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

Correlation

The correlation between PGTI and BULZ is 0.45, 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.


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.

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Key characteristics

Returns By Period


PGTI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

BULZ

YTD

-15.65%

1M

32.06%

6M

-15.43%

1Y

8.78%

3Y*

29.07%

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 2323
Overall Rank
The Sharpe Ratio Rank of BULZ is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of BULZ is 3535
Sortino Ratio Rank
The Omega Ratio Rank of BULZ is 3434
Omega Ratio Rank
The Calmar Ratio Rank of BULZ is 1414
Calmar Ratio Rank
The Martin Ratio Rank of BULZ is 1414
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.



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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


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PGTI vs. BULZ - Volatility Comparison


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