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BOAT vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BOAT vs. YCS - Performance Comparison

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

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Returns By Period

In the year-to-date period, BOAT achieves a 29.73% return, which is significantly higher than YCS's 7.17% return.


BOAT

1D
-0.83%
1M
-2.43%
YTD
29.73%
6M
28.77%
1Y
49.09%
3Y*
27.56%
5Y*
10Y*

YCS

1D
0.17%
1M
4.42%
YTD
7.17%
6M
10.05%
1Y
32.82%
3Y*
19.84%
5Y*
23.54%
10Y*
12.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BOAT vs. YCS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BOAT
SonicShares Global Shipping ETF
29.73%22.77%5.97%24.53%6.26%23.18%
YCS
ProShares UltraShort Yen
7.17%9.04%35.41%28.70%29.09%9.81%

Correlation

The correlation between BOAT and YCS is -0.21, 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

-0.21

Correlation (3Y)
Calculated over the trailing 3-year period

-0.06

Correlation (All Time)
Calculated using the full available price history since Aug 5, 2021

-0.06

The correlation between BOAT and YCS shifts across timeframes, from -0.21 (1 year) to -0.06 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

BOAT vs. YCS — Risk / Return Rank

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

BOAT
BOAT Risk / Return Rank: 7373
Overall Rank
BOAT Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
BOAT Sortino Ratio Rank: 7171
Sortino Ratio Rank
BOAT Omega Ratio Rank: 6767
Omega Ratio Rank
BOAT Calmar Ratio Rank: 8080
Calmar Ratio Rank
BOAT Martin Ratio Rank: 7070
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 6161
Overall Rank
YCS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 4949
Sortino Ratio Rank
YCS Omega Ratio Rank: 5656
Omega Ratio Rank
YCS Calmar Ratio Rank: 7878
Calmar Ratio Rank
YCS Martin Ratio Rank: 6767
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.

BOAT vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SonicShares Global Shipping ETF (BOAT) 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.


BOATYCSDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.86

Omega ratioGain probability vs. loss probability

1.41

1.35

+0.06

Calmar ratioReturn relative to maximum drawdown

4.25

3.97

+0.28

Martin ratioReturn relative to average drawdown

13.13

12.40

+0.73

BOAT vs. YCS - Sharpe Ratio Comparison

The current BOAT Sharpe Ratio is 2.50, which is higher than the YCS Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of BOAT 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.


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Sharpe Ratios by Period


BOATYCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

1.92

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.33

+0.60

Drawdowns

BOAT vs. YCS - Drawdown Comparison

The maximum BOAT drawdown since its inception was -33.94%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for BOAT and YCS.


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Drawdown Indicators


BOATYCSDifference

Max Drawdown

Largest peak-to-trough decline

-33.94%

-49.56%

+15.62%

Max Drawdown (1Y)

Largest decline over 1 year

-11.60%

-8.30%

-3.30%

Max Drawdown (3Y)

Largest decline over 3 years

-33.94%

-23.05%

-10.89%

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

-6.70%

0.00%

-6.70%

Average Drawdown

Average peak-to-trough decline

-9.70%

-19.93%

+10.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

2.66%

+1.09%

Volatility

BOAT vs. YCS - Volatility Comparison

SonicShares Global Shipping ETF (BOAT) has a higher volatility of 7.60% compared to ProShares UltraShort Yen (YCS) at 2.75%. This indicates that BOAT'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.


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Volatility by Period


BOATYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.60%

2.75%

+4.85%

Volatility (6M)

Calculated over the trailing 6-month period

15.34%

12.32%

+3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

19.77%

17.27%

+2.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.12%

21.10%

+4.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.12%

19.01%

+6.11%

BOAT vs. YCS - Expense Ratio Comparison

BOAT has a 0.69% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

BOAT vs. YCS - Dividend Comparison

BOAT's dividend yield for the trailing twelve months is around 6.32%, while YCS has not paid dividends to shareholders.


PositionTTM20252024202320222021
BOAT
SonicShares Global Shipping ETF
6.32%8.08%13.89%13.65%13.57%1.36%
YCS
ProShares UltraShort Yen
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BOAT and YCS have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BOAT has higher volatility (7.60%) compared to YCS (2.75%). In terms of maximum drawdown, BOAT dropped -33.94% vs YCS's -49.56%.

On 3-year performance, BOAT leads with 27.56% vs 19.84% for YCS. On fees, BOAT is cheaper at 0.69% per year. On volatility, YCS has been the lower-risk option at 2.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BOAT has performed better with a 27.56% return vs 19.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BOAT is cheaper with a 0.69% expense ratio, compared with 1.00% for YCS.

BOAT has the higher dividend yield at 6.32%, compared with 0.00% for YCS.

BOAT is categorized as Transportation Equities, while YCS is Leveraged Currency. BOAT tracks Solactive Global Shipping Index - Benchmark TR Net, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Toroso Investments and ProShares. Their fees differ too: 0.69% for BOAT and 1.00% for YCS.

BOAT currently has the higher Sharpe Ratio (2.50 vs 1.92), 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.

Portfolio Optimizer

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