PortfoliosLab logoPortfoliosLab logo
BULL vs. ROM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BULL vs. ROM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Webull Corp (BULL) and ProShares Ultra Technology (ROM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BULL achieves a -21.49% return, which is significantly lower than ROM's 71.82% return.


BULL

1D
3.39%
1M
-16.78%
YTD
-21.49%
6M
-36.59%
1Y
-45.24%
3Y*
5Y*
10Y*

ROM

1D
-3.32%
1M
34.47%
YTD
71.82%
6M
67.53%
1Y
143.23%
3Y*
58.09%
5Y*
30.82%
10Y*
42.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BULL vs. ROM - Yearly Performance Comparison


2026 (YTD)2025
BULL
Webull Corp
-21.49%-35.36%
ROM
ProShares Ultra Technology
71.82%105.14%

Correlation

The correlation between BULL and ROM is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2025

0.38

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

BULL vs. ROM — Risk / Return Rank

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

BULL
BULL Risk / Return Rank: 1717
Overall Rank
BULL Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
BULL Sortino Ratio Rank: 1515
Sortino Ratio Rank
BULL Omega Ratio Rank: 1717
Omega Ratio Rank
BULL Calmar Ratio Rank: 2020
Calmar Ratio Rank
BULL Martin Ratio Rank: 2323
Martin Ratio Rank

ROM
ROM Risk / Return Rank: 8282
Overall Rank
ROM Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
ROM Sortino Ratio Rank: 8080
Sortino Ratio Rank
ROM Omega Ratio Rank: 7878
Omega Ratio Rank
ROM Calmar Ratio Rank: 8484
Calmar Ratio Rank
ROM Martin Ratio Rank: 7373
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.

BULL vs. ROM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Webull Corp (BULL) and ProShares Ultra Technology (ROM). 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.


BULLROMDifference
Sharpe ratioReturn per unit of total volatility

-4.10

Sortino ratioReturn per unit of downside risk

-4.31

Omega ratioGain probability vs. loss probability

0.91

1.46

-0.55

Calmar ratioReturn relative to maximum drawdown

-0.61

4.46

-5.07

Martin ratioReturn relative to average drawdown

-0.95

13.62

-14.57

BULL vs. ROM - Sharpe Ratio Comparison

The current BULL Sharpe Ratio is -0.66, which is lower than the ROM Sharpe Ratio of 3.44. The chart below compares the historical Sharpe Ratios of BULL and ROM, 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...

Sharpe Ratios by Period


BULLROMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.66

3.44

-4.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

0.53

-0.66

Drawdowns

BULL vs. ROM - Drawdown Comparison

The maximum BULL drawdown since its inception was -92.64%, which is greater than ROM's maximum drawdown of -83.36%. Use the drawdown chart below to compare losses from any high point for BULL and ROM.


Loading charts...

Drawdown Indicators


BULLROMDifference

Max Drawdown

Largest peak-to-trough decline

-92.64%

-83.36%

-9.28%

Max Drawdown (1Y)

Largest decline over 1 year

-73.90%

-32.33%

-41.57%

Max Drawdown (3Y)

Largest decline over 3 years

-48.10%

Max Drawdown (5Y)

Largest decline over 5 years

-67.55%

Max Drawdown (10Y)

Largest decline over 10 years

-67.55%

Current Drawdown

Current decline from peak

-90.30%

-5.26%

-85.04%

Average Drawdown

Average peak-to-trough decline

-82.73%

-20.87%

-61.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

47.88%

10.56%

+37.32%

Volatility

BULL vs. ROM - Volatility Comparison

The current volatility for Webull Corp (BULL) is 13.83%, while ProShares Ultra Technology (ROM) has a volatility of 14.61%. This indicates that BULL experiences smaller price fluctuations and is considered to be less risky than ROM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BULLROMDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.83%

14.61%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

40.85%

33.55%

+7.30%

Volatility (1Y)

Calculated over the trailing 1-year period

68.71%

41.92%

+26.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

361.73%

51.62%

+310.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

361.73%

49.82%

+311.91%

Dividends

BULL vs. ROM - Dividend Comparison

BULL has not paid dividends to shareholders, while ROM's dividend yield for the trailing twelve months is around 0.14%.


PositionTTM20252024202320222021202020192018201720162015
BULL
Webull Corp
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ROM
ProShares Ultra Technology
0.14%0.24%0.21%0.01%0.00%0.00%0.05%0.16%0.30%0.08%0.20%0.12%

Frequently Asked Questions


BULL and ROM have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ROM has higher volatility (14.61%) compared to BULL (13.83%). In terms of maximum drawdown, BULL dropped -92.64% vs ROM's -83.36%.

ROM currently has the higher Sharpe Ratio (3.44 vs -0.66), 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 BULL and ROM

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