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CHCLX vs. UPRO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CHCLX vs. UPRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Discovery Growth Fund (CHCLX) and ProShares UltraPro S&P 500 (UPRO). The values are adjusted to include any dividend payments, if applicable.

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CHCLX vs. UPRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHCLX
AB Discovery Growth Fund
-3.46%6.67%17.37%18.72%-36.11%11.63%52.90%39.99%-4.56%32.58%
UPRO
ProShares UltraPro S&P 500
-14.14%31.88%63.57%68.53%-56.84%98.64%10.09%102.30%-25.11%71.37%

Returns By Period

In the year-to-date period, CHCLX achieves a -3.46% return, which is significantly higher than UPRO's -14.14% return. Over the past 10 years, CHCLX has underperformed UPRO with an annualized return of 11.76%, while UPRO has yielded a comparatively higher 25.53% annualized return.


CHCLX

1D
5.43%
1M
-6.62%
YTD
-3.46%
6M
-0.09%
1Y
17.91%
3Y*
10.15%
5Y*
-0.30%
10Y*
11.76%

UPRO

1D
2.26%
1M
-13.81%
YTD
-14.14%
6M
-11.56%
1Y
34.19%
3Y*
38.31%
5Y*
17.16%
10Y*
25.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CHCLX vs. UPRO - Expense Ratio Comparison

CHCLX has a 0.91% expense ratio, which is lower than UPRO's 0.92% expense ratio.


Return for Risk

CHCLX vs. UPRO — Risk / Return Rank

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

CHCLX
CHCLX Risk / Return Rank: 2828
Overall Rank
CHCLX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
CHCLX Sortino Ratio Rank: 2727
Sortino Ratio Rank
CHCLX Omega Ratio Rank: 2323
Omega Ratio Rank
CHCLX Calmar Ratio Rank: 3535
Calmar Ratio Rank
CHCLX Martin Ratio Rank: 3131
Martin Ratio Rank

UPRO
UPRO Risk / Return Rank: 4040
Overall Rank
UPRO Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
UPRO Sortino Ratio Rank: 4141
Sortino Ratio Rank
UPRO Omega Ratio Rank: 4545
Omega Ratio Rank
UPRO Calmar Ratio Rank: 3939
Calmar Ratio Rank
UPRO Martin Ratio Rank: 4343
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.

CHCLX vs. UPRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Discovery Growth Fund (CHCLX) 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.


CHCLXUPRODifference

Sharpe ratio

Return per unit of total volatility

0.67

0.63

+0.04

Sortino ratio

Return per unit of downside risk

1.11

1.21

-0.11

Omega ratio

Gain probability vs. loss probability

1.15

1.18

-0.03

Calmar ratio

Return relative to maximum drawdown

1.07

1.06

+0.01

Martin ratio

Return relative to average drawdown

3.71

4.22

-0.50

CHCLX vs. UPRO - Sharpe Ratio Comparison

The current CHCLX Sharpe Ratio is 0.67, which is comparable to the UPRO Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of CHCLX and UPRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CHCLXUPRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.63

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.34

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.48

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.60

-0.23

Correlation

The correlation between CHCLX and UPRO is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CHCLX vs. UPRO - Dividend Comparison

CHCLX's dividend yield for the trailing twelve months is around 12.02%, more than UPRO's 1.02% yield.


TTM20252024202320222021202020192018201720162015
CHCLX
AB Discovery Growth Fund
12.02%11.60%0.00%0.00%0.00%17.54%15.15%13.36%20.33%6.74%0.00%6.08%
UPRO
ProShares UltraPro S&P 500
1.02%0.84%0.93%0.74%0.52%0.06%0.11%0.41%0.63%0.00%0.12%0.34%

Drawdowns

CHCLX vs. UPRO - Drawdown Comparison

The maximum CHCLX drawdown since its inception was -63.85%, smaller than the maximum UPRO drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for CHCLX and UPRO.


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Drawdown Indicators


CHCLXUPRODifference

Max Drawdown

Largest peak-to-trough decline

-63.85%

-76.82%

+12.97%

Max Drawdown (1Y)

Largest decline over 1 year

-15.70%

-33.38%

+17.68%

Max Drawdown (5Y)

Largest decline over 5 years

-44.63%

-63.94%

+19.31%

Max Drawdown (10Y)

Largest decline over 10 years

-44.63%

-76.82%

+32.19%

Current Drawdown

Current decline from peak

-13.60%

-18.68%

+5.08%

Average Drawdown

Average peak-to-trough decline

-14.23%

-14.53%

+0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.52%

8.41%

-3.89%

Volatility

CHCLX vs. UPRO - Volatility Comparison

The current volatility for AB Discovery Growth Fund (CHCLX) is 11.03%, while ProShares UltraPro S&P 500 (UPRO) has a volatility of 16.04%. This indicates that CHCLX 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


CHCLXUPRODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.03%

16.04%

-5.01%

Volatility (6M)

Calculated over the trailing 6-month period

18.53%

28.48%

-9.95%

Volatility (1Y)

Calculated over the trailing 1-year period

27.32%

54.36%

-27.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.69%

50.34%

-24.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.85%

53.69%

-28.84%