BA vs. UUP
BA (The Boeing Company) is a stock, while UUP (Invesco DB US Dollar Index Bullish Fund) is Currency fund tracking the Deutsche Bank Long US Dollar Index (USDX) Futures Index. Over the past 10 years, BA returned 6.15%/yr vs 3.32%/yr for UUP. Their -0.14 correlation means they have often moved in opposite directions in the past.
Performance
BA vs. UUP - Performance Comparison
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Returns By Period
In the year-to-date period, BA achieves a 2.04% return, which is significantly lower than UUP's 5.73% return. Over the past 10 years, BA has outperformed UUP with an annualized return of 6.15%, while UUP has yielded a comparatively lower 3.32% annualized return.
BA
- 1D
- 4.76%
- 1M
- 1.98%
- 6M
- -9.40%
- YTD
- 2.04%
- 1Y
- -6.28%
- 3Y*
- -2.45%
- 5Y*
- -0.89%
- 10Y*
- 6.15%
- ALL TIME*
- 10.18%
UUP
- 1D
- -0.07%
- 1M
- 0.42%
- 6M
- 7.97%
- YTD
- 5.73%
- 1Y
- 7.48%
- 3Y*
- 5.27%
- 5Y*
- 6.06%
- 10Y*
- 3.32%
- ALL TIME*
- 1.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.27B | $1.19B | $1.40B | |
| $45.16M | $52.60M | $58.40M |
BA vs. UUP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BA The Boeing Company | 2.04% | 22.67% | -32.10% | 36.84% | -5.38% | -5.95% | -33.90% | 3.34% | 11.50% | 94.72% |
UUP Invesco DB US Dollar Index Bullish Fund | 5.73% | -4.99% | 13.50% | 3.63% | 9.46% | 5.73% | -6.66% | 4.09% | 7.05% | -9.10% |
Correlation
The correlation between BA and UUP is -0.28, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.28 |
Correlation (3Y) Balances recent behavior with more history. | -0.17 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.24 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.15 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2007 | -0.14 |
The correlation between BA and UUP shifts across timeframes, from -0.28 (1 year) to -0.14 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BA vs. UUP — Risk / Return Rank
BA
UUP
BA vs. UUP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Boeing Company (BA) and Invesco DB US Dollar Index Bullish Fund (UUP). 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.
| BA | UUP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -1.89 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.23 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | 2.06 | -2.31 |
| Martin ratioReturn relative to average drawdown | -0.53 | 5.68 | -6.21 |
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Drawdowns
BA vs. UUP - Drawdown Comparison
The maximum BA drawdown since its inception was -89.45%, which is greater than UUP's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for BA and UUP.
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Drawdown Indicators
| BA | UUP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.45% | -22.19% | -67.26% |
Max Drawdown (1Y)Largest decline over 1 year | -24.96% | -3.65% | -21.31% |
Max Drawdown (3Y)Largest decline over 3 years | -48.31% | -10.05% | -38.26% |
Max Drawdown (5Y)Largest decline over 5 years | -51.62% | -10.37% | -41.25% |
Max Drawdown (10Y)Largest decline over 10 years | -77.92% | -14.24% | -63.68% |
Current DrawdownCurrent decline from peak | -48.51% | -0.99% | -47.52% |
Average DrawdownAverage peak-to-trough decline | -31.05% | -8.86% | -22.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.89% | 1.32% | +10.57% |
Volatility
BA vs. UUP - Volatility Comparison
The Boeing Company (BA) has a higher volatility of 9.60% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 1.28%. This indicates that BA's price experiences larger fluctuations and is considered to be riskier than UUP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BA | UUP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.60% | 1.28% | +8.32% |
Volatility (6M)Calculated over the trailing 6-month period | 24.45% | 4.16% | +20.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.56% | 5.95% | +26.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.49% | 7.22% | +29.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.68% | 6.88% | +34.80% |
Dividends
BA vs. UUP - Dividend Comparison
BA has not paid dividends to shareholders, while UUP's dividend yield for the trailing twelve months is around 3.24%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BA The Boeing Company | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.96% | 2.52% | 2.12% | 1.93% | 2.80% | 2.52% |
UUP Invesco DB US Dollar Index Bullish Fund | 3.24% | 3.43% | 4.48% | 6.44% | 0.89% | 0.00% | 0.00% | 2.03% | 1.08% | 0.10% | 0.00% | 0.00% |
Frequently Asked Questions
BA and UUP have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BA has higher volatility (9.60%) compared to UUP (1.28%). In terms of maximum drawdown, BA dropped -89.45% vs UUP's -22.19%.
UUP currently has the higher Sharpe Ratio (1.28 vs -0.19), 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.
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