SOXU.TO vs. NRGU.TO
SOXU.TO (MegaLong (3X) US Semiconductors Daily Leveraged Alternative ETF) and NRGU.TO (BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF) are both Leveraged Equities funds. SOXU.TO is passively managed, while NRGU.TO is actively managed. Over the past year, SOXU.TO returned 490.49% vs 113.10% for NRGU.TO. At a 0.01 correlation, their price movements are largely independent.
Performance
SOXU.TO vs. NRGU.TO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SOXU.TO achieves a 277.27% return, which is significantly higher than NRGU.TO's 75.89% return.
SOXU.TO
- 1D
- -14.30%
- 1M
- -29.78%
- 6M
- 195.11%
- YTD
- 277.27%
- 1Y
- 490.49%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NRGU.TO
- 1D
- 6.31%
- 1M
- -3.46%
- 6M
- 76.21%
- YTD
- 75.89%
- 1Y
- 113.10%
- 3Y*
- 40.23%
- 5Y*
- 47.37%
- 10Y*
- 5.23%
SOXU.TO vs. NRGU.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SOXU.TO MegaLong (3X) US Semiconductors Daily Leveraged Alternative ETF | 277.27% | 173.80% |
NRGU.TO BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF | 75.89% | 37.49% |
Correlation
The correlation between SOXU.TO and NRGU.TO is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since May 23, 2025 | 0.01 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SOXU.TO vs. NRGU.TO — Risk / Return Rank
SOXU.TO
NRGU.TO
SOXU.TO vs. NRGU.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MegaLong (3X) US Semiconductors Daily Leveraged Alternative ETF (SOXU.TO) and BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF (NRGU.TO). 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.
| SOXU.TO | NRGU.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.34 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 10.77 | 3.57 | +7.20 |
| Martin ratioReturn relative to average drawdown | 31.69 | 10.79 | +20.90 |
Loading charts...
Drawdowns
SOXU.TO vs. NRGU.TO - Drawdown Comparison
The maximum SOXU.TO drawdown since its inception was -45.93%, smaller than the maximum NRGU.TO drawdown of -99.71%. Use the drawdown chart below to compare losses from any high point for SOXU.TO and NRGU.TO.
Loading charts...
Drawdown Indicators
| SOXU.TO | NRGU.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.93% | -99.71% | +53.78% |
Max Drawdown (1Y)Largest decline over 1 year | -45.93% | -31.84% | -14.09% |
Max Drawdown (3Y)Largest decline over 3 years | — | -51.12% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -52.50% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -97.54% | — |
Current DrawdownCurrent decline from peak | -45.93% | -85.57% | +39.64% |
Average DrawdownAverage peak-to-trough decline | -9.73% | -83.55% | +73.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.58% | 10.53% | +5.05% |
Volatility
SOXU.TO vs. NRGU.TO - Volatility Comparison
MegaLong (3X) US Semiconductors Daily Leveraged Alternative ETF (SOXU.TO) has a higher volatility of 70.96% compared to BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF (NRGU.TO) at 16.66%. This indicates that SOXU.TO's price experiences larger fluctuations and is considered to be riskier than NRGU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SOXU.TO | NRGU.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 70.96% | 16.66% | +54.30% |
Volatility (6M)Calculated over the trailing 6-month period | 114.29% | 40.62% | +73.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 126.57% | 48.35% | +78.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 121.54% | 57.30% | +64.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 121.54% | 66.56% | +54.98% |
Dividends
SOXU.TO vs. NRGU.TO - Dividend Comparison
Neither SOXU.TO nor NRGU.TO has paid dividends to shareholders.
Frequently Asked Questions
SOXU.TO and NRGU.TO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: LongPoint and Global X.
Find the right allocation for SOXU.TO and NRGU.TO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer