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VPG vs. NRGU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VPG vs. NRGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vishay Precision Group, Inc. (VPG) and MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VPG achieves a 248.49% return, which is significantly higher than NRGU's 78.80% return.


VPG

1D
-4.79%
1M
17.94%
YTD
248.49%
6M
240.79%
1Y
415.64%
3Y*
54.52%
5Y*
31.39%
10Y*
25.97%

NRGU

1D
1.89%
1M
-21.00%
YTD
78.80%
6M
80.03%
1Y
79.52%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VPG vs. NRGU - Yearly Performance Comparison


Correlation

The correlation between VPG and NRGU is 0.03, 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

0.03

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2025

0.12

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Return for Risk

VPG vs. NRGU — Risk / Return Rank

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

VPG
VPG Risk / Return Rank: 9999
Overall Rank
VPG Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VPG Sortino Ratio Rank: 9898
Sortino Ratio Rank
VPG Omega Ratio Rank: 9898
Omega Ratio Rank
VPG Calmar Ratio Rank: 9999
Calmar Ratio Rank
VPG Martin Ratio Rank: 9999
Martin Ratio Rank

NRGU
NRGU Risk / Return Rank: 3333
Overall Rank
NRGU Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
NRGU Sortino Ratio Rank: 3333
Sortino Ratio Rank
NRGU Omega Ratio Rank: 3232
Omega Ratio Rank
NRGU Calmar Ratio Rank: 3939
Calmar Ratio Rank
NRGU Martin Ratio Rank: 3232
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.

VPG vs. NRGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vishay Precision Group, Inc. (VPG) 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.


VPGNRGUDifference
Sharpe ratioReturn per unit of total volatility

+5.33

Sortino ratioReturn per unit of downside risk

+3.83

Omega ratioGain probability vs. loss probability

1.71

1.21

+0.51

Calmar ratioReturn relative to maximum drawdown

15.29

1.87

+13.42

Martin ratioReturn relative to average drawdown

41.89

4.58

+37.31

VPG vs. NRGU - Sharpe Ratio Comparison

The current VPG Sharpe Ratio is 6.38, which is higher than the NRGU Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of VPG and NRGU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VPG vs. NRGU - Drawdown Comparison

The maximum VPG drawdown since its inception was -60.04%, roughly equal to the maximum NRGU drawdown of -57.50%. Use the drawdown chart below to compare losses from any high point for VPG and NRGU.


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Drawdown Indicators


VPGNRGUDifference

Max Drawdown

Largest peak-to-trough decline

-60.04%

-57.50%

-2.54%

Max Drawdown (1Y)

Largest decline over 1 year

-27.40%

-42.71%

+15.31%

Max Drawdown (3Y)

Largest decline over 3 years

-49.86%

Max Drawdown (5Y)

Largest decline over 5 years

-57.69%

Max Drawdown (10Y)

Largest decline over 10 years

-60.04%

Current Drawdown

Current decline from peak

-8.12%

-38.33%

+30.21%

Average Drawdown

Average peak-to-trough decline

-24.15%

-25.59%

+1.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.98%

17.45%

-7.47%

Volatility

VPG vs. NRGU - Volatility Comparison

The current volatility for Vishay Precision Group, Inc. (VPG) is 24.67%, while MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU) has a volatility of 27.38%. This indicates that VPG 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


VPGNRGUDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.67%

27.38%

-2.71%

Volatility (6M)

Calculated over the trailing 6-month period

53.98%

62.59%

-8.61%

Volatility (1Y)

Calculated over the trailing 1-year period

65.69%

76.53%

-10.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.65%

89.19%

-43.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.10%

89.19%

-47.09%

Dividends

VPG vs. NRGU - Dividend Comparison

Neither VPG nor NRGU has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VPG and NRGU have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NRGU has higher volatility (27.38%) compared to VPG (24.67%). In terms of maximum drawdown, VPG dropped -60.04% vs NRGU's -57.50%.

VPG currently has the higher Sharpe Ratio (6.38 vs 1.05), 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.

Portfolio Optimizer

Find the right allocation for VPG and NRGU

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