TTMI vs. NRGU
TTMI (TTM Technologies, 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, TTMI returned 184.09% vs 119.26% for NRGU. At a 0.08 correlation, their price movements are largely independent.
Performance
TTMI vs. NRGU - Performance Comparison
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Returns By Period
In the year-to-date period, TTMI achieves a 88.61% return, which is significantly lower than NRGU's 118.00% return.
TTMI
- 1D
- -9.39%
- 1M
- -34.79%
- 6M
- 28.98%
- YTD
- 88.61%
- 1Y
- 184.09%
- 3Y*
- 110.21%
- 5Y*
- 56.53%
- 10Y*
- 31.70%
NRGU
- 1D
- 3.84%
- 1M
- 18.77%
- 6M
- 86.19%
- YTD
- 118.00%
- 1Y
- 119.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TTMI vs. NRGU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TTMI TTM Technologies, Inc. | 88.61% | 161.96% |
NRGU MicroSectors U.S. Big Oil Index 3X Leveraged ETN | 118.00% | -30.00% |
Correlation
The correlation between TTMI and NRGU 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 Feb 20, 2025 | 0.08 |
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Return for Risk
TTMI vs. NRGU — Risk / Return Rank
TTMI
NRGU
TTMI vs. NRGU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TTM Technologies, Inc. (TTMI) 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.
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.
| TTMI | NRGU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.86 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.26 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.49 | 2.73 | +1.76 |
| Martin ratioReturn relative to average drawdown | 16.91 | 6.13 | +10.78 |
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Drawdowns
TTMI vs. NRGU - Drawdown Comparison
The maximum TTMI drawdown since its inception was -94.68%, which is greater than NRGU's maximum drawdown of -57.50%. Use the drawdown chart below to compare losses from any high point for TTMI and NRGU.
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Drawdown Indicators
| TTMI | NRGU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.68% | -57.50% | -37.18% |
Max Drawdown (1Y)Largest decline over 1 year | -41.24% | -43.89% | +2.65% |
Max Drawdown (3Y)Largest decline over 3 years | -41.24% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -41.24% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -56.19% | — | — |
Current DrawdownCurrent decline from peak | -41.24% | -24.81% | -16.43% |
Average DrawdownAverage peak-to-trough decline | -49.72% | -26.06% | -23.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.93% | 19.53% | -8.60% |
Volatility
TTMI vs. NRGU - Volatility Comparison
TTM Technologies, Inc. (TTMI) and MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU) have volatilities of 23.03% and 23.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTMI | NRGU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.03% | 23.48% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 57.69% | 63.97% | -6.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 76.40% | 76.98% | -0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.76% | 89.07% | -38.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.07% | 89.07% | -43.00% |
Dividends
TTMI vs. NRGU - Dividend Comparison
Neither TTMI nor NRGU has paid dividends to shareholders.
Frequently Asked Questions
TTMI and NRGU 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.
NRGU has higher volatility (23.48%) compared to TTMI (23.03%). In terms of maximum drawdown, TTMI dropped -94.68% vs NRGU's -57.50%.
TTMI currently has the higher Sharpe Ratio (2.42 vs 1.56), 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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