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PLTG vs. BMNG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PLTG vs. BMNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long PLTR Daily ETF (PLTG) and Leverage Shares 2X Long BMNR Daily ETF (BMNG). The values are adjusted to include any dividend payments, if applicable.

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PLTG vs. BMNG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, PLTG achieves a -39.51% return, which is significantly higher than BMNG's -61.95% return.


PLTG

1D
12.51%
1M
9.40%
YTD
-39.51%
6M
-48.31%
1Y
3Y*
5Y*
10Y*

BMNG

1D
0.00%
1M
-15.09%
YTD
-61.95%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PLTG vs. BMNG - Expense Ratio Comparison

Both PLTG and BMNG have an expense ratio of 0.75%.


Return for Risk

PLTG vs. BMNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long PLTR Daily ETF (PLTG) and Leverage Shares 2X Long BMNR Daily ETF (BMNG). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

PLTG vs. BMNG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PLTGBMNGDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

-0.47

+0.60

Correlation

The correlation between PLTG and BMNG is 0.40, 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.


Dividends

PLTG vs. BMNG - Dividend Comparison

PLTG's dividend yield for the trailing twelve months is around 29.99%, while BMNG has not paid dividends to shareholders.


Drawdowns

PLTG vs. BMNG - Drawdown Comparison

The maximum PLTG drawdown since its inception was -66.84%, smaller than the maximum BMNG drawdown of -93.85%. Use the drawdown chart below to compare losses from any high point for PLTG and BMNG.


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Drawdown Indicators


PLTGBMNGDifference

Max Drawdown

Largest peak-to-trough decline

-66.84%

-93.85%

+27.01%

Current Drawdown

Current decline from peak

-58.89%

-92.91%

+34.02%

Average Drawdown

Average peak-to-trough decline

-24.16%

-76.97%

+52.81%

Volatility

PLTG vs. BMNG - Volatility Comparison


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Volatility by Period


PLTGBMNGDifference

Volatility (1Y)

Calculated over the trailing 1-year period

104.60%

214.47%

-109.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

104.60%

214.47%

-109.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

104.60%

214.47%

-109.87%