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

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.


-0.50.00.51.00.5

Performance

SMCI vs. BULZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Super Micro Computer, Inc. (SMCI) and MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-60.80%
5.05%
SMCI
BULZ

Key characteristics

Sharpe Ratio

SMCI:

-0.03

BULZ:

0.80

Sortino Ratio

SMCI:

0.89

BULZ:

1.41

Omega Ratio

SMCI:

1.12

BULZ:

1.18

Calmar Ratio

SMCI:

-0.04

BULZ:

0.82

Martin Ratio

SMCI:

-0.07

BULZ:

2.82

Ulcer Index

SMCI:

48.51%

BULZ:

20.89%

Daily Std Dev

SMCI:

120.32%

BULZ:

73.17%

Max Drawdown

SMCI:

-84.84%

BULZ:

-94.44%

Current Drawdown

SMCI:

-74.06%

BULZ:

-51.15%

Returns By Period

In the year-to-date period, SMCI achieves a 1.12% return, which is significantly lower than BULZ's 4.28% return.


SMCI

YTD

1.12%

1M

-4.37%

6M

-61.32%

1Y

-1.04%

5Y*

60.98%

10Y*

23.42%

BULZ

YTD

4.28%

1M

-0.69%

6M

5.06%

1Y

42.14%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SMCI vs. BULZ — Risk-Adjusted Performance Rank

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

SMCI
The Risk-Adjusted Performance Rank of SMCI is 4949
Overall Rank
The Sharpe Ratio Rank of SMCI is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of SMCI is 5656
Sortino Ratio Rank
The Omega Ratio Rank of SMCI is 5555
Omega Ratio Rank
The Calmar Ratio Rank of SMCI is 4343
Calmar Ratio Rank
The Martin Ratio Rank of SMCI is 4444
Martin Ratio Rank

BULZ
The Risk-Adjusted Performance Rank of BULZ is 3333
Overall Rank
The Sharpe Ratio Rank of BULZ is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of BULZ is 3535
Sortino Ratio Rank
The Omega Ratio Rank of BULZ is 3636
Omega Ratio Rank
The Calmar Ratio Rank of BULZ is 3636
Calmar Ratio Rank
The Martin Ratio Rank of BULZ is 3030
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.

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.


Sharpe ratio
The chart of Sharpe ratio for SMCI, currently valued at -0.03, compared to the broader market-2.000.002.004.00-0.030.80
The chart of Sortino ratio for SMCI, currently valued at 0.89, compared to the broader market-4.00-2.000.002.004.000.891.41
The chart of Omega ratio for SMCI, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.18
The chart of Calmar ratio for SMCI, currently valued at -0.04, compared to the broader market0.002.004.006.00-0.040.82
The chart of Martin ratio for SMCI, currently valued at -0.07, compared to the broader market-10.000.0010.0020.0030.00-0.072.82
SMCI
BULZ

The current SMCI Sharpe Ratio is -0.03, which is lower than the BULZ Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of SMCI and BULZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
-0.03
0.80
SMCI
BULZ

Dividends

SMCI vs. BULZ - Dividend Comparison

Neither SMCI nor BULZ has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%AugustSeptemberOctoberNovemberDecember2025
-74.06%
-51.15%
SMCI
BULZ

Volatility

SMCI vs. BULZ - Volatility Comparison

The current volatility for Super Micro Computer, Inc. (SMCI) is 20.54%, while MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) has a volatility of 24.12%. This indicates that SMCI experiences smaller price fluctuations and is considered to be less risky than BULZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%AugustSeptemberOctoberNovemberDecember2025
20.54%
24.12%
SMCI
BULZ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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