PortfoliosLab logoPortfoliosLab logo
CSM vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSM vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Proshares Large Cap Core Plus (CSM) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CSM achieves a 6.09% return, which is significantly higher than UVXY's -22.07% return. Over the past 10 years, CSM has outperformed UVXY with an annualized return of 14.43%, while UVXY has yielded a comparatively lower -73.85% annualized return.


CSM

1D
-1.20%
1M
-1.28%
YTD
6.09%
6M
5.46%
1Y
24.27%
3Y*
20.69%
5Y*
12.67%
10Y*
14.43%

UVXY

1D
8.28%
1M
-14.92%
YTD
-22.07%
6M
-24.28%
1Y
-74.07%
3Y*
-61.96%
5Y*
-66.90%
10Y*
-73.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSM vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSM
Proshares Large Cap Core Plus
6.09%21.84%22.09%23.50%-18.27%33.13%10.94%29.26%-7.88%22.52%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-22.07%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between CSM and UVXY is -0.75, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.75

Correlation (3Y)
Calculated over the trailing 3-year period

-0.74

Correlation (5Y)
Calculated over the trailing 5-year period

-0.74

Correlation (10Y)
Calculated over the trailing 10-year period

-0.74

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2011

-0.76

The correlation between CSM and UVXY has been stable across timeframes, ranging from -0.76 to -0.74 - a consistent structural relationship.

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

CSM vs. UVXY — Risk / Return Rank

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

CSM
CSM Risk / Return Rank: 6060
Overall Rank
CSM Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
CSM Sortino Ratio Rank: 6161
Sortino Ratio Rank
CSM Omega Ratio Rank: 5959
Omega Ratio Rank
CSM Calmar Ratio Rank: 5656
Calmar Ratio Rank
CSM Martin Ratio Rank: 6363
Martin Ratio Rank

UVXY
UVXY Risk / Return Rank: 11
Overall Rank
UVXY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 11
Sortino Ratio Rank
UVXY Omega Ratio Rank: 11
Omega Ratio Rank
UVXY Calmar Ratio Rank: 00
Calmar Ratio Rank
UVXY Martin Ratio Rank: 11
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.

CSM vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Proshares Large Cap Core Plus (CSM) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CSMUVXYDifference
Sharpe ratioReturn per unit of total volatility

+2.84

Sortino ratioReturn per unit of downside risk

+4.35

Omega ratioGain probability vs. loss probability

1.34

0.81

+0.53

Calmar ratioReturn relative to maximum drawdown

2.59

-1.01

+3.60

Martin ratioReturn relative to average drawdown

10.87

-1.45

+12.32

CSM vs. UVXY - Sharpe Ratio Comparison

The current CSM Sharpe Ratio is 1.97, which is higher than the UVXY Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of CSM and UVXY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CSM vs. UVXY - Drawdown Comparison

The maximum CSM drawdown since its inception was -36.11%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for CSM and UVXY.


Loading charts...

Drawdown Indicators


CSMUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-36.11%

-100.00%

+63.89%

Max Drawdown (1Y)

Largest decline over 1 year

-9.40%

-73.51%

+64.11%

Max Drawdown (3Y)

Largest decline over 3 years

-18.30%

-94.93%

+76.63%

Max Drawdown (5Y)

Largest decline over 5 years

-23.82%

-99.71%

+75.89%

Max Drawdown (10Y)

Largest decline over 10 years

-36.11%

-100.00%

+63.89%

Current Drawdown

Current decline from peak

-3.47%

-100.00%

+96.53%

Average Drawdown

Average peak-to-trough decline

-4.03%

-98.75%

+94.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

55.34%

-53.10%

Volatility

CSM vs. UVXY - Volatility Comparison

The current volatility for Proshares Large Cap Core Plus (CSM) is 4.50%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 25.85%. This indicates that CSM experiences smaller price fluctuations and is considered to be less risky than UVXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CSMUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

25.85%

-21.35%

Volatility (6M)

Calculated over the trailing 6-month period

9.57%

66.46%

-56.89%

Volatility (1Y)

Calculated over the trailing 1-year period

12.42%

85.46%

-73.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.19%

103.96%

-86.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

112.39%

-94.00%

CSM vs. UVXY - Expense Ratio Comparison

CSM has a 0.45% expense ratio, which is lower than UVXY's 0.95% expense ratio.


Dividends

CSM vs. UVXY - Dividend Comparison

CSM's dividend yield for the trailing twelve months is around 1.03%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CSM
Proshares Large Cap Core Plus
1.03%1.04%1.06%1.17%1.37%0.78%1.21%1.41%1.54%1.28%1.49%1.67%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CSM and UVXY have a correlation of -0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (25.85%) compared to CSM (4.50%). In terms of maximum drawdown, CSM dropped -36.11% vs UVXY's -100.00%.

On 10-year performance, CSM leads with 14.43% vs -73.85% for UVXY. On fees, CSM is cheaper at 0.45% per year. On volatility, CSM has been the lower-risk option at 4.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, CSM has performed better with a 14.43% return vs -73.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CSM is cheaper with a 0.45% expense ratio, compared with 0.95% for UVXY.

CSM has the higher dividend yield at 1.03%, compared with 0.00% for UVXY.

CSM is categorized as Long-Short, while UVXY is Volatility. CSM tracks Credit Suisse 130/30 Large-Cap Index, while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%). Their fees differ too: 0.45% for CSM and 0.95% for UVXY.

CSM currently has the higher Sharpe Ratio (1.97 vs -0.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CSM and UVXY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer