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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 237.48% return, which is significantly higher than NRGU's 129.31% return.


VPG

1D
-2.26%
1M
116.44%
YTD
237.48%
6M
253.74%
1Y
398.77%
3Y*
53.78%
5Y*
30.20%
10Y*
25.62%

NRGU

1D
2.53%
1M
-6.67%
YTD
129.31%
6M
97.01%
1Y
156.99%
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 0.02, 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

0.02

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2025

0.15

The correlation between VPG and NRGU shifts across timeframes, from 0.02 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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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: 9898
Overall Rank
VPG Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VPG Sortino Ratio Rank: 9898
Sortino Ratio Rank
VPG Omega Ratio Rank: 9797
Omega Ratio Rank
VPG Calmar Ratio Rank: 9999
Calmar Ratio Rank
VPG Martin Ratio Rank: 9999
Martin Ratio Rank

NRGU
NRGU Risk / Return Rank: 5858
Overall Rank
NRGU Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
NRGU Sortino Ratio Rank: 4848
Sortino Ratio Rank
NRGU Omega Ratio Rank: 4848
Omega Ratio Rank
NRGU Calmar Ratio Rank: 7777
Calmar Ratio Rank
NRGU Martin Ratio Rank: 5656
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.


VPGNRGUDifference

Sharpe ratio

Return per unit of total volatility

6.37

2.11

+4.26

Sortino ratio

Return per unit of downside risk

5.55

2.43

+3.12

Omega ratio

Gain probability vs. loss probability

1.72

1.30

+0.41

Calmar ratio

Return relative to maximum drawdown

14.67

3.95

+10.72

Martin ratio

Return relative to average drawdown

40.27

9.88

+30.38

VPG vs. NRGU - Sharpe Ratio Comparison

The current VPG Sharpe Ratio is 6.37, which is higher than the NRGU Sharpe Ratio of 2.11. 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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Sharpe Ratios by Period


VPGNRGUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.37

2.11

+4.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.45

-0.04

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%

-39.95%

+12.55%

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

-2.26%

-20.91%

+18.65%

Average Drawdown

Average peak-to-trough decline

-24.22%

-25.42%

+1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.96%

15.96%

-6.00%

Volatility

VPG vs. NRGU - Volatility Comparison

Vishay Precision Group, Inc. (VPG) and MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU) have volatilities of 32.36% and 31.63%, 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


VPGNRGUDifference

Volatility (1M)

Calculated over the trailing 1-month period

32.36%

31.63%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

50.66%

61.27%

-10.61%

Volatility (1Y)

Calculated over the trailing 1-year period

63.21%

75.15%

-11.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.74%

89.15%

-44.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.60%

89.15%

-47.55%

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 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VPG has higher volatility (32.36%) compared to NRGU (31.63%). In terms of maximum drawdown, VPG dropped -60.04% vs NRGU's -57.50%.

VPG currently has the higher Sharpe Ratio (6.37 vs 2.11), 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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