BOIL vs. ^DJUSEN
Compare and contrast key facts about ProShares Ultra Bloomberg Natural Gas (BOIL) and Dow Jones U.S. Oil & Gas Index (^DJUSEN).
BOIL is a passively managed fund by ProShares that tracks the performance of the Dow Jones-UBS Natural Gas Subindex (200%). It was launched on Oct 4, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BOIL or ^DJUSEN.
Key characteristics
| BOIL | ^DJUSEN | |
|---|---|---|
| YTD Return | -54.71% | 9.37% |
| 1Y Return | -78.60% | 14.14% |
| 3Y Return (Ann) | -70.28% | 23.15% |
| 5Y Return (Ann) | -67.63% | 7.77% |
| 10Y Return (Ann) | -62.04% | -0.44% |
| Sharpe Ratio | -0.83 | 0.48 |
| Daily Std Dev | 95.66% | 19.23% |
| Max Drawdown | -100.00% | -77.35% |
| Current Drawdown | -100.00% | -11.02% |
Correlation
The correlation between BOIL and ^DJUSEN is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
BOIL vs. ^DJUSEN - Performance Comparison
In the year-to-date period, BOIL achieves a -54.71% return, which is significantly lower than ^DJUSEN's 9.37% return. Over the past 10 years, BOIL has underperformed ^DJUSEN with an annualized return of -62.04%, while ^DJUSEN has yielded a comparatively higher -0.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BOIL vs. ^DJUSEN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Bloomberg Natural Gas (BOIL) and Dow Jones U.S. Oil & Gas Index (^DJUSEN). 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.
Drawdowns
BOIL vs. ^DJUSEN - Drawdown Comparison
The maximum BOIL drawdown since its inception was -100.00%, which is greater than ^DJUSEN's maximum drawdown of -77.35%. Use the drawdown chart below to compare losses from any high point for BOIL and ^DJUSEN. For additional features, visit the drawdowns tool.
Volatility
BOIL vs. ^DJUSEN - Volatility Comparison
ProShares Ultra Bloomberg Natural Gas (BOIL) has a higher volatility of 22.97% compared to Dow Jones U.S. Oil & Gas Index (^DJUSEN) at 4.62%. This indicates that BOIL's price experiences larger fluctuations and is considered to be riskier than ^DJUSEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.