DIG vs. EXP
Compare and contrast key facts about ProShares Ultra Oil & Gas (DIG) and Eagle Materials Inc. (EXP).
DIG is a passively managed fund by ProShares that tracks the performance of the Dow Jones U.S. Oil & Gas Index (200%). It was launched on Jan 30, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DIG or EXP.
Key characteristics
| DIG | EXP | |
|---|---|---|
| YTD Return | 18.52% | 24.66% |
| 1Y Return | 25.36% | 69.52% |
| 3Y Return (Ann) | 45.74% | 23.14% |
| 5Y Return (Ann) | 6.58% | 23.44% |
| 10Y Return (Ann) | -5.88% | 12.14% |
| Sharpe Ratio | 0.38 | 2.80 |
| Daily Std Dev | 38.22% | 25.18% |
| Max Drawdown | -97.04% | -79.52% |
| Current Drawdown | -65.74% | -7.05% |
Correlation
The correlation between DIG and EXP is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DIG vs. EXP - Performance Comparison
In the year-to-date period, DIG achieves a 18.52% return, which is significantly lower than EXP's 24.66% return. Over the past 10 years, DIG has underperformed EXP with an annualized return of -5.88%, while EXP has yielded a comparatively higher 12.14% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DIG vs. EXP - Risk-Adjusted Performance 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.
Dividends
DIG vs. EXP - Dividend Comparison
DIG's dividend yield for the trailing twelve months is around 1.06%, more than EXP's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIG ProShares Ultra Oil & Gas | 1.06% | 0.61% | 1.33% | 2.24% | 3.18% | 2.72% | 2.30% | 1.76% | 1.09% | 1.56% | 0.87% | 0.43% |
EXP Eagle Materials Inc. | 0.40% | 0.49% | 0.75% | 0.45% | 0.10% | 0.44% | 0.66% | 0.35% | 0.41% | 0.66% | 0.53% | 0.52% |
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. For additional features, visit the drawdowns tool.
Volatility
DIG vs. EXP - Volatility Comparison
ProShares Ultra Oil & Gas (DIG) has a higher volatility of 9.27% compared to Eagle Materials Inc. (EXP) at 8.50%. This indicates that DIG's price experiences larger fluctuations and is considered to be riskier than EXP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.