CTAS vs. USD
CTAS (Cintas Corporation) is a stock, while USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%). Over the past 10 years, CTAS returned 23.61%/yr vs 60.21%/yr for USD. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
CTAS vs. USD - Performance Comparison
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Returns By Period
In the year-to-date period, CTAS achieves a -5.80% return, which is significantly lower than USD's 86.87% return. Over the past 10 years, CTAS has underperformed USD with an annualized return of 23.61%, while USD has yielded a comparatively higher 60.21% annualized return.
CTAS
- 1D
- -3.08%
- 1M
- 6.51%
- YTD
- -5.80%
- 6M
- -5.53%
- 1Y
- -19.83%
- 3Y*
- 14.43%
- 5Y*
- 15.92%
- 10Y*
- 23.61%
USD
- 1D
- 2.08%
- 1M
- -6.17%
- YTD
- 86.87%
- 6M
- 97.77%
- 1Y
- 222.89%
- 3Y*
- 111.11%
- 5Y*
- 65.02%
- 10Y*
- 60.21%
CTAS vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CTAS Cintas Corporation | -5.80% | 3.78% | 22.24% | 34.82% | 2.97% | 26.51% | 32.74% | 61.73% | 9.04% | 36.32% |
USD ProShares Ultra Semiconductors | 86.87% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
Correlation
The correlation between CTAS and USD is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2007 | 0.50 |
The correlation between CTAS and USD shifts across timeframes, from -0.07 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CTAS vs. USD — Risk / Return Rank
CTAS
USD
CTAS vs. USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cintas Corporation (CTAS) and ProShares Ultra Semiconductors (USD). 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.
| CTAS | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.21 | ||
| Sortino ratioReturn per unit of downside risk | -4.39 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.41 | -0.57 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | 6.58 | -7.33 |
| Martin ratioReturn relative to average drawdown | -1.31 | 18.43 | -19.74 |
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Drawdowns
CTAS vs. USD - Drawdown Comparison
The maximum CTAS drawdown since its inception was -65.32%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for CTAS and USD.
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Drawdown Indicators
| CTAS | USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.32% | -88.63% | +23.31% |
Max Drawdown (1Y)Largest decline over 1 year | -27.23% | -31.80% | +4.57% |
Max Drawdown (3Y)Largest decline over 3 years | -27.68% | -64.46% | +36.78% |
Max Drawdown (5Y)Largest decline over 5 years | -27.68% | -77.85% | +50.17% |
Max Drawdown (10Y)Largest decline over 10 years | -48.38% | -77.85% | +29.47% |
Current DrawdownCurrent decline from peak | -21.83% | -13.67% | -8.16% |
Average DrawdownAverage peak-to-trough decline | -15.04% | -32.32% | +17.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.61% | 11.34% | +4.27% |
Volatility
CTAS vs. USD - Volatility Comparison
The current volatility for Cintas Corporation (CTAS) is 8.54%, while ProShares Ultra Semiconductors (USD) has a volatility of 29.56%. This indicates that CTAS experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CTAS | USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.54% | 29.56% | -21.02% |
Volatility (6M)Calculated over the trailing 6-month period | 15.74% | 52.44% | -36.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.40% | 65.34% | -44.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.60% | 77.19% | -54.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.70% | 69.61% | -42.91% |
Dividends
CTAS vs. USD - Dividend Comparison
CTAS's dividend yield for the trailing twelve months is around 1.02%, more than USD's 0.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTAS Cintas Corporation | 1.02% | 0.89% | 0.80% | 0.83% | 0.93% | 0.77% | 0.99% | 0.95% | 1.22% | 1.04% | 1.15% | 1.15% |
USD ProShares Ultra Semiconductors | 0.25% | 0.39% | 0.10% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 0.46% | 0.39% |
Frequently Asked Questions
CTAS and USD have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (29.56%) compared to CTAS (8.54%). In terms of maximum drawdown, CTAS dropped -65.32% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (3.20 vs -1.00), 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.
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