DIG vs. EXP
DIG (ProShares Ultra Oil & Gas) is Leveraged Equities fund tracking the Dow Jones U.S. Oil & Gas Index (200%), while EXP (Eagle Materials Inc.) is a stock. Over the past 10 years, DIG returned 6.01%/yr vs 10.34%/yr for EXP. Their 0.46 correlation means their historical movements had little consistent relationship.
Performance
DIG vs. EXP - Performance Comparison
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Returns By Period
In the year-to-date period, DIG achieves a 70.78% return, which is significantly higher than EXP's -0.59% return. Over the past 10 years, DIG has underperformed EXP with an annualized return of 6.01%, while EXP has yielded a comparatively higher 10.34% annualized return.
DIG
- 1D
- 1.88%
- 1M
- 24.18%
- 6M
- 32.46%
- YTD
- 70.78%
- 1Y
- 86.02%
- 3Y*
- 17.43%
- 5Y*
- 34.85%
- 10Y*
- 6.01%
- ALL TIME*
- 0.10%
EXP
- 1D
- -0.26%
- 1M
- -6.91%
- 6M
- 0.81%
- YTD
- -0.59%
- 1Y
- -6.60%
- 3Y*
- 3.52%
- 5Y*
- 8.33%
- 10Y*
- 10.34%
- ALL TIME*
- 13.74%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.08M | $2.37M | $2.40M | |
| $131.67M | $107.54M | $100.36M |
DIG vs. EXP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIG ProShares Ultra Oil & Gas | 70.78% | 2.73% | 0.93% | -13.04% | 125.34% | 115.63% | -70.36% | 12.51% | -40.11% | -7.39% |
EXP Eagle Materials Inc. | -0.59% | -15.85% | 22.13% | 53.62% | -19.55% | 65.07% | 11.98% | 49.23% | -45.88% | 15.45% |
Correlation
The correlation between DIG and EXP is -0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.27 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.38 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2007 | 0.46 |
The correlation between DIG and EXP shifts across timeframes, from -0.10 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DIG vs. EXP — Risk / Return Rank
DIG
EXP
DIG vs. EXP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Oil & Gas (DIG) and Eagle Materials Inc. (EXP). 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.
| DIG | EXP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.12 | ||
| Sortino ratioReturn per unit of downside risk | +2.41 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 0.99 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | -0.29 | +2.96 |
| Martin ratioReturn relative to average drawdown | 6.82 | -0.69 | +7.50 |
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Drawdowns
DIG vs. EXP - Drawdown Comparison
The maximum DIG drawdown since its inception was -97.04%, which is greater than EXP's maximum drawdown of -79.52%. Use the drawdown chart below to compare losses from any high point for DIG and EXP.
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Drawdown Indicators
| DIG | EXP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.04% | -79.52% | -17.52% |
Max Drawdown (1Y)Largest decline over 1 year | -29.80% | -28.31% | -1.49% |
Max Drawdown (3Y)Largest decline over 3 years | -42.41% | -44.73% | +2.32% |
Max Drawdown (5Y)Largest decline over 5 years | -46.02% | -44.73% | -1.29% |
Max Drawdown (10Y)Largest decline over 10 years | -92.53% | -63.78% | -28.75% |
Current DrawdownCurrent decline from peak | -49.97% | -34.47% | -15.50% |
Average DrawdownAverage peak-to-trough decline | -64.28% | -24.04% | -40.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.70% | 11.94% | -0.24% |
Volatility
DIG vs. EXP - Volatility Comparison
ProShares Ultra Oil & Gas (DIG) and Eagle Materials Inc. (EXP) have volatilities of 12.02% and 11.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIG | EXP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.02% | 11.52% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 33.59% | 26.39% | +7.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.17% | 35.35% | +6.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.15% | 32.99% | +18.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.78% | 36.10% | +21.68% |
Dividends
DIG vs. EXP - Dividend Comparison
DIG's dividend yield for the trailing twelve months is around 1.45%, more than EXP's 0.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIG ProShares Ultra Oil & Gas | 1.45% | 2.62% | 3.13% | 0.61% | 1.33% | 2.24% | 3.18% | 2.72% | 2.30% | 1.76% | 1.09% | 1.56% |
EXP Eagle Materials Inc. | 0.49% | 0.48% | 0.41% | 0.49% | 0.75% | 0.45% | 0.10% | 0.44% | 0.66% | 0.35% | 0.41% | 0.66% |
Frequently Asked Questions
DIG and EXP have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIG has higher volatility (12.02%) compared to EXP (11.52%). In terms of maximum drawdown, DIG dropped -97.04% vs EXP's -79.52%.
DIG currently has the higher Sharpe Ratio (1.89 vs -0.23), 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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