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PYPG vs. NRGU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PYPG vs. NRGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long PYPL Daily ETF (PYPG) and MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU). The values are adjusted to include any dividend payments, if applicable.

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PYPG vs. NRGU - Yearly Performance Comparison


Returns By Period

In the year-to-date period, PYPG achieves a -48.28% return, which is significantly lower than NRGU's 151.43% return.


PYPG

1D
-2.64%
1M
-5.46%
YTD
-48.28%
6M
-62.55%
1Y
3Y*
5Y*
10Y*

NRGU

1D
4.99%
1M
33.05%
YTD
151.43%
6M
127.39%
1Y
77.42%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PYPG vs. NRGU - Expense Ratio Comparison

PYPG has a 0.75% expense ratio, which is lower than NRGU's 0.95% expense ratio.


Return for Risk

PYPG vs. NRGU — Risk / Return Rank

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

PYPG

NRGU
NRGU Risk / Return Rank: 4646
Overall Rank
NRGU Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
NRGU Sortino Ratio Rank: 5757
Sortino Ratio Rank
NRGU Omega Ratio Rank: 5656
Omega Ratio Rank
NRGU Calmar Ratio Rank: 4646
Calmar Ratio Rank
NRGU Martin Ratio Rank: 2828
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.

PYPG vs. NRGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long PYPL Daily ETF (PYPG) and MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU). 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.

PYPG vs. NRGU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PYPGNRGUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.71

0.69

-1.40

Correlation

The correlation between PYPG and NRGU is 0.09, 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.


Dividends

PYPG vs. NRGU - Dividend Comparison

Neither PYPG nor NRGU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PYPG vs. NRGU - Drawdown Comparison

The maximum PYPG drawdown since its inception was -79.52%, which is greater than NRGU's maximum drawdown of -57.50%. Use the drawdown chart below to compare losses from any high point for PYPG and NRGU.


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Drawdown Indicators


PYPGNRGUDifference

Max Drawdown

Largest peak-to-trough decline

-79.52%

-57.50%

-22.02%

Max Drawdown (1Y)

Largest decline over 1 year

-35.74%

Current Drawdown

Current decline from peak

-74.15%

-13.28%

-60.87%

Average Drawdown

Average peak-to-trough decline

-32.10%

-25.34%

-6.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.14%

Volatility

PYPG vs. NRGU - Volatility Comparison


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Volatility by Period


PYPGNRGUDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.60%

Volatility (6M)

Calculated over the trailing 6-month period

50.41%

Volatility (1Y)

Calculated over the trailing 1-year period

80.82%

88.30%

-7.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

80.82%

87.08%

-6.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.82%

87.08%

-6.26%