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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
0.58%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

BOIL

1D
-4.80%
1M
5.97%
YTD
-41.05%
6M
-46.24%
1Y
-75.60%
3Y*
-66.48%
5Y*
-66.38%
10Y*
-57.84%
*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: 33
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: 11
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

0.89

Calmar ratioReturn relative to maximum drawdown

-0.98

Martin ratioReturn relative to average drawdown

-1.36

^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

-77.43%

Max Drawdown (3Y)

Largest decline over 3 years

-96.86%

Max Drawdown (5Y)

Largest decline over 5 years

-99.91%

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%

-93.59%

+93.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

56.83%

Volatility

^DJUSEN vs. BOIL - Volatility Comparison


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Volatility by Period


^DJUSENBOILDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.63%

Volatility (6M)

Calculated over the trailing 6-month period

104.46%

Volatility (1Y)

Calculated over the trailing 1-year period

113.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.84%

Portfolio Optimizer

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