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CVNA vs. BOIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CVNA vs. BOIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carvana Co. (CVNA) and ProShares Ultra Bloomberg Natural Gas (BOIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CVNA achieves a -23.19% return, which is significantly higher than BOIL's -41.05% return.


CVNA

1D
-2.76%
1M
-5.05%
YTD
-23.19%
6M
-25.88%
1Y
1.27%
3Y*
147.39%
5Y*
1.26%
10Y*

BOIL

1D
-4.80%
1M
5.97%
YTD
-41.05%
6M
-46.24%
1Y
-75.60%
3Y*
-66.48%
5Y*
-66.38%
10Y*
-57.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CVNA vs. BOIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CVNA
Carvana Co.
-23.19%107.52%284.13%1,016.88%-97.96%-3.24%160.23%181.41%71.08%41.63%
BOIL
ProShares Ultra Bloomberg Natural Gas
-41.05%-58.98%-60.75%-92.00%-31.85%23.84%-74.74%-67.70%-20.55%-46.24%

Correlation

The correlation between CVNA and BOIL is -0.06, 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

-0.06

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

-0.06

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2017

-0.01

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Return for Risk

CVNA vs. BOIL — Risk / Return Rank

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

CVNA
CVNA Risk / Return Rank: 4343
Overall Rank
CVNA Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
CVNA Sortino Ratio Rank: 4343
Sortino Ratio Rank
CVNA Omega Ratio Rank: 4242
Omega Ratio Rank
CVNA Calmar Ratio Rank: 4343
Calmar Ratio Rank
CVNA Martin Ratio Rank: 4343
Martin Ratio Rank

BOIL
BOIL Risk / Return Rank: 33
Overall Rank
BOIL Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BOIL Sortino Ratio Rank: 44
Sortino Ratio Rank
BOIL Omega Ratio Rank: 33
Omega Ratio Rank
BOIL Calmar Ratio Rank: 11
Calmar Ratio Rank
BOIL Martin Ratio Rank: 22
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.

CVNA vs. BOIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carvana Co. (CVNA) and ProShares Ultra Bloomberg Natural Gas (BOIL). 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.


CVNABOILDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+1.31

Omega ratioGain probability vs. loss probability

1.06

0.89

+0.17

Calmar ratioReturn relative to maximum drawdown

0.03

-0.98

+1.01

Martin ratioReturn relative to average drawdown

0.07

-1.36

+1.42

CVNA vs. BOIL - Sharpe Ratio Comparison

The current CVNA Sharpe Ratio is 0.02, which is higher than the BOIL Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of CVNA and BOIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CVNA vs. BOIL - Drawdown Comparison

The maximum CVNA drawdown since its inception was -98.99%, roughly equal to the maximum BOIL drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for CVNA and BOIL.


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Drawdown Indicators


CVNABOILDifference

Max Drawdown

Largest peak-to-trough decline

-98.99%

-100.00%

+1.01%

Max Drawdown (1Y)

Largest decline over 1 year

-41.21%

-77.43%

+36.22%

Max Drawdown (3Y)

Largest decline over 3 years

-53.47%

-96.86%

+43.39%

Max Drawdown (5Y)

Largest decline over 5 years

-98.99%

-99.91%

+0.92%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

Current Drawdown

Current decline from peak

-32.25%

-100.00%

+67.75%

Average Drawdown

Average peak-to-trough decline

-38.22%

-93.59%

+55.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.35%

56.83%

-37.48%

Volatility

CVNA vs. BOIL - Volatility Comparison

The current volatility for Carvana Co. (CVNA) is 21.22%, while ProShares Ultra Bloomberg Natural Gas (BOIL) has a volatility of 23.63%. This indicates that CVNA experiences smaller price fluctuations and is considered to be less risky than BOIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CVNABOILDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.22%

23.63%

-2.41%

Volatility (6M)

Calculated over the trailing 6-month period

44.02%

104.46%

-60.44%

Volatility (1Y)

Calculated over the trailing 1-year period

60.65%

113.44%

-52.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

111.39%

118.97%

-7.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.30%

101.84%

-2.54%

Dividends

CVNA vs. BOIL - Dividend Comparison

Neither CVNA nor BOIL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CVNA and BOIL have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BOIL has higher volatility (23.63%) compared to CVNA (21.22%). In terms of maximum drawdown, CVNA dropped -98.99% vs BOIL's -100.00%.

CVNA currently has the higher Sharpe Ratio (0.02 vs -0.67), 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 CVNA and BOIL

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

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