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^DJUSEN vs. BOIL
Performance
Return for Risk
Drawdowns
Volatility

Performance

^DJUSEN vs. BOIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Oil & Gas Index (^DJUSEN) and ProShares Ultra Bloomberg Natural Gas (BOIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


^DJUSEN

1D
0.91%
1M
6M
YTD
1Y
3Y*
5Y*
10Y*

BOIL

1D
-2.65%
1M
-22.34%
6M
-31.80%
YTD
-51.97%
1Y
-77.53%
3Y*
-66.23%
5Y*
-68.58%
10Y*
-58.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^DJUSEN vs. BOIL - Yearly Performance Comparison


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Return for Risk

^DJUSEN vs. BOIL — Risk / Return Rank

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

^DJUSEN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


BOIL
BOIL Risk / Return Rank: 22
Overall Rank
BOIL Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BOIL Sortino Ratio Rank: 44
Sortino Ratio Rank
BOIL Omega Ratio Rank: 33
Omega Ratio Rank
BOIL Calmar Ratio Rank: 00
Calmar Ratio Rank
BOIL Martin Ratio Rank: 22
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.

^DJUSEN vs. BOIL - Risk-Adjusted Trends 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.

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.


^DJUSENBOILDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.87

Calmar ratioReturn relative to maximum drawdown

-1.00

Martin ratioReturn relative to average drawdown

-1.40

^DJUSEN vs. BOIL - Sharpe Ratio Comparison


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Drawdowns

^DJUSEN vs. BOIL - Drawdown Comparison

The maximum ^DJUSEN drawdown since its inception was 0.00%, 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.


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Drawdown Indicators


^DJUSENBOILDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-100.00%

+100.00%

Max Drawdown (1Y)

Largest decline over 1 year

-77.83%

Max Drawdown (3Y)

Largest decline over 3 years

-97.17%

Max Drawdown (5Y)

Largest decline over 5 years

-99.92%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

Current Drawdown

Current decline from peak

0.00%

-100.00%

+100.00%

Average Drawdown

Average peak-to-trough decline

0.00%

-93.61%

+93.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

55.55%

Volatility

^DJUSEN vs. BOIL - Volatility Comparison


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Volatility by Period


^DJUSENBOILDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.67%

Volatility (6M)

Calculated over the trailing 6-month period

100.26%

Volatility (1Y)

Calculated over the trailing 1-year period

111.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

119.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.73%

Portfolio Optimizer

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