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UXI vs. FNGO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UXI vs. FNGO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Industrials (UXI) and MicroSectors FANG+ Index 2X Leveraged ETN (FNGO). The values are adjusted to include any dividend payments, if applicable.

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UXI vs. FNGO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
UXI
ProShares Ultra Industrials
6.54%28.84%26.48%27.34%-32.90%34.64%16.37%67.44%-29.02%
FNGO
MicroSectors FANG+ Index 2X Leveraged ETN
-25.13%25.49%101.65%240.10%-71.55%28.38%238.00%79.61%-40.52%

Returns By Period

In the year-to-date period, UXI achieves a 6.54% return, which is significantly higher than FNGO's -25.13% return.


UXI

1D
6.35%
1M
-16.89%
YTD
6.54%
6M
6.52%
1Y
41.43%
3Y*
28.34%
5Y*
10.80%
10Y*
18.08%

FNGO

1D
8.94%
1M
-9.02%
YTD
-25.13%
6M
-30.39%
1Y
27.85%
3Y*
51.07%
5Y*
17.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UXI vs. FNGO - Expense Ratio Comparison

Both UXI and FNGO have an expense ratio of 0.95%.


Return for Risk

UXI vs. FNGO — Risk / Return Rank

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

UXI
UXI Risk / Return Rank: 6565
Overall Rank
UXI Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
UXI Sortino Ratio Rank: 6464
Sortino Ratio Rank
UXI Omega Ratio Rank: 6262
Omega Ratio Rank
UXI Calmar Ratio Rank: 7070
Calmar Ratio Rank
UXI Martin Ratio Rank: 6666
Martin Ratio Rank

FNGO
FNGO Risk / Return Rank: 3434
Overall Rank
FNGO Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FNGO Sortino Ratio Rank: 4343
Sortino Ratio Rank
FNGO Omega Ratio Rank: 4040
Omega Ratio Rank
FNGO Calmar Ratio Rank: 2929
Calmar Ratio Rank
FNGO Martin Ratio Rank: 2626
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.

UXI vs. FNGO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Industrials (UXI) and MicroSectors FANG+ Index 2X Leveraged ETN (FNGO). 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.


UXIFNGODifference

Sharpe ratio

Return per unit of total volatility

1.06

0.51

+0.55

Sortino ratio

Return per unit of downside risk

1.60

1.14

+0.46

Omega ratio

Gain probability vs. loss probability

1.23

1.15

+0.08

Calmar ratio

Return relative to maximum drawdown

1.76

0.62

+1.14

Martin ratio

Return relative to average drawdown

6.59

1.78

+4.81

UXI vs. FNGO - Sharpe Ratio Comparison

The current UXI Sharpe Ratio is 1.06, which is higher than the FNGO Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of UXI and FNGO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UXIFNGODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

0.51

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.29

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.52

-0.25

Correlation

The correlation between UXI and FNGO is 0.55, 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.


Dividends

UXI vs. FNGO - Dividend Comparison

UXI's dividend yield for the trailing twelve months is around 0.77%, while FNGO has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
UXI
ProShares Ultra Industrials
0.77%0.90%0.18%0.21%0.24%0.03%0.29%0.58%0.37%0.24%0.38%0.41%
FNGO
MicroSectors FANG+ Index 2X Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

UXI vs. FNGO - Drawdown Comparison

The maximum UXI drawdown since its inception was -89.01%, which is greater than FNGO's maximum drawdown of -78.39%. Use the drawdown chart below to compare losses from any high point for UXI and FNGO.


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Drawdown Indicators


UXIFNGODifference

Max Drawdown

Largest peak-to-trough decline

-89.01%

-78.39%

-10.62%

Max Drawdown (1Y)

Largest decline over 1 year

-24.52%

-42.73%

+18.21%

Max Drawdown (5Y)

Largest decline over 5 years

-48.25%

-78.39%

+30.14%

Max Drawdown (10Y)

Largest decline over 10 years

-66.48%

Current Drawdown

Current decline from peak

-18.74%

-37.61%

+18.87%

Average Drawdown

Average peak-to-trough decline

-22.74%

-24.16%

+1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.56%

15.00%

-8.44%

Volatility

UXI vs. FNGO - Volatility Comparison

The current volatility for ProShares Ultra Industrials (UXI) is 13.07%, while MicroSectors FANG+ Index 2X Leveraged ETN (FNGO) has a volatility of 15.84%. This indicates that UXI experiences smaller price fluctuations and is considered to be less risky than FNGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UXIFNGODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.07%

15.84%

-2.77%

Volatility (6M)

Calculated over the trailing 6-month period

23.39%

30.38%

-6.99%

Volatility (1Y)

Calculated over the trailing 1-year period

39.30%

54.54%

-15.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.50%

60.28%

-24.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.21%

61.91%

-22.70%