CHCI vs. UPRO
Compare and contrast key facts about Comstock Holding Companies, Inc. (CHCI) and ProShares UltraPro S&P 500 (UPRO).
UPRO is a passively managed fund by ProShares that tracks the performance of the S&P 500 Index (300%). It was launched on Jun 23, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHCI or UPRO.
Key characteristics
| CHCI | UPRO | |
|---|---|---|
| YTD Return | 66.75% | 11.09% |
| 1Y Return | 68.34% | 59.07% |
| 3Y Return (Ann) | 19.26% | 5.53% |
| 5Y Return (Ann) | 22.89% | 17.74% |
| 10Y Return (Ann) | -2.75% | 22.35% |
| Sharpe Ratio | 1.36 | 1.54 |
| Daily Std Dev | 50.09% | 34.82% |
| Max Drawdown | -99.80% | -76.82% |
| Current Drawdown | -96.45% | -20.59% |
Correlation
The correlation between CHCI and UPRO 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
CHCI vs. UPRO - Performance Comparison
In the year-to-date period, CHCI achieves a 66.75% return, which is significantly higher than UPRO's 11.09% return. Over the past 10 years, CHCI has underperformed UPRO with an annualized return of -2.75%, while UPRO has yielded a comparatively higher 22.35% 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
CHCI vs. UPRO - Risk-Adjusted Performance 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.
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 0.73%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 0.73% | 0.74% | 0.52% | 0.06% | 0.11% | 0.53% | 0.63% | 0.00% | 0.12% | 0.34% | 0.22% | 0.07% |
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. For additional features, visit the drawdowns tool.
Volatility
CHCI vs. UPRO - Volatility Comparison
Comstock Holding Companies, Inc. (CHCI) has a higher volatility of 32.74% compared to ProShares UltraPro S&P 500 (UPRO) at 11.71%. This indicates that CHCI's price experiences larger fluctuations and is considered to be riskier than UPRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.