^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.
Performance
^DJUSEN vs. BOIL - Performance Comparison
Returns By Period
In the year-to-date period, ^DJUSEN achieves a 16.25% return, which is significantly higher than BOIL's -67.97% return. Over the past 10 years, ^DJUSEN has outperformed BOIL with an annualized return of 1.23%, while BOIL has yielded a comparatively lower -62.04% annualized return.
^DJUSEN
16.25%
8.14%
6.82%
15.28%
11.14%
1.23%
BOIL
-67.97%
-1.96%
-52.11%
-78.23%
-67.14%
-62.04%
Key characteristics
| ^DJUSEN | BOIL | |
|---|---|---|
| Sharpe Ratio | 0.91 | -0.79 |
| Sortino Ratio | 1.32 | -1.45 |
| Omega Ratio | 1.16 | 0.85 |
| Calmar Ratio | 0.70 | -0.79 |
| Martin Ratio | 2.72 | -1.23 |
| Ulcer Index | 5.80% | 64.00% |
| Daily Std Dev | 17.35% | 99.73% |
| Max Drawdown | -77.35% | -100.00% |
| Current Drawdown | -5.42% | -100.00% |
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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.
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 4.81%, while ProShares Ultra Bloomberg Natural Gas (BOIL) has a volatility of 35.21%. 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.