PortfoliosLab logoPortfoliosLab logo
OILU.TO vs. HNU.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OILU.TO vs. HNU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in SavvyLong Geared Crude Oil ETF (OILU.TO) and BetaPro Natural Gas Leveraged Daily Bull ETF (HNU.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, OILU.TO achieves a 166.07% return, which is significantly higher than HNU.TO's -46.99% return.


OILU.TO

1D
7.17%
1M
13.20%
6M
145.51%
YTD
166.07%
1Y
100.51%
3Y*
5Y*
10Y*

HNU.TO

1D
1.89%
1M
-18.10%
6M
-29.58%
YTD
-46.99%
1Y
-69.97%
3Y*
-63.30%
5Y*
-67.76%
10Y*
-58.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OILU.TO vs. HNU.TO - Yearly Performance Comparison


2026 (YTD)2025
OILU.TO
SavvyLong Geared Crude Oil ETF
166.07%-37.71%
HNU.TO
BetaPro Natural Gas Leveraged Daily Bull ETF
-46.99%-49.54%

Correlation

The correlation between OILU.TO and HNU.TO is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

Correlation (All Time)
Calculated using the full available price history since Jan 6, 2025

0.16

Compare stocks, funds, or ETFs

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


Return for Risk

OILU.TO vs. HNU.TO — Risk / Return Rank

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

OILU.TO
OILU.TO Risk / Return Rank: 4747
Overall Rank
OILU.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
OILU.TO Sortino Ratio Rank: 5050
Sortino Ratio Rank
OILU.TO Omega Ratio Rank: 5858
Omega Ratio Rank
OILU.TO Calmar Ratio Rank: 4848
Calmar Ratio Rank
OILU.TO Martin Ratio Rank: 3838
Martin Ratio Rank

HNU.TO
HNU.TO Risk / Return Rank: 33
Overall Rank
HNU.TO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
HNU.TO Sortino Ratio Rank: 55
Sortino Ratio Rank
HNU.TO Omega Ratio Rank: 55
Omega Ratio Rank
HNU.TO Calmar Ratio Rank: 11
Calmar Ratio Rank
HNU.TO Martin Ratio Rank: 11
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.

OILU.TO vs. HNU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SavvyLong Geared Crude Oil ETF (OILU.TO) and BetaPro Natural Gas Leveraged Daily Bull ETF (HNU.TO). 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.


OILU.TOHNU.TODifference
Sharpe ratioReturn per unit of total volatility

+1.74

Sortino ratioReturn per unit of downside risk

+2.53

Omega ratioGain probability vs. loss probability

1.27

0.92

+0.35

Calmar ratioReturn relative to maximum drawdown

1.86

-0.97

+2.84

Martin ratioReturn relative to average drawdown

4.45

-1.41

+5.86

OILU.TO vs. HNU.TO - Sharpe Ratio Comparison

The current OILU.TO Sharpe Ratio is 1.11, which is higher than the HNU.TO Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of OILU.TO and HNU.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

OILU.TO vs. HNU.TO - Drawdown Comparison

The maximum OILU.TO drawdown since its inception was -54.53%, smaller than the maximum HNU.TO drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for OILU.TO and HNU.TO.


Loading charts...

Drawdown Indicators


OILU.TOHNU.TODifference

Max Drawdown

Largest peak-to-trough decline

-54.53%

-100.00%

+45.47%

Max Drawdown (1Y)

Largest decline over 1 year

-54.53%

-72.14%

+17.61%

Max Drawdown (3Y)

Largest decline over 3 years

-96.18%

Max Drawdown (5Y)

Largest decline over 5 years

-99.92%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

Current Drawdown

Current decline from peak

-37.31%

-100.00%

+62.69%

Average Drawdown

Average peak-to-trough decline

-29.55%

-96.59%

+67.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.76%

49.71%

-26.95%

Volatility

OILU.TO vs. HNU.TO - Volatility Comparison

SavvyLong Geared Crude Oil ETF (OILU.TO) has a higher volatility of 26.69% compared to BetaPro Natural Gas Leveraged Daily Bull ETF (HNU.TO) at 20.36%. This indicates that OILU.TO's price experiences larger fluctuations and is considered to be riskier than HNU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


OILU.TOHNU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

26.69%

20.36%

+6.33%

Volatility (6M)

Calculated over the trailing 6-month period

83.50%

98.43%

-14.93%

Volatility (1Y)

Calculated over the trailing 1-year period

91.23%

111.86%

-20.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.50%

124.44%

-40.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

83.50%

106.27%

-22.77%

Dividends

OILU.TO vs. HNU.TO - Dividend Comparison

Neither OILU.TO nor HNU.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


OILU.TO and HNU.TO have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OILU.TO is categorized as Oil & Gas, while HNU.TO is Leveraged Commodities. They also come from different issuers: LongPoint and Global X.

Portfolio Optimizer

Find the right allocation for OILU.TO and HNU.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer