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POWL vs. FNGU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

POWL vs. FNGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Powell Industries, Inc. (POWL) and MicroSectors FANG+ 3X Leveraged ETNs (FNGU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, POWL achieves a 177.61% return, which is significantly higher than FNGU's 3.96% return.


POWL

1D
1.46%
1M
0.75%
YTD
177.61%
6M
162.55%
1Y
372.00%
3Y*
146.47%
5Y*
94.19%
10Y*
40.56%

FNGU

1D
-2.52%
1M
-13.99%
YTD
3.96%
6M
-3.67%
1Y
25.83%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

POWL vs. FNGU - Yearly Performance Comparison


2026 (YTD)2025
POWL
Powell Industries, Inc.
177.61%64.58%
FNGU
MicroSectors FANG+ 3X Leveraged ETNs
3.96%3.02%

Correlation

The correlation between POWL and FNGU is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2025

0.46

The correlation between POWL and FNGU shifts across timeframes, from 0.35 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

POWL vs. FNGU — Risk / Return Rank

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

POWL
POWL Risk / Return Rank: 9898
Overall Rank
POWL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
POWL Sortino Ratio Rank: 9898
Sortino Ratio Rank
POWL Omega Ratio Rank: 9696
Omega Ratio Rank
POWL Calmar Ratio Rank: 9898
Calmar Ratio Rank
POWL Martin Ratio Rank: 9999
Martin Ratio Rank

FNGU
FNGU Risk / Return Rank: 1616
Overall Rank
FNGU Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FNGU Sortino Ratio Rank: 1919
Sortino Ratio Rank
FNGU Omega Ratio Rank: 1919
Omega Ratio Rank
FNGU Calmar Ratio Rank: 1414
Calmar Ratio Rank
FNGU Martin Ratio Rank: 1414
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.

POWL vs. FNGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Powell Industries, Inc. (POWL) and MicroSectors FANG+ 3X Leveraged ETNs (FNGU). 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.


POWLFNGUDifference
Sharpe ratioReturn per unit of total volatility

+5.69

Sortino ratioReturn per unit of downside risk

+3.98

Omega ratioGain probability vs. loss probability

1.60

1.11

+0.49

Calmar ratioReturn relative to maximum drawdown

11.71

0.36

+11.35

Martin ratioReturn relative to average drawdown

36.97

0.85

+36.11

POWL vs. FNGU - Sharpe Ratio Comparison

The current POWL Sharpe Ratio is 6.03, which is higher than the FNGU Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of POWL and FNGU, 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

POWL vs. FNGU - Drawdown Comparison

The maximum POWL drawdown since its inception was -73.10%, which is greater than FNGU's maximum drawdown of -61.30%. Use the drawdown chart below to compare losses from any high point for POWL and FNGU.


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Drawdown Indicators


POWLFNGUDifference

Max Drawdown

Largest peak-to-trough decline

-73.10%

-61.30%

-11.80%

Max Drawdown (1Y)

Largest decline over 1 year

-30.88%

-59.55%

+28.67%

Max Drawdown (3Y)

Largest decline over 3 years

-55.76%

Max Drawdown (5Y)

Largest decline over 5 years

-55.76%

Max Drawdown (10Y)

Largest decline over 10 years

-68.85%

Current Drawdown

Current decline from peak

-8.45%

-27.36%

+18.91%

Average Drawdown

Average peak-to-trough decline

-36.09%

-22.25%

-13.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.76%

24.91%

-15.15%

Volatility

POWL vs. FNGU - Volatility Comparison

The current volatility for Powell Industries, Inc. (POWL) is 19.86%, while MicroSectors FANG+ 3X Leveraged ETNs (FNGU) has a volatility of 27.31%. This indicates that POWL experiences smaller price fluctuations and is considered to be less risky than FNGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


POWLFNGUDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.86%

27.31%

-7.45%

Volatility (6M)

Calculated over the trailing 6-month period

44.83%

50.15%

-5.32%

Volatility (1Y)

Calculated over the trailing 1-year period

59.91%

61.43%

-1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.36%

79.93%

-15.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.84%

79.93%

-25.09%

Dividends

POWL vs. FNGU - Dividend Comparison

POWL's dividend yield for the trailing twelve months is around 0.12%, while FNGU has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FNGU
MicroSectors FANG+ 3X Leveraged ETNs
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
POWL
Powell Industries, Inc.
0.12%0.34%0.48%1.19%2.96%3.53%3.53%2.12%4.16%3.63%2.67%4.00%

Frequently Asked Questions


POWL and FNGU have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FNGU has higher volatility (27.31%) compared to POWL (19.86%). In terms of maximum drawdown, POWL dropped -73.10% vs FNGU's -61.30%.

POWL currently has the higher Sharpe Ratio (6.03 vs 0.35), 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.

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