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BOIL vs. SCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BOIL and SCO is -0.12. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.1

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.

-100.00%-99.00%-98.00%-97.00%-96.00%JulyAugustSeptemberOctoberNovemberDecember
-99.99%
-96.93%
BOIL
SCO

Key characteristics

Sharpe Ratio

BOIL:

-0.60

SCO:

-0.19

Sortino Ratio

BOIL:

-0.58

SCO:

0.04

Omega Ratio

BOIL:

0.94

SCO:

1.00

Calmar Ratio

BOIL:

-0.60

SCO:

-0.09

Martin Ratio

BOIL:

-0.94

SCO:

-0.45

Ulcer Index

BOIL:

64.22%

SCO:

18.96%

Daily Std Dev

BOIL:

100.84%

SCO:

45.13%

Max Drawdown

BOIL:

-100.00%

SCO:

-99.50%

Current Drawdown

BOIL:

-99.99%

SCO:

-99.39%

Returns By Period

In the year-to-date period, BOIL achieves a -64.59% return, which is significantly lower than SCO's -14.27% return. Over the past 10 years, BOIL has underperformed SCO with an annualized return of -59.11%, while SCO has yielded a comparatively higher -30.61% annualized return.


BOIL

YTD

-64.59%

1M

3.32%

6M

-45.23%

1Y

-64.09%

5Y*

-64.67%

10Y*

-59.11%

SCO

YTD

-14.27%

1M

-0.50%

6M

13.07%

1Y

-8.67%

5Y*

-40.98%

10Y*

-30.61%

Compare stocks, funds, or ETFs

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


BOIL vs. SCO - Expense Ratio Comparison

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


BOIL
ProShares Ultra Bloomberg Natural Gas
Expense ratio chart for BOIL: current value at 1.31% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.31%
Expense ratio chart for SCO: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

Risk-Adjusted Performance

BOIL vs. SCO - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for BOIL, currently valued at -0.60, compared to the broader market0.002.004.00-0.60-0.19
The chart of Sortino ratio for BOIL, currently valued at -0.58, compared to the broader market-2.000.002.004.006.008.0010.00-0.580.04
The chart of Omega ratio for BOIL, currently valued at 0.94, compared to the broader market0.501.001.502.002.503.000.941.00
The chart of Calmar ratio for BOIL, currently valued at -0.60, compared to the broader market0.005.0010.0015.00-0.60-0.09
The chart of Martin ratio for BOIL, currently valued at -0.94, compared to the broader market0.0020.0040.0060.0080.00100.00-0.94-0.45
BOIL
SCO

The current BOIL Sharpe Ratio is -0.60, which is lower than the SCO Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of BOIL and SCO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.60
-0.19
BOIL
SCO

Dividends

BOIL vs. SCO - Dividend Comparison

Neither BOIL nor SCO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BOIL vs. SCO - Drawdown Comparison

The maximum BOIL drawdown since its inception was -100.00%, roughly equal to the maximum SCO drawdown of -99.50%. Use the drawdown chart below to compare losses from any high point for BOIL and SCO. For additional features, visit the drawdowns tool.


-100.00%-99.80%-99.60%-99.40%-99.20%-99.00%JulyAugustSeptemberOctoberNovemberDecember
-99.99%
-99.21%
BOIL
SCO

Volatility

BOIL vs. SCO - Volatility Comparison

ProShares Ultra Bloomberg Natural Gas (BOIL) has a higher volatility of 32.84% compared to ProShares UltraShort Bloomberg Crude Oil (SCO) at 10.41%. 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.


10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
32.84%
10.41%
BOIL
SCO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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