STRL vs. NRGU
STRL (Sterling Construction Company, Inc.) is a stock, while NRGU (MicroSectors U.S. Big Oil Index 3X Leveraged ETN) is Leveraged Equities fund tracking the Solactive MicroSectors U.S. Big Oil Index (-300%). Over the past year, STRL returned 412.74% vs 171.19% for NRGU. At a 0.00 correlation, their price movements are largely independent.
Performance
STRL vs. NRGU - Performance Comparison
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Returns By Period
In the year-to-date period, STRL achieves a 224.51% return, which is significantly higher than NRGU's 125.94% return.
STRL
- 1D
- 3.84%
- 1M
- 23.29%
- YTD
- 224.51%
- 6M
- 199.06%
- 1Y
- 412.74%
- 3Y*
- 171.02%
- 5Y*
- 108.72%
- 10Y*
- 69.42%
NRGU
- 1D
- -1.47%
- 1M
- -6.46%
- YTD
- 125.94%
- 6M
- 93.16%
- 1Y
- 171.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
STRL vs. NRGU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
STRL Sterling Construction Company, Inc. | 224.51% | 146.42% |
NRGU MicroSectors U.S. Big Oil Index 3X Leveraged ETN | 125.94% | -33.00% |
Correlation
The correlation between STRL and NRGU is -0.06, 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 | -0.06 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2025 | 0.00 |
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Return for Risk
STRL vs. NRGU — Risk / Return Rank
STRL
NRGU
STRL vs. NRGU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sterling Construction Company, Inc. (STRL) 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.
| STRL | NRGU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.86 | ||
| Sortino ratioReturn per unit of downside risk | +2.21 | ||
| Omega ratioGain probability vs. loss probability | 1.64 | 1.32 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 13.42 | 4.31 | +9.10 |
| Martin ratioReturn relative to average drawdown | 37.58 | 10.74 | +26.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| STRL | NRGU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.16 | 2.31 | +2.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.93 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.31 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.43 | -0.16 |
Drawdowns
STRL vs. NRGU - Drawdown Comparison
The maximum STRL drawdown since its inception was -92.51%, which is greater than NRGU's maximum drawdown of -57.50%. Use the drawdown chart below to compare losses from any high point for STRL and NRGU.
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Drawdown Indicators
| STRL | NRGU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.51% | -57.50% | -35.01% |
Max Drawdown (1Y)Largest decline over 1 year | -31.02% | -39.95% | +8.93% |
Max Drawdown (3Y)Largest decline over 3 years | -47.67% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -47.67% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -59.60% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -22.07% | +22.07% |
Average DrawdownAverage peak-to-trough decline | -46.32% | -25.41% | -20.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.05% | 16.01% | -4.96% |
Volatility
STRL vs. NRGU - Volatility Comparison
The current volatility for Sterling Construction Company, Inc. (STRL) is 24.41%, while MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU) has a volatility of 31.62%. This indicates that STRL experiences smaller price fluctuations and is considered to be less risky than NRGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STRL | NRGU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.41% | 31.62% | -7.21% |
Volatility (6M)Calculated over the trailing 6-month period | 62.59% | 61.19% | +1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 80.59% | 75.02% | +5.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.75% | 89.03% | -32.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.30% | 89.03% | -35.73% |
Dividends
STRL vs. NRGU - Dividend Comparison
Neither STRL nor NRGU has paid dividends to shareholders.
Frequently Asked Questions
STRL and NRGU have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NRGU has higher volatility (31.62%) compared to STRL (24.41%). In terms of maximum drawdown, STRL dropped -92.51% vs NRGU's -57.50%.
STRL currently has the higher Sharpe Ratio (5.16 vs 2.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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