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SNXX vs. UMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNXX vs. UMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long SNDK Daily ETF (SNXX) and USCF Midstream Energy Income Fund ETF (UMI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SNXX

1D
8.18%
1M
117.47%
YTD
6M
1Y
3Y*
5Y*
10Y*

UMI

1D
0.96%
1M
-5.27%
YTD
21.76%
6M
23.01%
1Y
24.46%
3Y*
27.84%
5Y*
20.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNXX vs. UMI - Yearly Performance Comparison


Correlation

The correlation between SNXX and UMI is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 27, 2026

-0.19

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Return for Risk

SNXX vs. UMI — Risk / Return Rank

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

SNXX

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


UMI
UMI Risk / Return Rank: 5454
Overall Rank
UMI Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
UMI Sortino Ratio Rank: 5151
Sortino Ratio Rank
UMI Omega Ratio Rank: 4848
Omega Ratio Rank
UMI Calmar Ratio Rank: 6868
Calmar Ratio Rank
UMI Martin Ratio Rank: 5151
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.

SNXX vs. UMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long SNDK Daily ETF (SNXX) and USCF Midstream Energy Income Fund ETF (UMI). 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.


SNXXUMIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

3.28

Martin ratioReturn relative to average drawdown

8.47

SNXX vs. UMI - Sharpe Ratio Comparison


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Drawdowns

SNXX vs. UMI - Drawdown Comparison

The maximum SNXX drawdown since its inception was -48.39%, roughly equal to the maximum UMI drawdown of -48.08%. Use the drawdown chart below to compare losses from any high point for SNXX and UMI.


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Drawdown Indicators


SNXXUMIDifference

Max Drawdown

Largest peak-to-trough decline

-48.39%

-48.08%

-0.31%

Max Drawdown (1Y)

Largest decline over 1 year

-7.50%

Max Drawdown (3Y)

Largest decline over 3 years

-17.08%

Max Drawdown (5Y)

Largest decline over 5 years

-20.05%

Current Drawdown

Current decline from peak

0.00%

-5.35%

+5.35%

Average Drawdown

Average peak-to-trough decline

-14.75%

-6.59%

-8.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

Volatility

SNXX vs. UMI - Volatility Comparison


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Volatility by Period


SNXXUMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

Volatility (6M)

Calculated over the trailing 6-month period

11.05%

Volatility (1Y)

Calculated over the trailing 1-year period

196.92%

14.23%

+182.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

196.92%

19.45%

+177.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

196.92%

23.16%

+173.76%

SNXX vs. UMI - Expense Ratio Comparison

SNXX has a 1.49% expense ratio, which is higher than UMI's 0.85% expense ratio.


Dividends

SNXX vs. UMI - Dividend Comparison

SNXX has not paid dividends to shareholders, while UMI's dividend yield for the trailing twelve months is around 6.02%.


PositionTTM202520242023202220212020201920182017
SNXX
Tradr 2X Long SNDK Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UMI
USCF Midstream Energy Income Fund ETF
6.02%6.23%4.39%4.67%4.36%3.00%2.18%2.47%2.48%0.15%

Frequently Asked Questions


SNXX and UMI have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UMI is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UMI is cheaper with a 0.85% expense ratio, compared with 1.49% for SNXX.

UMI has the higher dividend yield at 6.02%, compared with 0.00% for SNXX.

SNXX is categorized as Leveraged Equities, while UMI is Energy Equities. They also come from different issuers: Tradr and Wainwright, Inc.. Their fees differ too: 1.49% for SNXX and 0.85% for UMI.

Portfolio Optimizer

Find the right allocation for SNXX and UMI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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