CVLT vs. USD
CVLT (Commvault Systems, Inc.) 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, CVLT returned 10.08%/yr vs 61.24%/yr for USD. At a 0.49 correlation, their price movements are largely independent.
Performance
CVLT vs. USD - Performance Comparison
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Returns By Period
In the year-to-date period, CVLT achieves a -3.04% return, which is significantly lower than USD's 103.32% return. Over the past 10 years, CVLT has underperformed USD with an annualized return of 10.08%, while USD has yielded a comparatively higher 61.24% annualized return.
CVLT
- 1D
- 0.58%
- 1M
- 18.26%
- YTD
- -3.04%
- 6M
- 0.17%
- 1Y
- -33.27%
- 3Y*
- 19.61%
- 5Y*
- 9.10%
- 10Y*
- 10.08%
USD
- 1D
- -4.99%
- 1M
- 31.62%
- YTD
- 103.32%
- 6M
- 97.79%
- 1Y
- 250.81%
- 3Y*
- 125.78%
- 5Y*
- 67.80%
- 10Y*
- 61.24%
CVLT vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CVLT Commvault Systems, Inc. | -3.04% | -16.93% | 88.99% | 27.07% | -8.82% | 24.47% | 24.04% | -24.45% | 12.55% | 2.14% |
USD ProShares Ultra Semiconductors | 103.32% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
Correlation
The correlation between CVLT and USD is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2007 | 0.49 |
Over the past year, the correlation between CVLT and USD has dropped to 0.24 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
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Return for Risk
CVLT vs. USD — Risk / Return Rank
CVLT
USD
CVLT vs. USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Commvault Systems, Inc. (CVLT) 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.
| CVLT | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.71 | ||
| Sortino ratioReturn per unit of downside risk | -4.14 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.48 | -0.57 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 7.94 | -8.48 |
| Martin ratioReturn relative to average drawdown | -0.91 | 22.96 | -23.87 |
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
| CVLT | USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.59 | 4.12 | -4.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.89 | -0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.89 | -0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.49 | -0.23 |
Drawdowns
CVLT vs. USD - Drawdown Comparison
The maximum CVLT drawdown since its inception was -68.89%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for CVLT and USD.
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Drawdown Indicators
| CVLT | USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.89% | -88.63% | +19.74% |
Max Drawdown (1Y)Largest decline over 1 year | -61.53% | -31.80% | -29.73% |
Max Drawdown (3Y)Largest decline over 3 years | -61.53% | -64.46% | +2.93% |
Max Drawdown (5Y)Largest decline over 5 years | -61.53% | -77.85% | +16.32% |
Max Drawdown (10Y)Largest decline over 10 years | -61.53% | -77.85% | +16.32% |
Current DrawdownCurrent decline from peak | -37.80% | -6.07% | -31.73% |
Average DrawdownAverage peak-to-trough decline | -26.91% | -32.35% | +5.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.77% | 10.98% | +25.79% |
Volatility
CVLT vs. USD - Volatility Comparison
The current volatility for Commvault Systems, Inc. (CVLT) is 10.89%, while ProShares Ultra Semiconductors (USD) has a volatility of 21.29%. This indicates that CVLT 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
| CVLT | USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.89% | 21.29% | -10.40% |
Volatility (6M)Calculated over the trailing 6-month period | 48.33% | 46.74% | +1.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.32% | 61.28% | -4.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.33% | 76.56% | -34.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.69% | 69.24% | -31.55% |
Dividends
CVLT vs. USD - Dividend Comparison
CVLT has not paid dividends to shareholders, while USD's dividend yield for the trailing twelve months is around 0.23%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVLT Commvault Systems, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USD ProShares Ultra Semiconductors | 0.23% | 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
CVLT and USD have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (21.29%) compared to CVLT (10.89%). In terms of maximum drawdown, CVLT dropped -68.89% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (4.12 vs -0.59), 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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