^DJUSEN vs. BOIL
Compare and contrast key facts about Dow Jones U.S. Oil & Gas Index (^DJUSEN) and ProShares Ultra Bloomberg Natural Gas (BOIL).
BOIL is a passively managed fund by ProShares that tracks the performance of the Dow Jones-UBS Natural Gas Subindex (200%). It was launched on Oct 4, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJUSEN or BOIL.
Key characteristics
| ^DJUSEN | BOIL | |
|---|---|---|
| YTD Return | 4.74% | -67.79% |
| 1Y Return | -3.71% | -84.15% |
| 3Y Return (Ann) | 21.24% | -80.88% |
| 5Y Return (Ann) | 8.11% | -68.95% |
| 10Y Return (Ann) | -0.87% | -61.66% |
| Sharpe Ratio | -0.25 | -0.87 |
| Daily Std Dev | 18.11% | 96.70% |
| Max Drawdown | -77.35% | -100.00% |
| Current Drawdown | -14.78% | -100.00% |
Correlation
The correlation between ^DJUSEN and BOIL is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
^DJUSEN vs. BOIL - Performance Comparison
In the year-to-date period, ^DJUSEN achieves a 4.74% return, which is significantly higher than BOIL's -67.79% return. Over the past 10 years, ^DJUSEN has outperformed BOIL with an annualized return of -0.87%, while BOIL has yielded a comparatively lower -61.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^DJUSEN vs. BOIL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Oil & Gas Index (^DJUSEN) and ProShares Ultra Bloomberg Natural Gas (BOIL). 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.
Drawdowns
^DJUSEN vs. BOIL - Drawdown Comparison
The maximum ^DJUSEN drawdown since its inception was -77.35%, smaller than the maximum BOIL drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for ^DJUSEN and BOIL. For additional features, visit the drawdowns tool.
Volatility
^DJUSEN vs. BOIL - Volatility Comparison
The current volatility for Dow Jones U.S. Oil & Gas Index (^DJUSEN) is 5.80%, while ProShares Ultra Bloomberg Natural Gas (BOIL) has a volatility of 17.63%. This indicates that ^DJUSEN experiences smaller price fluctuations and is considered to be less risky than BOIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.