PortfoliosLab logoPortfoliosLab logo
CL2.F vs. 3USL.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CL2.F vs. 3USL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in CyberAgent, Inc. (CL2.F) and WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CL2.F vs. 3USL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CL2.F
CyberAgent, Inc.
1.38%9.85%14.79%-29.87%-43.83%5.23%79.04%-6.54%2.55%36.44%
3USL.L
WisdomTree S&P 500 3x Daily Leveraged GB
-20.15%13.67%74.83%65.38%-54.70%116.86%-1.01%102.45%-23.93%48.53%
Different Trading Currencies

CL2.F is traded in EUR, while 3USL.L is traded in USD. To make them comparable, the 3USL.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CL2.F achieves a 1.38% return, which is significantly higher than 3USL.L's -21.17% return. Over the past 10 years, CL2.F has underperformed 3USL.L with an annualized return of 3.99%, while 3USL.L has yielded a comparatively higher 23.14% annualized return.


CL2.F

1D
3.52%
1M
-1.34%
YTD
1.38%
6M
-27.94%
1Y
5.76%
3Y*
-1.32%
5Y*
-13.86%
10Y*
3.99%

3USL.L

1D
0.00%
1M
-18.50%
YTD
-21.17%
6M
-15.24%
1Y
19.39%
3Y*
31.08%
5Y*
15.01%
10Y*
23.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

CL2.F vs. 3USL.L — Risk / Return Rank

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

CL2.F
CL2.F Risk / Return Rank: 4444
Overall Rank
CL2.F Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
CL2.F Sortino Ratio Rank: 4343
Sortino Ratio Rank
CL2.F Omega Ratio Rank: 4242
Omega Ratio Rank
CL2.F Calmar Ratio Rank: 4444
Calmar Ratio Rank
CL2.F Martin Ratio Rank: 4444
Martin Ratio Rank

3USL.L
3USL.L Risk / Return Rank: 3737
Overall Rank
3USL.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
3USL.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
3USL.L Omega Ratio Rank: 4242
Omega Ratio Rank
3USL.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
3USL.L Martin Ratio Rank: 3434
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.

CL2.F vs. 3USL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CyberAgent, Inc. (CL2.F) and WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L). 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.


CL2.F3USL.LDifference

Sharpe ratio

Return per unit of total volatility

0.15

0.42

-0.27

Sortino ratio

Return per unit of downside risk

0.53

0.87

-0.34

Omega ratio

Gain probability vs. loss probability

1.06

1.12

-0.06

Calmar ratio

Return relative to maximum drawdown

0.12

0.43

-0.31

Martin ratio

Return relative to average drawdown

0.22

1.61

-1.39

CL2.F vs. 3USL.L - Sharpe Ratio Comparison

The current CL2.F Sharpe Ratio is 0.15, which is lower than the 3USL.L Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of CL2.F and 3USL.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CL2.F3USL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

0.42

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

0.33

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

0.48

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.53

-0.53

Correlation

The correlation between CL2.F and 3USL.L is 0.12, 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.


Dividends

CL2.F vs. 3USL.L - Dividend Comparison

CL2.F's dividend yield for the trailing twelve months is around 0.01%, while 3USL.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
CL2.F
CyberAgent, Inc.
0.01%0.01%0.01%0.01%0.01%0.00%0.00%0.00%0.00%0.00%0.01%0.01%
3USL.L
WisdomTree S&P 500 3x Daily Leveraged GB
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CL2.F vs. 3USL.L - Drawdown Comparison

The maximum CL2.F drawdown since its inception was -99.87%, which is greater than 3USL.L's maximum drawdown of -76.54%. Use the drawdown chart below to compare losses from any high point for CL2.F and 3USL.L.


Loading graphics...

Drawdown Indicators


CL2.F3USL.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.87%

-76.72%

-23.15%

Max Drawdown (1Y)

Largest decline over 1 year

-36.79%

-32.44%

-4.35%

Max Drawdown (5Y)

Largest decline over 5 years

-73.62%

-63.47%

-10.15%

Max Drawdown (10Y)

Largest decline over 10 years

-73.62%

-76.72%

+3.10%

Current Drawdown

Current decline from peak

-99.41%

-23.84%

-75.57%

Average Drawdown

Average peak-to-trough decline

-81.22%

-15.41%

-65.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.51%

8.12%

+11.39%

Volatility

CL2.F vs. 3USL.L - Volatility Comparison

CyberAgent, Inc. (CL2.F) has a higher volatility of 13.05% compared to WisdomTree S&P 500 3x Daily Leveraged GB (3USL.L) at 11.43%. This indicates that CL2.F's price experiences larger fluctuations and is considered to be riskier than 3USL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CL2.F3USL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.05%

11.43%

+1.62%

Volatility (6M)

Calculated over the trailing 6-month period

26.10%

24.42%

+1.68%

Volatility (1Y)

Calculated over the trailing 1-year period

38.76%

46.25%

-7.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.80%

45.98%

-6.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.32%

47.71%

-7.39%