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BOIL vs. DRIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BOIL vs. DRIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Bloomberg Natural Gas (BOIL) and Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BOIL achieves a -36.77% return, which is significantly higher than DRIP's -50.45% return. Over the past 10 years, BOIL has underperformed DRIP with an annualized return of -56.95%, while DRIP has yielded a comparatively higher -42.95% annualized return.


BOIL

1D
4.32%
1M
4.62%
YTD
-36.77%
6M
-62.98%
1Y
-74.31%
3Y*
-60.61%
5Y*
-64.63%
10Y*
-56.95%

DRIP

1D
-3.05%
1M
9.61%
YTD
-50.45%
6M
-43.03%
1Y
-56.10%
3Y*
-30.92%
5Y*
-41.62%
10Y*
-42.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BOIL vs. DRIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BOIL
ProShares Ultra Bloomberg Natural Gas
-36.77%-58.98%-60.75%-92.00%-31.85%23.84%-74.74%-67.70%-20.55%-65.72%
DRIP
Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares
-50.45%-14.81%1.27%-17.24%-73.57%-79.74%-42.76%-36.11%49.62%-9.05%

Correlation

The correlation between BOIL and DRIP is -0.28, 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

-0.28

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

-0.27

Correlation (5Y)
Calculated over the trailing 5-year period

-0.27

Correlation (10Y)
Calculated over the trailing 10-year period

-0.21

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2015

-0.21

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Return for Risk

BOIL vs. DRIP — Risk / Return Rank

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

BOIL
BOIL Risk / Return Rank: 33
Overall Rank
BOIL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BOIL Sortino Ratio Rank: 44
Sortino Ratio Rank
BOIL Omega Ratio Rank: 33
Omega Ratio Rank
BOIL Calmar Ratio Rank: 11
Calmar Ratio Rank
BOIL Martin Ratio Rank: 33
Martin Ratio Rank

DRIP
DRIP Risk / Return Rank: 11
Overall Rank
DRIP Sharpe Ratio Rank: 11
Sharpe Ratio Rank
DRIP Sortino Ratio Rank: 11
Sortino Ratio Rank
DRIP Omega Ratio Rank: 11
Omega Ratio Rank
DRIP Calmar Ratio Rank: 11
Calmar Ratio Rank
DRIP Martin Ratio Rank: 11
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.

BOIL vs. DRIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Bloomberg Natural Gas (BOIL) and Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP). 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.


BOILDRIPDifference
Sharpe ratioReturn per unit of total volatility

+0.36

Sortino ratioReturn per unit of downside risk

+0.93

Omega ratioGain probability vs. loss probability

0.90

0.83

+0.07

Calmar ratioReturn relative to maximum drawdown

-0.92

-0.88

-0.04

Martin ratioReturn relative to average drawdown

-1.26

-1.64

+0.39

BOIL vs. DRIP - Sharpe Ratio Comparison

The current BOIL Sharpe Ratio is -0.66, which is higher than the DRIP Sharpe Ratio of -1.01. The chart below compares the historical Sharpe Ratios of BOIL and DRIP, 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


BOILDRIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.66

-1.01

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.55

-0.61

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.56

-0.45

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.61

-0.42

-0.19

Drawdowns

BOIL vs. DRIP - Drawdown Comparison

The maximum BOIL drawdown since its inception was -100.00%, roughly equal to the maximum DRIP drawdown of -99.95%. Use the drawdown chart below to compare losses from any high point for BOIL and DRIP.


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Drawdown Indicators


BOILDRIPDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-99.95%

-0.05%

Max Drawdown (1Y)

Largest decline over 1 year

-80.85%

-63.84%

-17.01%

Max Drawdown (3Y)

Largest decline over 3 years

-96.86%

-76.02%

-20.84%

Max Drawdown (5Y)

Largest decline over 5 years

-99.91%

-96.24%

-3.67%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

-99.92%

-0.07%

Current Drawdown

Current decline from peak

-100.00%

-99.94%

-0.06%

Average Drawdown

Average peak-to-trough decline

-93.59%

-90.45%

-3.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

59.20%

34.12%

+25.08%

Volatility

BOIL vs. DRIP - Volatility Comparison

ProShares Ultra Bloomberg Natural Gas (BOIL) has a higher volatility of 23.95% compared to Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) at 19.66%. This indicates that BOIL's price experiences larger fluctuations and is considered to be riskier than DRIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BOILDRIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.95%

19.66%

+4.29%

Volatility (6M)

Calculated over the trailing 6-month period

107.61%

43.05%

+64.56%

Volatility (1Y)

Calculated over the trailing 1-year period

113.64%

55.64%

+58.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.89%

68.36%

+50.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.81%

96.59%

+5.22%

BOIL vs. DRIP - Expense Ratio Comparison

BOIL has a 1.31% expense ratio, which is higher than DRIP's 1.07% expense ratio.


Dividends

BOIL vs. DRIP - Dividend Comparison

BOIL has not paid dividends to shareholders, while DRIP's dividend yield for the trailing twelve months is around 3.99%.


PositionTTM20252024202320222021202020192018
BOIL
ProShares Ultra Bloomberg Natural Gas
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DRIP
Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares
3.99%2.86%4.38%5.09%0.00%0.00%0.01%0.96%0.58%

Frequently Asked Questions


BOIL and DRIP 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.

BOIL has higher volatility (23.95%) compared to DRIP (19.66%). In terms of maximum drawdown, BOIL dropped -100.00% vs DRIP's -99.95%.

On 10-year performance, DRIP leads with -42.95% vs -56.95% for BOIL. On fees, DRIP is cheaper at 1.07% per year. On volatility, DRIP has been the lower-risk option at 19.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DRIP has performed better with a -42.95% return vs -56.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DRIP is cheaper with a 1.07% expense ratio, compared with 1.31% for BOIL.

DRIP has the higher dividend yield at 3.99%, compared with 0.00% for BOIL.

BOIL is categorized as Leveraged Commodities, while DRIP is Leveraged Equities. BOIL tracks Bloomberg Natural Gas Subindex, while DRIP tracks S&P Oil & Gas Exploration & Production Select Industry Index (-300%). They also come from different issuers: ProShares and Direxion. Their fees differ too: 1.31% for BOIL and 1.07% for DRIP.

BOIL currently has the higher Sharpe Ratio (-0.66 vs -1.01), 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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