CHCI vs. UPRO
CHCI (Comstock Holding Companies, Inc.) is a stock, while UPRO (ProShares UltraPro S&P 500) is Leveraged Equities fund tracking the S&P 500. Over the past 10 years, CHCI returned 23.06%/yr vs 28.48%/yr for UPRO. Their 0.15 correlation means their historical movements had little consistent relationship.
Performance
CHCI vs. UPRO - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with CHCI having a 21.34% return and UPRO slightly higher at 21.72%. Over the past 10 years, CHCI has underperformed UPRO with an annualized return of 23.06%, while UPRO has yielded a comparatively higher 28.48% annualized return.
CHCI
- 1D
- -4.08%
- 1M
- -12.37%
- 6M
- 28.07%
- YTD
- 21.34%
- 1Y
- 13.25%
- 3Y*
- 44.22%
- 5Y*
- 18.56%
- 10Y*
- 23.06%
- ALL TIME*
- -9.86%
UPRO
- 1D
- 1.97%
- 1M
- -0.35%
- 6M
- 17.81%
- YTD
- 21.72%
- 1Y
- 53.86%
- 3Y*
- 41.29%
- 5Y*
- 19.17%
- 10Y*
- 28.48%
- ALL TIME*
- 33.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $525.03K | $449.04K | $429.58K | |
| $288.84M | $293.51M | $361.12M |
CHCI vs. UPRO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHCI Comstock Holding Companies, Inc. | 21.34% | 43.81% | 82.32% | 4.28% | -12.37% | 53.00% | 62.02% | 16.46% | -1.18% | -5.56% |
UPRO ProShares UltraPro S&P 500 | 21.72% | 31.88% | 63.57% | 68.53% | -56.84% | 98.64% | 10.09% | 102.30% | -25.11% | 71.37% |
Correlation
The correlation between CHCI and UPRO is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.13 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2009 | 0.15 |
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Return for Risk
CHCI vs. UPRO — Risk / Return Rank
CHCI
UPRO
CHCI vs. UPRO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Comstock Holding Companies, Inc. (CHCI) and ProShares UltraPro S&P 500 (UPRO). 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.
| CHCI | UPRO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.22 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.31 | 1.73 | -1.43 |
| Martin ratioReturn relative to average drawdown | 0.55 | 6.63 | -6.08 |
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Drawdowns
CHCI vs. UPRO - Drawdown Comparison
The maximum CHCI drawdown since its inception was -99.80%, which is greater than UPRO's maximum drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for CHCI and UPRO.
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Drawdown Indicators
| CHCI | UPRO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.80% | -76.82% | -22.98% |
Max Drawdown (1Y)Largest decline over 1 year | -44.23% | -26.78% | -17.45% |
Max Drawdown (3Y)Largest decline over 3 years | -47.93% | -48.87% | +0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -47.93% | -63.94% | +16.01% |
Max Drawdown (10Y)Largest decline over 10 years | -75.34% | -76.82% | +1.48% |
Current DrawdownCurrent decline from peak | -93.22% | -6.81% | -86.41% |
Average DrawdownAverage peak-to-trough decline | -92.09% | -14.35% | -77.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.52% | 7.00% | +17.52% |
Volatility
CHCI vs. UPRO - Volatility Comparison
The current volatility for Comstock Holding Companies, Inc. (CHCI) is 9.67%, while ProShares UltraPro S&P 500 (UPRO) has a volatility of 10.69%. This indicates that CHCI experiences smaller price fluctuations and is considered to be less risky than UPRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHCI | UPRO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.67% | 10.69% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 41.52% | 30.36% | +11.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.86% | 38.51% | +27.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.32% | 50.70% | +10.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 92.60% | 53.78% | +38.82% |
Dividends
CHCI vs. UPRO - Dividend Comparison
CHCI has not paid dividends to shareholders, while UPRO's dividend yield for the trailing twelve months is around 0.77%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHCI Comstock Holding Companies, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UPRO ProShares UltraPro S&P 500 | 0.77% | 0.84% | 0.93% | 0.74% | 0.52% | 0.06% | 0.11% | 0.41% | 0.63% | 0.00% | 0.12% | 0.34% |
Frequently Asked Questions
CHCI and UPRO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UPRO has higher volatility (10.69%) compared to CHCI (9.67%). In terms of maximum drawdown, CHCI dropped -99.80% vs UPRO's -76.82%.
UPRO currently has the higher Sharpe Ratio (1.21 vs 0.21), 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.
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