositionTTM2025202420232022
OILD
MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs
0.00%0.00%0.00%0.00%0.00%
SARK
Tradr Short Innovation Daily ETF
3.10%2.82%15.49%12.57%25.22%

Frequently Asked Questions


OILD and SARK have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OILD has higher volatility (24.24%) compared to SARK (9.19%). In terms of maximum drawdown, OILD dropped -98.90% vs SARK's -81.07%.

On 3-year performance, SARK leads with -31.10% vs -48.52% for OILD. On fees, SARK is cheaper at 0.75% per year. On volatility, SARK has been the lower-risk option at 9.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SARK has performed better with a -31.10% return vs -48.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SARK is cheaper with a 0.75% expense ratio, compared with 0.95% for OILD.

SARK has the higher dividend yield at 3.10%, compared with 0.00% for OILD.

They also come from different issuers: REX and AXS. Their fees differ too: 0.95% for OILD and 0.75% for SARK.

SARK currently has the higher Sharpe Ratio (-0.99 vs -1.22), 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.

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