PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
OILU vs. NRGU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OILU and NRGU is 0.91, 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.


-0.50.00.51.00.9

Performance

OILU vs. NRGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU) and MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-34.33%
4.80%
OILU
NRGU

Key characteristics

Returns By Period


OILU

YTD

-28.24%

1M

-33.14%

6M

-30.99%

1Y

-32.57%

5Y*

N/A

10Y*

N/A

NRGU

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


OILU vs. NRGU - Expense Ratio Comparison

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


OILU
MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN
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%
Expense ratio chart for NRGU: 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

OILU vs. NRGU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU) and MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU). 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 OILU, currently valued at -0.54, compared to the broader market0.002.004.00-0.540.49
The chart of Sortino ratio for OILU, currently valued at -0.49, compared to the broader market-2.000.002.004.006.008.0010.00-0.490.93
The chart of Omega ratio for OILU, currently valued at 0.94, compared to the broader market0.501.001.502.002.503.000.941.15
The chart of Calmar ratio for OILU, currently valued at -0.42, compared to the broader market0.005.0010.0015.00-0.420.36
The chart of Martin ratio for OILU, currently valued at -1.14, compared to the broader market0.0020.0040.0060.0080.00100.00-1.140.79
OILU
NRGU


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.54
0.49
OILU
NRGU

Dividends

OILU vs. NRGU - Dividend Comparison

Neither OILU nor NRGU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OILU vs. NRGU - Drawdown Comparison


-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-70.50%
-35.12%
OILU
NRGU

Volatility

OILU vs. NRGU - Volatility Comparison

MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU) has a higher volatility of 15.65% compared to MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU) at 0.00%. This indicates that OILU's price experiences larger fluctuations and is considered to be riskier than NRGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
15.65%
0
OILU
NRGU
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab