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ASCCY vs. UPRO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ASCCY vs. UPRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Asics Corp ADR (ASCCY) and ProShares UltraPro S&P 500 (UPRO). The values are adjusted to include any dividend payments, if applicable.

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ASCCY vs. UPRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ASCCY
Asics Corp ADR
12.01%21.77%152.83%43.48%1.37%10.10%18.67%27.61%-13.67%-0.86%
UPRO
ProShares UltraPro S&P 500
-16.03%31.88%63.57%68.53%-56.84%98.64%10.09%102.30%-25.11%17.97%

Returns By Period

In the year-to-date period, ASCCY achieves a 12.01% return, which is significantly higher than UPRO's -16.03% return.


ASCCY

1D
4.75%
1M
-12.37%
YTD
12.01%
6M
3.10%
1Y
26.08%
3Y*
56.68%
5Y*
46.20%
10Y*

UPRO

1D
8.61%
1M
-15.71%
YTD
-16.03%
6M
-12.57%
1Y
32.51%
3Y*
37.29%
5Y*
16.63%
10Y*
25.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ASCCY vs. UPRO — Risk / Return Rank

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

ASCCY
ASCCY Risk / Return Rank: 6464
Overall Rank
ASCCY Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ASCCY Sortino Ratio Rank: 6060
Sortino Ratio Rank
ASCCY Omega Ratio Rank: 5858
Omega Ratio Rank
ASCCY Calmar Ratio Rank: 7070
Calmar Ratio Rank
ASCCY Martin Ratio Rank: 6767
Martin Ratio Rank

UPRO
UPRO Risk / Return Rank: 4545
Overall Rank
UPRO Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
UPRO Sortino Ratio Rank: 4646
Sortino Ratio Rank
UPRO Omega Ratio Rank: 4949
Omega Ratio Rank
UPRO Calmar Ratio Rank: 4545
Calmar Ratio Rank
UPRO Martin Ratio Rank: 4747
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.

ASCCY vs. UPRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Asics Corp ADR (ASCCY) and ProShares UltraPro S&P 500 (UPRO). 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.


ASCCYUPRODifference

Sharpe ratio

Return per unit of total volatility

0.60

0.60

0.00

Sortino ratio

Return per unit of downside risk

1.14

1.18

-0.03

Omega ratio

Gain probability vs. loss probability

1.14

1.18

-0.03

Calmar ratio

Return relative to maximum drawdown

1.41

1.04

+0.37

Martin ratio

Return relative to average drawdown

2.86

4.18

-1.32

ASCCY vs. UPRO - Sharpe Ratio Comparison

The current ASCCY Sharpe Ratio is 0.60, which is comparable to the UPRO Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of ASCCY and UPRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ASCCYUPRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.60

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

0.33

+0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.59

+0.02

Correlation

The correlation between ASCCY and UPRO is 0.21, 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.


Dividends

ASCCY vs. UPRO - Dividend Comparison

ASCCY's dividend yield for the trailing twelve months is around 0.30%, less than UPRO's 1.04% yield.


TTM20252024202320222021202020192018201720162015
ASCCY
Asics Corp ADR
0.30%0.34%0.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UPRO
ProShares UltraPro S&P 500
1.04%0.84%0.93%0.74%0.52%0.06%0.11%0.41%0.63%0.00%0.12%0.34%

Drawdowns

ASCCY vs. UPRO - Drawdown Comparison

The maximum ASCCY drawdown since its inception was -64.92%, smaller than the maximum UPRO drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for ASCCY and UPRO.


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Drawdown Indicators


ASCCYUPRODifference

Max Drawdown

Largest peak-to-trough decline

-64.92%

-76.82%

+11.90%

Max Drawdown (1Y)

Largest decline over 1 year

-20.82%

-33.38%

+12.56%

Max Drawdown (5Y)

Largest decline over 5 years

-47.44%

-63.94%

+16.50%

Max Drawdown (10Y)

Largest decline over 10 years

-76.82%

Current Drawdown

Current decline from peak

-16.21%

-20.48%

+4.27%

Average Drawdown

Average peak-to-trough decline

-18.31%

-14.53%

-3.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.28%

8.33%

+1.95%

Volatility

ASCCY vs. UPRO - Volatility Comparison

The current volatility for Asics Corp ADR (ASCCY) is 14.73%, while ProShares UltraPro S&P 500 (UPRO) has a volatility of 15.89%. This indicates that ASCCY experiences smaller price fluctuations and is considered to be less risky than UPRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASCCYUPRODifference

Volatility (1M)

Calculated over the trailing 1-month period

14.73%

15.89%

-1.16%

Volatility (6M)

Calculated over the trailing 6-month period

27.71%

28.41%

-0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

43.96%

54.34%

-10.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.39%

50.34%

-4.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.31%

53.70%

-6.39%