ABIG vs. YCS

Last updated Jun 24, 2026

ABIG (Argent Large Cap ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - ABIG is a Large Cap Blend Equities fund actively managed by Argent, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). ABIG is actively managed, while YCS is passively managed. Over the past year, ABIG returned 16.32% vs 31.27% for YCS. At a correlation of -0.06, they often move in opposite directions. ABIG charges 0.49%/yr vs 1.00%/yr for YCS.

Performance

ABIG vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Argent Large Cap ETF (ABIG) and ProShares UltraShort Yen (YCS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ABIG achieves a 4.77% return, which is significantly lower than YCS's 9.63% return.

ABIG

• 1D: -0.63%
• 1M: -0.24%
• YTD: 4.77%
• 6M: 4.08%
• 1Y: 16.32%
• 3Y*: —
• 5Y*: —
• 10Y*: —

YCS

• 1D: -0.14%
• 1M: 3.57%
• YTD: 9.63%
• 6M: 10.44%
• 1Y: 31.27%
• 3Y*: 18.37%
• 5Y*: 23.52%
• 10Y*: 13.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ABIG vs. YCS - Yearly Performance Comparison

	2026 (YTD)	2025
ABIG Argent Large Cap ETF	4.77%	27.75%
YCS ProShares UltraShort Yen	9.63%	20.90%

Correlation

The correlation between ABIG and YCS is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.20
Correlation (All Time) Calculated using the full available price history since Apr 9, 2025	-0.06

The correlation between ABIG and YCS shifts across timeframes, from -0.20 (1 year) to -0.06 (all time), reflecting how their relationship changes across market environments.

Return for Risk

ABIG vs. YCS — Risk / Return Rank

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

ABIG

ABIG Risk / Return Rank: 33
ABIG Sharpe Ratio Rank: 36
ABIG Sortino Ratio Rank: 35
ABIG Omega Ratio Rank: 34
ABIG Calmar Ratio Rank: 26
ABIG Martin Ratio Rank: 32

YCS

YCS Risk / Return Rank: 63
YCS Sharpe Ratio Rank: 58
YCS Sortino Ratio Rank: 51
YCS Omega Ratio Rank: 59
YCS Calmar Ratio Rank: 77
YCS Martin Ratio Rank: 69

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.

ABIG vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Argent Large Cap ETF (ABIG) and ProShares UltraShort Yen (YCS). 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.

	ABIG	YCS	Difference
Sharpe ratio: Return per unit of total volatility	1.21	1.86	-0.64
Sortino ratio: Return per unit of downside risk	1.71	2.36	-0.65
Omega ratio: Gain probability vs. loss probability	1.21	1.34	-0.13
Calmar ratio: Return relative to maximum drawdown	1.20	3.78	-2.59
Martin ratio: Return relative to average drawdown	4.27	11.93	-7.66

ABIG vs. YCS - Sharpe Ratio Comparison

The current ABIG Sharpe Ratio is 1.21, which is lower than the YCS Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of ABIG and YCS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ABIG vs. YCS - Drawdown Comparison

The maximum ABIG drawdown since its inception was -13.70%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for ABIG and YCS.

Drawdown Indicators

	ABIG	YCS	Difference
Max Drawdown Largest peak-to-trough decline	-13.70%	-49.56%	+35.86%
Max Drawdown (1Y) Largest decline over 1 year	-13.70%	-8.30%	-5.40%
Max Drawdown (3Y) Largest decline over 3 years	—	-23.05%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.32%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-27.32%	—
Current Drawdown Current decline from peak	-2.90%	-0.14%	-2.76%
Average Drawdown Average peak-to-trough decline	-2.23%	-19.87%	+17.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.83%	2.65%	+1.18%

Volatility

ABIG vs. YCS - Volatility Comparison

Argent Large Cap ETF (ABIG) has a higher volatility of 4.85% compared to ProShares UltraShort Yen (YCS) at 2.25%. This indicates that ABIG's price experiences larger fluctuations and is considered to be riskier than YCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ABIG	YCS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.85%	2.25%	+2.60%
Volatility (6M) Calculated over the trailing 6-month period	10.64%	12.19%	-1.55%
Volatility (1Y) Calculated over the trailing 1-year period	13.58%	16.93%	-3.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.79%	21.10%	-4.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.79%	18.82%	-2.03%

ABIG vs. YCS - Expense Ratio Comparison

ABIG has a 0.49% expense ratio, which is lower than YCS's 1.00% expense ratio.

Dividends

ABIG vs. YCS - Dividend Comparison

ABIG's dividend yield for the trailing twelve months is around 0.09%, while YCS has not paid dividends to shareholders.

Position	TTM	2025
ABIG Argent Large Cap ETF	0.09%	0.10%
YCS ProShares UltraShort Yen	0.00%	0.00%

Frequently Asked Questions

Can I hold both ABIG and YCS in my portfolio?

ABIG and YCS have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ABIG or YCS?

ABIG has higher volatility (4.85%) compared to YCS (2.25%). In terms of maximum drawdown, ABIG dropped -13.70% vs YCS's -49.56%.

Which ETF is better, ABIG or YCS?

On 1-year performance, YCS leads with 31.27% vs 16.32% for ABIG. On fees, ABIG is cheaper at 0.49% per year. On volatility, YCS has been the lower-risk option at 2.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ABIG or YCS?

Over the 1-year period, YCS has performed better with a 31.27% return vs 16.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ABIG or YCS?

ABIG is cheaper with a 0.49% expense ratio, compared with 1.00% for YCS.

Which ETF pays a higher dividend yield, ABIG or YCS?

ABIG has the higher dividend yield at 0.09%, compared with 0.00% for YCS.

What is the main difference between ABIG and YCS?

ABIG is categorized as Large Cap Blend Equities, while YCS is Leveraged Currency. They also come from different issuers: Argent and ProShares. Their fees differ too: 0.49% for ABIG and 1.00% for YCS.

Which has better risk-adjusted returns?

YCS currently has the higher Sharpe Ratio (1.86 vs 1.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.