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BOIL vs. KOLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BOIL vs. KOLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Bloomberg Natural Gas (BOIL) and ProShares UltraShort Bloomberg Natural Gas (KOLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with BOIL having a -38.08% return and KOLD slightly higher at -37.17%. Over the past 10 years, BOIL has underperformed KOLD with an annualized return of -57.64%, while KOLD has yielded a comparatively higher -25.09% annualized return.


BOIL

1D
0.18%
1M
11.30%
YTD
-38.08%
6M
-35.19%
1Y
-76.58%
3Y*
-65.93%
5Y*
-65.65%
10Y*
-57.64%

KOLD

1D
-0.18%
1M
-14.27%
YTD
-37.17%
6M
-42.50%
1Y
9.00%
3Y*
-6.55%
5Y*
-38.86%
10Y*
-25.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BOIL vs. KOLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BOIL
ProShares Ultra Bloomberg Natural Gas
-38.08%-58.98%-60.75%-92.00%-31.85%23.84%-74.74%-67.70%-20.55%-65.72%
KOLD
ProShares UltraShort Bloomberg Natural Gas
-37.17%-17.48%-11.34%249.82%-88.62%-74.44%22.05%82.94%-46.48%72.02%

Correlation

The correlation between BOIL and KOLD is -1.00, 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

-1.00

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

-1.00

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

-1.00

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

-1.00

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2011

-1.00

The correlation between BOIL and KOLD has been stable across timeframes, ranging from -1.00 to -1.00 - a consistent structural relationship.

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Return for Risk

BOIL vs. KOLD — Risk / Return Rank

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

BOIL
BOIL Risk / Return Rank: 22
Overall Rank
BOIL Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BOIL Sortino Ratio Rank: 33
Sortino Ratio Rank
BOIL Omega Ratio Rank: 33
Omega Ratio Rank
BOIL Calmar Ratio Rank: 00
Calmar Ratio Rank
BOIL Martin Ratio Rank: 22
Martin Ratio Rank

KOLD
KOLD Risk / Return Rank: 1313
Overall Rank
KOLD Sharpe Ratio Rank: 99
Sharpe Ratio Rank
KOLD Sortino Ratio Rank: 1818
Sortino Ratio Rank
KOLD Omega Ratio Rank: 1818
Omega Ratio Rank
KOLD Calmar Ratio Rank: 1010
Calmar Ratio Rank
KOLD Martin Ratio Rank: 99
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. KOLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Bloomberg Natural Gas (BOIL) and ProShares UltraShort Bloomberg Natural Gas (KOLD). 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.


BOILKOLDDifference
Sharpe ratioReturn per unit of total volatility

-0.76

Sortino ratioReturn per unit of downside risk

-1.85

Omega ratioGain probability vs. loss probability

0.89

1.13

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.98

0.12

-1.11

Martin ratioReturn relative to average drawdown

-1.35

0.24

-1.59

BOIL vs. KOLD - Sharpe Ratio Comparison

The current BOIL Sharpe Ratio is -0.68, which is lower than the KOLD Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of BOIL and KOLD, 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. KOLD - Drawdown Comparison

The maximum BOIL drawdown since its inception was -100.00%, roughly equal to the maximum KOLD drawdown of -99.45%. Use the drawdown chart below to compare losses from any high point for BOIL and KOLD.


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Drawdown Indicators


BOILKOLDDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-99.45%

-0.55%

Max Drawdown (1Y)

Largest decline over 1 year

-78.06%

-72.50%

-5.56%

Max Drawdown (3Y)

Largest decline over 3 years

-96.86%

-84.34%

-12.52%

Max Drawdown (5Y)

Largest decline over 5 years

-99.91%

-98.07%

-1.84%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

-99.45%

-0.54%

Current Drawdown

Current decline from peak

-100.00%

-97.43%

-2.57%

Average Drawdown

Average peak-to-trough decline

-93.58%

-69.56%

-24.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

59.95%

37.81%

+22.14%

Volatility

BOIL vs. KOLD - Volatility Comparison

ProShares Ultra Bloomberg Natural Gas (BOIL) and ProShares UltraShort Bloomberg Natural Gas (KOLD) have volatilities of 23.27% and 23.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BOILKOLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.27%

23.90%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

104.92%

96.77%

+8.15%

Volatility (1Y)

Calculated over the trailing 1-year period

113.57%

113.49%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.96%

118.83%

+0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.84%

101.81%

+0.03%

BOIL vs. KOLD - Expense Ratio Comparison

BOIL has a 1.31% expense ratio, which is higher than KOLD's 0.95% expense ratio.


Dividends

BOIL vs. KOLD - Dividend Comparison

Neither BOIL nor KOLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BOIL and KOLD have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KOLD has higher volatility (23.90%) compared to BOIL (23.27%). In terms of maximum drawdown, BOIL dropped -100.00% vs KOLD's -99.45%.

On 10-year performance, KOLD leads with -25.09% vs -57.64% for BOIL. On fees, KOLD is cheaper at 0.95% per year. On volatility, BOIL has been the lower-risk option at 23.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, KOLD has performed better with a -25.09% return vs -57.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KOLD is cheaper with a 0.95% expense ratio, compared with 1.31% for BOIL.

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

Both ETFs track Bloomberg Natural Gas Subindex. Their fees differ too: 1.31% for BOIL and 0.95% for KOLD.

KOLD currently has the higher Sharpe Ratio (0.08 vs -0.68), 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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