SMCI vs. BULZ
Compare and contrast key facts about Super Micro Computer, Inc. (SMCI) and MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ).
BULZ is a passively managed fund by BMO Financial Group that tracks the performance of the Solactive FANG Innovation. It was launched on Aug 17, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SMCI or BULZ.
Performance
SMCI vs. BULZ - Performance Comparison
Returns By Period
In the year-to-date period, SMCI achieves a 16.62% return, which is significantly lower than BULZ's 55.02% return.
SMCI
16.62%
-26.92%
-62.49%
15.64%
73.79%
25.80%
BULZ
55.02%
17.84%
18.63%
83.27%
N/A
N/A
Key characteristics
| SMCI | BULZ | |
|---|---|---|
| Sharpe Ratio | 0.14 | 1.19 |
| Sortino Ratio | 1.07 | 1.72 |
| Omega Ratio | 1.15 | 1.23 |
| Calmar Ratio | 0.18 | 1.09 |
| Martin Ratio | 0.39 | 4.14 |
| Ulcer Index | 40.59% | 20.12% |
| Daily Std Dev | 114.10% | 70.13% |
| Max Drawdown | -84.84% | -94.44% |
| Current Drawdown | -72.10% | -52.87% |
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Correlation
The correlation between SMCI and BULZ is 0.49, 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
SMCI vs. BULZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Super Micro Computer, Inc. (SMCI) 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.
Dividends
SMCI vs. BULZ - Dividend Comparison
Neither SMCI nor BULZ has paid dividends to shareholders.
Drawdowns
SMCI vs. BULZ - Drawdown Comparison
The maximum SMCI drawdown since its inception was -84.84%, smaller than the maximum BULZ drawdown of -94.44%. Use the drawdown chart below to compare losses from any high point for SMCI and BULZ. For additional features, visit the drawdowns tool.
Volatility
SMCI vs. BULZ - Volatility Comparison
Super Micro Computer, Inc. (SMCI) has a higher volatility of 65.06% compared to MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) at 21.43%. This indicates that SMCI's price experiences larger fluctuations and is considered to be riskier than BULZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.