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CAMX vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CAMX vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambiar Aggressive Value ETF (CAMX) and ProShares UltraShort Yen (YCS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CAMX achieves a 8.60% return, which is significantly higher than YCS's 7.17% return.


CAMX

1D
-0.41%
1M
1.71%
YTD
8.60%
6M
8.13%
1Y
15.32%
3Y*
13.99%
5Y*
10Y*

YCS

1D
0.17%
1M
4.42%
YTD
7.17%
6M
10.05%
1Y
32.82%
3Y*
19.84%
5Y*
23.54%
10Y*
12.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CAMX vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023
CAMX
Cambiar Aggressive Value ETF
8.60%9.49%12.50%9.71%
YCS
ProShares UltraShort Yen
7.17%9.04%35.41%25.31%

Correlation

The correlation between CAMX and YCS is -0.26, 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

-0.26

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

-0.09

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2023

-0.04

Over the past year, the inverse relationship between CAMX and YCS has strengthened: their correlation has moved from -0.04 to -0.26, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

CAMX vs. YCS — Risk / Return Rank

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

CAMX
CAMX Risk / Return Rank: 3030
Overall Rank
CAMX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
CAMX Sortino Ratio Rank: 3232
Sortino Ratio Rank
CAMX Omega Ratio Rank: 2929
Omega Ratio Rank
CAMX Calmar Ratio Rank: 2828
Calmar Ratio Rank
CAMX Martin Ratio Rank: 3030
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 6161
Overall Rank
YCS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 4949
Sortino Ratio Rank
YCS Omega Ratio Rank: 5656
Omega Ratio Rank
YCS Calmar Ratio Rank: 7878
Calmar Ratio Rank
YCS Martin Ratio Rank: 6767
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.

CAMX vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambiar Aggressive Value ETF (CAMX) and ProShares UltraShort Yen (YCS). 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.


CAMXYCSDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.20

1.35

-0.16

Calmar ratioReturn relative to maximum drawdown

1.31

3.97

-2.67

Martin ratioReturn relative to average drawdown

4.26

12.40

-8.13

CAMX vs. YCS - Sharpe Ratio Comparison

The current CAMX Sharpe Ratio is 1.12, which is lower than the YCS Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of CAMX and YCS, 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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Sharpe Ratios by Period


CAMXYCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.92

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.33

+0.53

Drawdowns

CAMX vs. YCS - Drawdown Comparison

The maximum CAMX drawdown since its inception was -15.71%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for CAMX and YCS.


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Drawdown Indicators


CAMXYCSDifference

Max Drawdown

Largest peak-to-trough decline

-15.71%

-49.56%

+33.85%

Max Drawdown (1Y)

Largest decline over 1 year

-11.79%

-8.30%

-3.49%

Max Drawdown (3Y)

Largest decline over 3 years

-15.71%

-23.05%

+7.34%

Max Drawdown (5Y)

Largest decline over 5 years

-27.32%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

Current Drawdown

Current decline from peak

-1.06%

0.00%

-1.06%

Average Drawdown

Average peak-to-trough decline

-2.76%

-19.93%

+17.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

2.66%

+0.94%

Volatility

CAMX vs. YCS - Volatility Comparison

Cambiar Aggressive Value ETF (CAMX) has a higher volatility of 3.70% compared to ProShares UltraShort Yen (YCS) at 2.75%. This indicates that CAMX's price experiences larger fluctuations and is considered to be riskier than YCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAMXYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.70%

2.75%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

10.46%

12.32%

-1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

13.80%

17.27%

-3.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.45%

21.10%

-6.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.45%

19.01%

-4.56%

CAMX vs. YCS - Expense Ratio Comparison

CAMX has a 0.59% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

CAMX vs. YCS - Dividend Comparison

CAMX's dividend yield for the trailing twelve months is around 1.67%, while YCS has not paid dividends to shareholders.


PositionTTM202520242023
CAMX
Cambiar Aggressive Value ETF
1.67%1.81%1.33%0.55%
YCS
ProShares UltraShort Yen
0.00%0.00%0.00%0.00%

Frequently Asked Questions


CAMX and YCS have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CAMX has higher volatility (3.70%) compared to YCS (2.75%). In terms of maximum drawdown, CAMX dropped -15.71% vs YCS's -49.56%.

On 3-year performance, YCS leads with 19.84% vs 13.99% for CAMX. On fees, CAMX is cheaper at 0.59% per year. On volatility, YCS has been the lower-risk option at 2.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, YCS has performed better with a 19.84% return vs 13.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CAMX is cheaper with a 0.59% expense ratio, compared with 1.00% for YCS.

CAMX has the higher dividend yield at 1.67%, compared with 0.00% for YCS.

CAMX is categorized as Large Cap Value Equities, while YCS is Leveraged Currency. They also come from different issuers: Cambiar Funds and ProShares. Their fees differ too: 0.59% for CAMX and 1.00% for YCS.

YCS currently has the higher Sharpe Ratio (1.92 vs 1.12), 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 CAMX and YCS

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