AXP vs. UPRO
Compare and contrast key facts about American Express Company (AXP) and ProShares UltraPro S&P 500 (UPRO).
UPRO is a passively managed fund by ProShares that tracks the performance of the S&P 500 Index (300%). It was launched on Jun 23, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AXP or UPRO.
Performance
AXP vs. UPRO - Performance Comparison
Returns By Period
In the year-to-date period, AXP achieves a 58.27% return, which is significantly lower than UPRO's 71.45% return. Over the past 10 years, AXP has underperformed UPRO with an annualized return of 14.09%, while UPRO has yielded a comparatively higher 24.13% annualized return.
AXP
58.27%
7.56%
25.13%
81.03%
21.45%
14.09%
UPRO
71.45%
3.88%
34.17%
94.81%
25.05%
24.13%
Key characteristics
| AXP | UPRO | |
|---|---|---|
| Sharpe Ratio | 3.47 | 2.67 |
| Sortino Ratio | 4.36 | 3.03 |
| Omega Ratio | 1.60 | 1.42 |
| Calmar Ratio | 5.39 | 2.59 |
| Martin Ratio | 27.78 | 15.97 |
| Ulcer Index | 2.98% | 6.08% |
| Daily Std Dev | 23.83% | 36.40% |
| Max Drawdown | -83.91% | -76.82% |
| Current Drawdown | -0.73% | -2.93% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between AXP and UPRO is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
AXP vs. UPRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Express Company (AXP) 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.
Dividends
AXP vs. UPRO - Dividend Comparison
AXP's dividend yield for the trailing twelve months is around 0.92%, more than UPRO's 0.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AXP American Express Company | 0.92% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% | 0.95% |
UPRO ProShares UltraPro S&P 500 | 0.74% | 0.74% | 0.52% | 0.06% | 0.11% | 0.53% | 0.63% | 0.00% | 0.12% | 0.34% | 0.22% | 0.07% |
Drawdowns
AXP vs. UPRO - Drawdown Comparison
The maximum AXP drawdown since its inception was -83.91%, which is greater than UPRO's maximum drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for AXP and UPRO. For additional features, visit the drawdowns tool.
Volatility
AXP vs. UPRO - Volatility Comparison
The current volatility for American Express Company (AXP) is 8.87%, while ProShares UltraPro S&P 500 (UPRO) has a volatility of 11.98%. This indicates that AXP 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.