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PGTI vs. BULZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PGTI and BULZ is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

PGTI vs. BULZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGT Innovations, Inc. (PGTI) and MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember20250
5.05%
PGTI
BULZ

Key characteristics

Returns By Period


PGTI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

BULZ

YTD

4.28%

1M

-0.69%

6M

5.06%

1Y

42.14%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

PGTI vs. BULZ — Risk-Adjusted Performance Rank

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

PGTI
The Risk-Adjusted Performance Rank of PGTI is 9696
Overall Rank
The Sharpe Ratio Rank of PGTI is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of PGTI is 9494
Sortino Ratio Rank
The Omega Ratio Rank of PGTI is 9595
Omega Ratio Rank
The Calmar Ratio Rank of PGTI is 9898
Calmar Ratio Rank
The Martin Ratio Rank of PGTI is 9898
Martin Ratio Rank

BULZ
The Risk-Adjusted Performance Rank of BULZ is 3333
Overall Rank
The Sharpe Ratio Rank of BULZ is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of BULZ is 3535
Sortino Ratio Rank
The Omega Ratio Rank of BULZ is 3636
Omega Ratio Rank
The Calmar Ratio Rank of BULZ is 3636
Calmar Ratio Rank
The Martin Ratio Rank of BULZ is 3030
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.

PGTI vs. BULZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PGT Innovations, Inc. (PGTI) and MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ). 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 PGTI, currently valued at 2.22, compared to the broader market-2.000.002.004.002.220.80
The chart of Sortino ratio for PGTI, currently valued at 5.80, compared to the broader market-4.00-2.000.002.004.006.005.801.41
The chart of Omega ratio for PGTI, currently valued at 3.02, compared to the broader market0.501.001.502.003.021.18
The chart of Calmar ratio for PGTI, currently valued at 1.37, compared to the broader market0.002.004.006.001.370.82
The chart of Martin ratio for PGTI, currently valued at 49.68, compared to the broader market-10.000.0010.0020.0030.0049.682.82
PGTI
BULZ


Rolling 12-month Sharpe Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
2.22
0.80
PGTI
BULZ

Dividends

PGTI vs. BULZ - Dividend Comparison

Neither PGTI nor BULZ has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PGTI vs. BULZ - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-51.15%
PGTI
BULZ

Volatility

PGTI vs. BULZ - Volatility Comparison

The current volatility for PGT Innovations, Inc. (PGTI) is 0.00%, while MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) has a volatility of 24.12%. This indicates that PGTI experiences smaller price fluctuations and is considered to be less risky than BULZ 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%25.00%30.00%35.00%AugustSeptemberOctoberNovemberDecember20250
24.12%
PGTI
BULZ
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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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