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

Performance

CURE vs. UGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Healthcare Bull 3x Shares (CURE) and ProShares Ultra Gold (UGL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CURE achieves a -7.96% return, which is significantly higher than UGL's -12.66% return. Over the past 10 years, CURE has underperformed UGL with an annualized return of 13.49%, while UGL has yielded a comparatively higher 16.37% annualized return.


CURE

1D
-0.55%
1M
13.53%
YTD
-7.96%
6M
-6.00%
1Y
26.46%
3Y*
3.05%
5Y*
1.51%
10Y*
13.49%

UGL

1D
0.08%
1M
-20.27%
YTD
-12.66%
6M
-12.99%
1Y
32.76%
3Y*
47.90%
5Y*
24.60%
10Y*
16.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CURE vs. UGL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CURE
Direxion Daily Healthcare Bull 3x Shares
-7.96%22.55%-8.47%-9.40%-20.51%88.30%5.02%55.66%2.82%69.32%
UGL
ProShares Ultra Gold
-12.66%137.57%46.36%15.56%-7.59%-12.30%39.04%31.11%-8.02%22.50%

Correlation

The correlation between CURE and UGL is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.12

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

0.11

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

0.06

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2011

0.03

The correlation between CURE and UGL shifts across timeframes, from 0.03 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.

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

CURE vs. UGL — Risk / Return Rank

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

CURE
CURE Risk / Return Rank: 2121
Overall Rank
CURE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
CURE Sortino Ratio Rank: 2424
Sortino Ratio Rank
CURE Omega Ratio Rank: 2222
Omega Ratio Rank
CURE Calmar Ratio Rank: 2222
Calmar Ratio Rank
CURE Martin Ratio Rank: 1919
Martin Ratio Rank

UGL
UGL Risk / Return Rank: 2121
Overall Rank
UGL Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
UGL Sortino Ratio Rank: 2222
Sortino Ratio Rank
UGL Omega Ratio Rank: 2626
Omega Ratio Rank
UGL Calmar Ratio Rank: 1919
Calmar Ratio Rank
UGL Martin Ratio Rank: 2020
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.

CURE vs. UGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Healthcare Bull 3x Shares (CURE) 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.

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.


CUREUGLDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.13

1.16

-0.03

Calmar ratioReturn relative to maximum drawdown

0.85

0.71

+0.15

Martin ratioReturn relative to average drawdown

1.94

1.85

+0.09

CURE vs. UGL - Sharpe Ratio Comparison

The current CURE Sharpe Ratio is 0.60, which is comparable to the UGL Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of CURE and UGL, 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

CURE vs. UGL - Drawdown Comparison

The maximum CURE drawdown since its inception was -69.19%, smaller than the maximum UGL drawdown of -75.93%. Use the drawdown chart below to compare losses from any high point for CURE and UGL.


Loading charts...

Drawdown Indicators


CUREUGLDifference

Max Drawdown

Largest peak-to-trough decline

-69.19%

-75.93%

+6.74%

Max Drawdown (1Y)

Largest decline over 1 year

-31.10%

-46.64%

+15.54%

Max Drawdown (3Y)

Largest decline over 3 years

-51.93%

-46.64%

-5.29%

Max Drawdown (5Y)

Largest decline over 5 years

-52.23%

-46.64%

-5.59%

Max Drawdown (10Y)

Largest decline over 10 years

-69.19%

-46.64%

-22.55%

Current Drawdown

Current decline from peak

-26.94%

-43.37%

+16.43%

Average Drawdown

Average peak-to-trough decline

-18.16%

-43.62%

+25.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.71%

17.76%

-4.05%

Volatility

CURE vs. UGL - Volatility Comparison

The current volatility for Direxion Daily Healthcare Bull 3x Shares (CURE) is 14.30%, while ProShares Ultra Gold (UGL) has a volatility of 15.51%. This indicates that CURE experiences smaller price fluctuations and is considered to be less risky than UGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CUREUGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.30%

15.51%

-1.21%

Volatility (6M)

Calculated over the trailing 6-month period

30.87%

48.64%

-17.77%

Volatility (1Y)

Calculated over the trailing 1-year period

44.32%

54.39%

-10.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.84%

36.61%

+7.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.59%

32.58%

+17.01%

CURE vs. UGL - Expense Ratio Comparison

CURE has a 1.08% expense ratio, which is higher than UGL's 0.95% expense ratio.


Dividends

CURE vs. UGL - Dividend Comparison

CURE's dividend yield for the trailing twelve months is around 1.16%, while UGL has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
CURE
Direxion Daily Healthcare Bull 3x Shares
1.16%1.12%1.17%2.02%0.38%0.02%0.17%0.40%0.70%0.18%
UGL
ProShares Ultra Gold
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CURE and UGL have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGL has higher volatility (15.51%) compared to CURE (14.30%). In terms of maximum drawdown, CURE dropped -69.19% vs UGL's -75.93%.

On 10-year performance, UGL leads with 16.37% vs 13.49% for CURE. On fees, UGL is cheaper at 0.95% per year. On volatility, CURE has been the lower-risk option at 14.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UGL has performed better with a 16.37% return vs 13.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UGL is cheaper with a 0.95% expense ratio, compared with 1.08% for CURE.

CURE has the higher dividend yield at 1.16%, compared with 0.00% for UGL.

CURE is categorized as Leveraged Equities, while UGL is Leveraged Commodities. CURE tracks Health Care Select Sector Index (300%), while UGL tracks Bloomberg Gold Subindex (200%). They also come from different issuers: Direxion and ProShares. Their fees differ too: 1.08% for CURE and 0.95% for UGL.

UGL currently has the higher Sharpe Ratio (0.61 vs 0.60), 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 CURE and UGL

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