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 11.78%/yr vs 60.90%/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 4.31% return, which is significantly lower than USD's 83.22% return. Over the past 10 years, CVLT has underperformed USD with an annualized return of 11.78%, while USD has yielded a comparatively higher 60.90% annualized return.
CVLT
- 1D
- 4.42%
- 1M
- 21.92%
- YTD
- 4.31%
- 6M
- 2.81%
- 1Y
- -23.31%
- 3Y*
- 22.38%
- 5Y*
- 9.88%
- 10Y*
- 11.78%
USD
- 1D
- -0.77%
- 1M
- 0.95%
- YTD
- 83.22%
- 6M
- 78.17%
- 1Y
- 185.84%
- 3Y*
- 113.73%
- 5Y*
- 63.17%
- 10Y*
- 60.90%
CVLT vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CVLT Commvault Systems, Inc. | 4.31% | -16.93% | 88.99% | 27.07% | -8.82% | 24.47% | 24.04% | -24.45% | 12.55% | 2.14% |
USD ProShares Ultra Semiconductors | 83.22% | 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 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
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 1, 2007 | 0.49 |
Over the past year, the correlation between CVLT and USD has dropped to 0.26 - 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.
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.
| CVLT | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.18 | ||
| Sortino ratioReturn per unit of downside risk | -2.99 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.38 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 5.88 | -6.26 |
| Martin ratioReturn relative to average drawdown | -0.62 | 16.26 | -16.88 |
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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 | -33.08% | -15.35% | -17.73% |
Average DrawdownAverage peak-to-trough decline | -26.92% | -32.29% | +5.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.50% | 11.48% | +26.02% |
Volatility
CVLT vs. USD - Volatility Comparison
The current volatility for Commvault Systems, Inc. (CVLT) is 11.01%, while ProShares Ultra Semiconductors (USD) has a volatility of 34.08%. 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 | 11.01% | 34.08% | -23.07% |
Volatility (6M)Calculated over the trailing 6-month period | 48.78% | 53.79% | -5.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.32% | 67.97% | -11.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.43% | 77.72% | -35.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.72% | 69.82% | -32.10% |
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 0.25%.
| 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 | 0.25% | 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
CVLT and USD have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (34.08%) compared to CVLT (11.01%). In terms of maximum drawdown, CVLT dropped -68.89% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (2.76 vs -0.42), 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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