COST.L vs. UPRO
Compare and contrast key facts about Costain Group plc (COST.L) 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.
Performance
COST.L vs. UPRO - Performance Comparison
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COST.L vs. UPRO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COST.L Costain Group plc | 18.92% | 54.64% | 69.69% | 62.13% | -26.26% | -9.80% | -62.86% | -46.97% | -30.48% | 35.94% |
UPRO ProShares UltraPro S&P 500 | -12.72% | 22.48% | 66.42% | 60.11% | -51.71% | 100.52% | 6.85% | 94.60% | -20.67% | 56.55% |
Different Trading Currencies
COST.L is traded in GBp, while UPRO is traded in USD. To make them comparable, the UPRO values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, COST.L achieves a 18.92% return, which is significantly higher than UPRO's -12.72% return. Over the past 10 years, COST.L has underperformed UPRO with an annualized return of -3.96%, while UPRO has yielded a comparatively higher 26.42% annualized return.
COST.L
- 1D
- 4.63%
- 1M
- 3.15%
- YTD
- 18.92%
- 6M
- 40.38%
- 1Y
- 81.50%
- 3Y*
- 54.04%
- 5Y*
- 27.34%
- 10Y*
- -3.96%
UPRO
- 1D
- 2.02%
- 1M
- -12.83%
- YTD
- -12.72%
- 6M
- -10.06%
- 1Y
- 30.83%
- 3Y*
- 35.03%
- 5Y*
- 18.16%
- 10Y*
- 26.42%
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Return for Risk
COST.L vs. UPRO — Risk / Return Rank
COST.L
UPRO
COST.L vs. UPRO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Costain Group plc (COST.L) 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.
| COST.L | UPRO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.16 | 0.58 | +1.59 |
Sortino ratioReturn per unit of downside risk | 2.75 | 1.14 | +1.62 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.18 | +0.28 |
Calmar ratioReturn relative to maximum drawdown | 3.16 | 1.00 | +2.17 |
Martin ratioReturn relative to average drawdown | 8.18 | 3.69 | +4.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| COST.L | UPRO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 0.58 | +1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.38 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.07 | 0.51 | -0.58 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | 0.65 | -0.65 |
Correlation
The correlation between COST.L and UPRO is 0.14, 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
COST.L vs. UPRO - Dividend Comparison
COST.L's dividend yield for the trailing twelve months is around 1.58%, more than UPRO's 1.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST.L Costain Group plc | 1.58% | 1.88% | 1.13% | 0.63% | 0.00% | 0.00% | 0.00% | 8.15% | 4.30% | 2.65% | 3.07% | 2.52% |
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
COST.L vs. UPRO - Drawdown Comparison
The maximum COST.L drawdown since its inception was -92.88%, which is greater than UPRO's maximum drawdown of -74.04%. Use the drawdown chart below to compare losses from any high point for COST.L and UPRO.
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Drawdown Indicators
| COST.L | UPRO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.88% | -76.82% | -16.06% |
Max Drawdown (1Y)Largest decline over 1 year | -25.66% | -33.38% | +7.72% |
Max Drawdown (5Y)Largest decline over 5 years | -49.69% | -63.94% | +14.25% |
Max Drawdown (10Y)Largest decline over 10 years | -92.88% | -76.82% | -16.06% |
Current DrawdownCurrent decline from peak | -56.57% | -18.68% | -37.89% |
Average DrawdownAverage peak-to-trough decline | -49.32% | -14.53% | -34.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.93% | 8.41% | +1.52% |
Volatility
COST.L vs. UPRO - Volatility Comparison
Costain Group plc (COST.L) has a higher volatility of 19.56% compared to ProShares UltraPro S&P 500 (UPRO) at 14.86%. This indicates that COST.L'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.
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Volatility by Period
| COST.L | UPRO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.56% | 14.86% | +4.70% |
Volatility (6M)Calculated over the trailing 6-month period | 25.95% | 27.61% | -1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.51% | 53.78% | -16.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.94% | 47.83% | -6.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.81% | 52.18% | +0.63% |