PortfoliosLab logoPortfoliosLab logo
BOIL vs. SCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BOIL vs. SCO - 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 Crude Oil (SCO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BOIL achieves a -38.08% return, which is significantly higher than SCO's -58.29% return. Over the past 10 years, BOIL has underperformed SCO with an annualized return of -57.64%, while SCO has yielded a comparatively higher -37.19% 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%

SCO

1D
2.76%
1M
28.62%
YTD
-58.29%
6M
-57.59%
1Y
-44.99%
3Y*
-32.52%
5Y*
-38.26%
10Y*
-37.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BOIL vs. SCO - 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%
SCO
ProShares UltraShort Bloomberg Crude Oil
-58.29%15.90%-19.00%-12.41%-62.59%-72.62%-4.20%-58.50%19.22%-22.40%

Correlation

The correlation between BOIL and SCO is -0.22, 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

-0.22

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

-0.13

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

-0.14

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

-0.13

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

-0.12

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BOIL vs. SCO — 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

SCO
SCO Risk / Return Rank: 33
Overall Rank
SCO Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SCO Sortino Ratio Rank: 33
Sortino Ratio Rank
SCO Omega Ratio Rank: 33
Omega Ratio Rank
SCO Calmar Ratio Rank: 44
Calmar Ratio Rank
SCO Martin Ratio Rank: 33
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. SCO - 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 Crude Oil (SCO). 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.


BOILSCODifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

0.89

0.88

0.00

Calmar ratioReturn relative to maximum drawdown

-0.98

-0.62

-0.36

Martin ratioReturn relative to average drawdown

-1.35

-1.22

-0.13

BOIL vs. SCO - Sharpe Ratio Comparison

The current BOIL Sharpe Ratio is -0.68, which is comparable to the SCO Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of BOIL and SCO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BOIL vs. SCO - Drawdown Comparison

The maximum BOIL drawdown since its inception was -100.00%, roughly equal to the maximum SCO drawdown of -99.80%. Use the drawdown chart below to compare losses from any high point for BOIL and SCO.


Loading charts...

Drawdown Indicators


BOILSCODifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-99.80%

-0.20%

Max Drawdown (1Y)

Largest decline over 1 year

-78.06%

-72.24%

-5.82%

Max Drawdown (3Y)

Largest decline over 3 years

-96.86%

-78.76%

-18.10%

Max Drawdown (5Y)

Largest decline over 5 years

-99.91%

-94.80%

-5.11%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

-99.51%

-0.48%

Current Drawdown

Current decline from peak

-100.00%

-99.72%

-0.28%

Average Drawdown

Average peak-to-trough decline

-93.58%

-85.19%

-8.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

59.95%

36.81%

+23.14%

Volatility

BOIL vs. SCO - Volatility Comparison

ProShares Ultra Bloomberg Natural Gas (BOIL) has a higher volatility of 23.27% compared to ProShares UltraShort Bloomberg Crude Oil (SCO) at 15.97%. This indicates that BOIL's price experiences larger fluctuations and is considered to be riskier than SCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BOILSCODifference

Volatility (1M)

Calculated over the trailing 1-month period

23.27%

15.97%

+7.30%

Volatility (6M)

Calculated over the trailing 6-month period

104.92%

47.16%

+57.76%

Volatility (1Y)

Calculated over the trailing 1-year period

113.57%

57.21%

+56.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.96%

60.04%

+58.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.84%

71.95%

+29.89%

BOIL vs. SCO - Expense Ratio Comparison

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


Dividends

BOIL vs. SCO - Dividend Comparison

Neither BOIL nor SCO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BOIL and SCO have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BOIL has higher volatility (23.27%) compared to SCO (15.97%). In terms of maximum drawdown, BOIL dropped -100.00% vs SCO's -99.80%.

On 10-year performance, SCO leads with -37.19% vs -57.64% for BOIL. On fees, SCO is cheaper at 0.95% per year. On volatility, SCO has been the lower-risk option at 15.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SCO has performed better with a -37.19% return vs -57.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

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

BOIL tracks Bloomberg Natural Gas Subindex, while SCO tracks Bloomberg Commodity Balanced WTI Crude Oil Index (-200%). Their fees differ too: 1.31% for BOIL and 0.95% for SCO.

BOIL currently has the higher Sharpe Ratio (-0.68 vs -0.79), 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

Find the right allocation for BOIL and SCO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer