PortfoliosLab logoPortfoliosLab logo
COPZ vs. UGL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COPZ vs. UGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Daily Target 2X Long Copper ETF (COPZ) and ProShares Ultra Gold (UGL). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

COPZ vs. UGL - Yearly Performance Comparison


Returns By Period


COPZ

1D
15.41%
1M
-39.87%
YTD
6M
1Y
3Y*
5Y*
10Y*

UGL

1D
7.52%
1M
-22.46%
YTD
10.70%
6M
33.43%
1Y
90.99%
3Y*
57.42%
5Y*
34.79%
10Y*
20.22%
*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.


COPZ vs. UGL - Expense Ratio Comparison

Both COPZ and UGL have an expense ratio of 0.95%.


Return for Risk

COPZ vs. UGL — Risk / Return Rank

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

COPZ

UGL
UGL Risk / Return Rank: 8383
Overall Rank
UGL Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
UGL Sortino Ratio Rank: 8181
Sortino Ratio Rank
UGL Omega Ratio Rank: 8181
Omega Ratio Rank
UGL Calmar Ratio Rank: 8787
Calmar Ratio Rank
UGL Martin Ratio Rank: 8383
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.

COPZ vs. UGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2X Long Copper ETF (COPZ) and ProShares Ultra Gold (UGL). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

COPZ vs. UGL - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


COPZUGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.79

0.42

-1.21

Correlation

The correlation between COPZ and UGL is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

COPZ vs. UGL - Dividend Comparison

Neither COPZ nor UGL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

COPZ vs. UGL - Drawdown Comparison

The maximum COPZ drawdown since its inception was -49.79%, smaller than the maximum UGL drawdown of -75.93%. Use the drawdown chart below to compare losses from any high point for COPZ and UGL.


Loading graphics...

Drawdown Indicators


COPZUGLDifference

Max Drawdown

Largest peak-to-trough decline

-49.79%

-75.93%

+26.14%

Max Drawdown (1Y)

Largest decline over 1 year

-37.56%

Max Drawdown (5Y)

Largest decline over 5 years

-40.23%

Max Drawdown (10Y)

Largest decline over 10 years

-46.23%

Current Drawdown

Current decline from peak

-39.87%

-28.22%

-11.65%

Average Drawdown

Average peak-to-trough decline

-26.41%

-43.77%

+17.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.99%

Volatility

COPZ vs. UGL - Volatility Comparison


Loading graphics...

Volatility by Period


COPZUGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.02%

Volatility (6M)

Calculated over the trailing 6-month period

49.01%

Volatility (1Y)

Calculated over the trailing 1-year period

120.30%

55.43%

+64.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

120.30%

35.69%

+84.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

120.30%

32.19%

+88.11%