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BIS vs. DIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIS vs. DIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Nasdaq Biotechnology (BIS) and ProShares Ultra Oil & Gas (DIG). The values are adjusted to include any dividend payments, if applicable.

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BIS vs. DIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIS
ProShares UltraShort Nasdaq Biotechnology
-6.20%-45.95%4.79%-6.54%-2.14%-14.74%-56.01%-41.01%5.14%-36.98%
DIG
ProShares Ultra Oil & Gas
85.56%2.73%0.93%-13.04%125.34%115.63%-70.36%12.51%-40.11%-7.39%

Returns By Period

In the year-to-date period, BIS achieves a -6.20% return, which is significantly lower than DIG's 85.56% return. Over the past 10 years, BIS has underperformed DIG with an annualized return of -24.45%, while DIG has yielded a comparatively higher 8.22% annualized return.


BIS

1D
-8.92%
1M
5.69%
YTD
-6.20%
6M
-31.27%
1Y
-50.91%
3Y*
-21.67%
5Y*
-15.13%
10Y*
-24.45%

DIG

1D
-2.11%
1M
20.66%
YTD
85.56%
6M
84.85%
1Y
61.85%
3Y*
23.97%
5Y*
36.31%
10Y*
8.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BIS vs. DIG - Expense Ratio Comparison

Both BIS and DIG have an expense ratio of 0.95%.


Return for Risk

BIS vs. DIG — Risk / Return Rank

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

BIS
BIS Risk / Return Rank: 11
Overall Rank
BIS Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BIS Sortino Ratio Rank: 00
Sortino Ratio Rank
BIS Omega Ratio Rank: 11
Omega Ratio Rank
BIS Calmar Ratio Rank: 11
Calmar Ratio Rank
BIS Martin Ratio Rank: 44
Martin Ratio Rank

DIG
DIG Risk / Return Rank: 6666
Overall Rank
DIG Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DIG Sortino Ratio Rank: 6969
Sortino Ratio Rank
DIG Omega Ratio Rank: 7070
Omega Ratio Rank
DIG Calmar Ratio Rank: 7474
Calmar Ratio Rank
DIG Martin Ratio Rank: 4242
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.

BIS vs. DIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Nasdaq Biotechnology (BIS) and ProShares Ultra Oil & Gas (DIG). 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.


BISDIGDifference

Sharpe ratio

Return per unit of total volatility

-1.09

1.26

-2.35

Sortino ratio

Return per unit of downside risk

-1.73

1.68

-3.41

Omega ratio

Gain probability vs. loss probability

0.81

1.25

-0.44

Calmar ratio

Return relative to maximum drawdown

-0.76

1.85

-2.62

Martin ratio

Return relative to average drawdown

-1.06

3.79

-4.85

BIS vs. DIG - Sharpe Ratio Comparison

The current BIS Sharpe Ratio is -1.09, which is lower than the DIG Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of BIS and DIG, 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


BISDIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.09

1.26

-2.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

0.71

-1.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.53

0.14

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.68

0.01

-0.69

Correlation

The correlation between BIS and DIG is -0.34. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

BIS vs. DIG - Dividend Comparison

BIS's dividend yield for the trailing twelve months is around 4.91%, more than DIG's 1.34% yield.


TTM20252024202320222021202020192018201720162015
BIS
ProShares UltraShort Nasdaq Biotechnology
4.91%5.25%3.73%1.75%0.00%0.00%0.45%2.11%0.37%0.00%0.00%0.00%
DIG
ProShares Ultra Oil & Gas
1.34%2.62%3.13%0.61%1.33%2.24%3.18%2.72%2.30%1.76%1.09%1.56%

Drawdowns

BIS vs. DIG - Drawdown Comparison

The maximum BIS drawdown since its inception was -99.86%, roughly equal to the maximum DIG drawdown of -97.04%. Use the drawdown chart below to compare losses from any high point for BIS and DIG.


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Drawdown Indicators


BISDIGDifference

Max Drawdown

Largest peak-to-trough decline

-99.86%

-97.04%

-2.82%

Max Drawdown (1Y)

Largest decline over 1 year

-64.06%

-35.40%

-28.66%

Max Drawdown (5Y)

Largest decline over 5 years

-73.87%

-46.02%

-27.85%

Max Drawdown (10Y)

Largest decline over 10 years

-95.07%

-92.53%

-2.54%

Current Drawdown

Current decline from peak

-99.85%

-45.64%

-54.21%

Average Drawdown

Average peak-to-trough decline

-89.92%

-64.48%

-25.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.28%

17.30%

+28.98%

Volatility

BIS vs. DIG - Volatility Comparison

ProShares UltraShort Nasdaq Biotechnology (BIS) has a higher volatility of 17.39% compared to ProShares Ultra Oil & Gas (DIG) at 9.86%. This indicates that BIS's price experiences larger fluctuations and is considered to be riskier than DIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BISDIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.39%

9.86%

+7.53%

Volatility (6M)

Calculated over the trailing 6-month period

29.15%

27.64%

+1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

47.18%

49.37%

-2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.50%

51.66%

-8.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.64%

57.59%

-10.95%