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BOIL vs. KJUL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BOIL vs. KJUL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Bloomberg Natural Gas (BOIL) and Innovator Russell 2000 Power Buffer ETF - July (KJUL). 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 -55.20% return, which is significantly lower than KJUL's 5.90% return.


BOIL

1D
1.23%
1M
-22.39%
6M
-74.77%
YTD
-55.20%
1Y
-71.40%
3Y*
-67.40%
5Y*
-69.84%
10Y*
-58.99%
ALL TIME*
-57.95%

KJUL

1D
-0.30%
1M
-0.80%
6M
3.94%
YTD
5.90%
1Y
14.97%
3Y*
8.31%
5Y*
5.16%
10Y*
ALL TIME*
6.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$86.80M$100.03M$104.47M
$1.73M$5.07M$2.30M

BOIL vs. KJUL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BOIL
ProShares Ultra Bloomberg Natural Gas
-55.20%-58.98%-60.75%-92.00%-31.85%23.84%-25.71%
KJUL
Innovator Russell 2000 Power Buffer ETF - July
5.90%7.70%8.69%11.78%-8.44%2.51%10.84%

Correlation

The correlation between BOIL and KJUL is -0.30, 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.

-0.30

Correlation (3Y)
Balances recent behavior with more history.

-0.08

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.02

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2020

0.02

The correlation between BOIL and KJUL shifts across timeframes, from -0.30 (1 year) to 0.02 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BOIL vs. KJUL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

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

KJUL
KJUL Risk / Return Rank: 8888
Overall Rank
KJUL Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
KJUL Sortino Ratio Rank: 8787
Sortino Ratio Rank
KJUL Omega Ratio Rank: 8787
Omega Ratio Rank
KJUL Calmar Ratio Rank: 9191
Calmar Ratio Rank
KJUL Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BOIL vs. KJUL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Bloomberg Natural Gas (BOIL) and Innovator Russell 2000 Power Buffer ETF - July (KJUL). 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.


BOILKJULDifference
Sharpe ratioReturn per unit of total volatility

-2.58

Sortino ratioReturn per unit of downside risk

-3.65

Omega ratioGain probability vs. loss probability

0.91

1.39

-0.48

Calmar ratioReturn relative to maximum drawdown

-0.92

4.13

-5.05

Martin ratioReturn relative to average drawdown

-1.40

16.17

-17.57

BOIL vs. KJUL - Sharpe Ratio Comparison

The current BOIL Sharpe Ratio is -0.65, which is lower than the KJUL Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of BOIL and KJUL, 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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Drawdowns

BOIL vs. KJUL - Drawdown Comparison

The maximum BOIL drawdown since its inception was -100.00%, which is greater than KJUL's maximum drawdown of -16.69%. Use the drawdown chart below to compare losses from any high point for BOIL and KJUL.


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Drawdown Indicators


BOILKJULDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-16.69%

-83.31%

Max Drawdown (1Y)

Largest decline over 1 year

-77.68%

-3.42%

-74.26%

Max Drawdown (3Y)

Largest decline over 3 years

-97.48%

-14.45%

-83.03%

Max Drawdown (5Y)

Largest decline over 5 years

-99.93%

-16.69%

-83.24%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

Current Drawdown

Current decline from peak

-100.00%

-1.18%

-98.82%

Average Drawdown

Average peak-to-trough decline

-93.63%

-3.91%

-89.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.79%

0.87%

+49.92%

Volatility

BOIL vs. KJUL - Volatility Comparison

ProShares Ultra Bloomberg Natural Gas (BOIL) has a higher volatility of 18.90% compared to Innovator Russell 2000 Power Buffer ETF - July (KJUL) at 2.03%. This indicates that BOIL's price experiences larger fluctuations and is considered to be riskier than KJUL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BOILKJULDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.90%

2.03%

+16.87%

Volatility (6M)

Calculated over the trailing 6-month period

91.55%

4.80%

+86.75%

Volatility (1Y)

Calculated over the trailing 1-year period

110.59%

7.32%

+103.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.92%

12.27%

+106.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.64%

11.55%

+90.09%

BOIL vs. KJUL - Expense Ratio Comparison

BOIL has a 1.31% expense ratio, which is higher than KJUL's 0.79% expense ratio.


Dividends

BOIL vs. KJUL - Dividend Comparison

Neither BOIL nor KJUL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BOIL and KJUL have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BOIL has higher volatility (18.90%) compared to KJUL (2.03%). In terms of maximum drawdown, BOIL dropped -100.00% vs KJUL's -16.69%.

On 5-year performance, KJUL leads with 5.16% vs -69.84% for BOIL. On fees, KJUL is cheaper at 0.79% per year. On volatility, KJUL has been the lower-risk option at 2.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, KJUL has performed better with a 5.16% return vs -69.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KJUL is cheaper with a 0.79% expense ratio, compared with 1.31% for BOIL.

BOIL and KJUL have nearly identical dividend yields, around 0.00%.

BOIL is categorized as Oil & Gas, while KJUL is Defined Outcome. BOIL tracks Bloomberg Natural Gas Subindex, while KJUL tracks iShares Russell 2000 ETF. They also come from different issuers: ProShares and Innovator. Their fees differ too: 1.31% for BOIL and 0.79% for KJUL.

KJUL currently has the higher Sharpe Ratio (1.94 vs -0.65), 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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