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XXXX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between XXXX and ^GSPC is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

XXXX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MAX S&P 500 4X Leveraged ETN (XXXX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
339.83%
29.78%
XXXX
^GSPC

Key characteristics

Sharpe Ratio

XXXX:

1.20

^GSPC:

2.10

Sortino Ratio

XXXX:

1.67

^GSPC:

2.80

Omega Ratio

XXXX:

1.23

^GSPC:

1.39

Calmar Ratio

XXXX:

1.86

^GSPC:

3.09

Martin Ratio

XXXX:

6.78

^GSPC:

13.49

Ulcer Index

XXXX:

8.77%

^GSPC:

1.94%

Daily Std Dev

XXXX:

49.62%

^GSPC:

12.52%

Max Drawdown

XXXX:

-31.99%

^GSPC:

-56.78%

Current Drawdown

XXXX:

-15.10%

^GSPC:

-2.62%

Returns By Period

In the year-to-date period, XXXX achieves a 61.29% return, which is significantly higher than ^GSPC's 24.34% return.


XXXX

YTD

61.29%

1M

-7.83%

6M

10.06%

1Y

62.30%

5Y*

N/A

10Y*

N/A

^GSPC

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

XXXX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MAX S&P 500 4X Leveraged ETN (XXXX) and S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for XXXX, currently valued at 1.42, compared to the broader market0.002.004.001.422.10
The chart of Sortino ratio for XXXX, currently valued at 1.87, compared to the broader market-2.000.002.004.006.008.0010.001.872.80
The chart of Omega ratio for XXXX, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.39
The chart of Calmar ratio for XXXX, currently valued at 2.18, compared to the broader market0.005.0010.0015.002.183.09
The chart of Martin ratio for XXXX, currently valued at 7.90, compared to the broader market0.0020.0040.0060.0080.00100.007.9013.49
XXXX
^GSPC

The current XXXX Sharpe Ratio is 1.20, which is lower than the ^GSPC Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of XXXX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.50Sat 07Mon 09Wed 11Fri 13Dec 15Tue 17Thu 19
1.42
2.10
XXXX
^GSPC

Drawdowns

XXXX vs. ^GSPC - Drawdown Comparison

The maximum XXXX drawdown since its inception was -31.99%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for XXXX and ^GSPC. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.10%
-2.62%
XXXX
^GSPC

Volatility

XXXX vs. ^GSPC - Volatility Comparison

MAX S&P 500 4X Leveraged ETN (XXXX) has a higher volatility of 14.80% compared to S&P 500 (^GSPC) at 3.79%. This indicates that XXXX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
14.80%
3.79%
XXXX
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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