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DDM vs. IMCG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DDM and IMCG is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

DDM vs. IMCG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Dow30 (DDM) and iShares Morningstar Mid-Cap Growth ETF (IMCG). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%900.00%1,000.00%1,100.00%JulyAugustSeptemberOctoberNovemberDecember
952.26%
538.74%
DDM
IMCG

Key characteristics

Sharpe Ratio

DDM:

1.01

IMCG:

1.35

Sortino Ratio

DDM:

1.50

IMCG:

1.88

Omega Ratio

DDM:

1.19

IMCG:

1.23

Calmar Ratio

DDM:

1.88

IMCG:

1.19

Martin Ratio

DDM:

5.38

IMCG:

7.11

Ulcer Index

DDM:

4.25%

IMCG:

2.79%

Daily Std Dev

DDM:

22.60%

IMCG:

14.68%

Max Drawdown

DDM:

-81.70%

IMCG:

-58.96%

Current Drawdown

DDM:

-11.71%

IMCG:

-6.96%

Returns By Period

In the year-to-date period, DDM achieves a 20.68% return, which is significantly higher than IMCG's 18.28% return. Over the past 10 years, DDM has outperformed IMCG with an annualized return of 16.53%, while IMCG has yielded a comparatively lower 11.90% annualized return.


DDM

YTD

20.68%

1M

-5.11%

6M

15.95%

1Y

21.24%

5Y*

11.97%

10Y*

16.53%

IMCG

YTD

18.28%

1M

-1.65%

6M

11.31%

1Y

18.77%

5Y*

12.26%

10Y*

11.90%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DDM vs. IMCG - Expense Ratio Comparison

DDM has a 0.95% expense ratio, which is higher than IMCG's 0.06% expense ratio.


DDM
ProShares Ultra Dow30
Expense ratio chart for DDM: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for IMCG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

DDM vs. IMCG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Dow30 (DDM) and iShares Morningstar Mid-Cap Growth ETF (IMCG). 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.


Sharpe ratio
The chart of Sharpe ratio for DDM, currently valued at 1.01, compared to the broader market0.002.004.001.011.35
The chart of Sortino ratio for DDM, currently valued at 1.50, compared to the broader market-2.000.002.004.006.008.0010.001.501.88
The chart of Omega ratio for DDM, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.23
The chart of Calmar ratio for DDM, currently valued at 1.88, compared to the broader market0.005.0010.0015.001.881.19
The chart of Martin ratio for DDM, currently valued at 5.38, compared to the broader market0.0020.0040.0060.0080.00100.005.387.11
DDM
IMCG

The current DDM Sharpe Ratio is 1.01, which is comparable to the IMCG Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of DDM and IMCG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.01
1.35
DDM
IMCG

Dividends

DDM vs. IMCG - Dividend Comparison

DDM's dividend yield for the trailing twelve months is around 1.05%, more than IMCG's 1.02% yield.


TTM20232022202120202019201820172016201520142013
DDM
ProShares Ultra Dow30
1.05%0.27%0.83%0.18%0.31%0.62%0.89%0.68%1.69%1.23%0.78%0.39%
IMCG
iShares Morningstar Mid-Cap Growth ETF
1.02%0.85%0.91%0.41%0.09%0.30%0.35%0.45%0.52%0.38%0.60%0.36%

Drawdowns

DDM vs. IMCG - Drawdown Comparison

The maximum DDM drawdown since its inception was -81.70%, which is greater than IMCG's maximum drawdown of -58.96%. Use the drawdown chart below to compare losses from any high point for DDM and IMCG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.71%
-6.96%
DDM
IMCG

Volatility

DDM vs. IMCG - Volatility Comparison

ProShares Ultra Dow30 (DDM) has a higher volatility of 7.22% compared to iShares Morningstar Mid-Cap Growth ETF (IMCG) at 5.37%. This indicates that DDM's price experiences larger fluctuations and is considered to be riskier than IMCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.22%
5.37%
DDM
IMCG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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