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

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.

-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember0
17.70%
PGTI
BULZ

Returns By Period


PGTI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

BULZ

YTD

53.82%

1M

9.66%

6M

22.48%

1Y

81.85%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


PGTIBULZ

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Correlation

-0.50.00.51.00.4

The correlation between PGTI and BULZ is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

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 2.34, compared to the broader market-4.00-2.000.002.004.002.341.19
The chart of Sortino ratio for PGTI, currently valued at 7.17, compared to the broader market-4.00-2.000.002.004.007.171.72
The chart of Omega ratio for PGTI, currently valued at 3.23, compared to the broader market0.501.001.502.003.231.23
The chart of Calmar ratio for PGTI, currently valued at 8.08, compared to the broader market0.002.004.006.008.081.09
The chart of Martin ratio for PGTI, currently valued at 44.08, compared to the broader market0.0010.0020.0030.0044.084.14
PGTI
BULZ

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.34
1.19
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%JuneJulyAugustSeptemberOctoberNovember0
-53.24%
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 21.96%. 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%JuneJulyAugustSeptemberOctoberNovember0
21.96%
PGTI
BULZ