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PANG vs. PANW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PANG vs. PANW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long PANW Daily ETF (PANG) and Palo Alto Networks, Inc. (PANW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PANG achieves a 204.89% return, which is significantly higher than PANW's 92.19% return.


PANG

1D
0.73%
1M
49.92%
6M
187.85%
YTD
204.89%
1Y
153.78%
3Y*
5Y*
10Y*

PANW

1D
0.32%
1M
24.42%
6M
85.42%
YTD
92.19%
1Y
84.15%
3Y*
43.17%
5Y*
40.48%
10Y*
32.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PANG vs. PANW - Yearly Performance Comparison


2026 (YTD)2025
PANG
Leverage Shares 2X Long PANW Daily ETF
204.89%-14.75%
PANW
Palo Alto Networks, Inc.
92.19%0.10%

Correlation

The correlation between PANG and PANW is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

1.00

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2025

1.00

The correlation between PANG and PANW has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

PANG vs. PANW — Risk / Return Rank

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

PANG
PANG Risk / Return Rank: 5858
Overall Rank
PANG Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
PANG Sortino Ratio Rank: 6161
Sortino Ratio Rank
PANG Omega Ratio Rank: 6060
Omega Ratio Rank
PANG Calmar Ratio Rank: 6161
Calmar Ratio Rank
PANG Martin Ratio Rank: 3939
Martin Ratio Rank

PANW
PANW Risk / Return Rank: 8686
Overall Rank
PANW Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
PANW Sortino Ratio Rank: 8787
Sortino Ratio Rank
PANW Omega Ratio Rank: 8787
Omega Ratio Rank
PANW Calmar Ratio Rank: 8282
Calmar Ratio Rank
PANW Martin Ratio Rank: 8080
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.

PANG vs. PANW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long PANW Daily ETF (PANG) and Palo Alto Networks, Inc. (PANW). 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.


PANGPANWDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.30

1.34

-0.03

Calmar ratioReturn relative to maximum drawdown

2.48

2.35

+0.13

Martin ratioReturn relative to average drawdown

4.98

5.33

-0.36

PANG vs. PANW - Sharpe Ratio Comparison

The current PANG Sharpe Ratio is 1.86, which is comparable to the PANW Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of PANG and PANW, 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

PANG vs. PANW - Drawdown Comparison

The maximum PANG drawdown since its inception was -62.38%, which is greater than PANW's maximum drawdown of -47.98%. Use the drawdown chart below to compare losses from any high point for PANG and PANW.


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Drawdown Indicators


PANGPANWDifference

Max Drawdown

Largest peak-to-trough decline

-62.38%

-47.98%

-14.40%

Max Drawdown (1Y)

Largest decline over 1 year

-62.38%

-36.01%

-26.37%

Max Drawdown (3Y)

Largest decline over 3 years

-36.01%

Max Drawdown (5Y)

Largest decline over 5 years

-36.01%

Max Drawdown (10Y)

Largest decline over 10 years

-47.98%

Current Drawdown

Current decline from peak

-3.46%

-0.98%

-2.48%

Average Drawdown

Average peak-to-trough decline

-21.77%

-14.62%

-7.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.04%

15.83%

+15.21%

Volatility

PANG vs. PANW - Volatility Comparison

Leverage Shares 2X Long PANW Daily ETF (PANG) has a higher volatility of 32.90% compared to Palo Alto Networks, Inc. (PANW) at 16.59%. This indicates that PANG's price experiences larger fluctuations and is considered to be riskier than PANW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PANGPANWDifference

Volatility (1M)

Calculated over the trailing 1-month period

32.90%

16.59%

+16.31%

Volatility (6M)

Calculated over the trailing 6-month period

71.08%

35.45%

+35.63%

Volatility (1Y)

Calculated over the trailing 1-year period

83.00%

41.32%

+41.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.82%

42.34%

+41.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

83.82%

38.89%

+44.93%

Dividends

PANG vs. PANW - Dividend Comparison

PANG's dividend yield for the trailing twelve months is around 3.84%, while PANW has not paid dividends to shareholders.


PositionTTM2025
PANG
Leverage Shares 2X Long PANW Daily ETF
3.84%11.71%
PANW
Palo Alto Networks, Inc.
0.00%0.00%

Frequently Asked Questions


With a correlation of 1.00, PANG and PANW move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

PANG has higher volatility (32.90%) compared to PANW (16.59%). In terms of maximum drawdown, PANG dropped -62.38% vs PANW's -47.98%.

PANW currently has the higher Sharpe Ratio (2.05 vs 1.86), 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

Find the right allocation for PANG and PANW

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

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