DIG vs. MSFT
Compare and contrast key facts about ProShares Ultra Oil & Gas (DIG) and Microsoft Corporation (MSFT).
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.
Performance
DIG vs. MSFT - Performance Comparison
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DIG vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIG ProShares Ultra Oil & Gas | 85.56% | 2.73% | 0.93% | -13.04% | 125.34% | 115.63% | -70.36% | 12.51% | -40.11% | -7.39% |
MSFT Microsoft Corporation | -23.28% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Returns By Period
In the year-to-date period, DIG achieves a 85.56% return, which is significantly higher than MSFT's -23.28% return. Over the past 10 years, DIG has underperformed MSFT with an annualized return of 8.22%, while MSFT has yielded a comparatively higher 22.44% annualized return.
DIG
- 1D
- -2.11%
- 1M
- 20.66%
- YTD
- 85.56%
- 6M
- 84.85%
- 1Y
- 61.85%
- 3Y*
- 23.97%
- 5Y*
- 36.31%
- 10Y*
- 8.22%
MSFT
- 1D
- 3.12%
- 1M
- -5.75%
- YTD
- -23.28%
- 6M
- -28.23%
- 1Y
- -0.64%
- 3Y*
- 9.54%
- 5Y*
- 9.74%
- 10Y*
- 22.44%
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Return for Risk
DIG vs. MSFT — Risk / Return Rank
DIG
MSFT
DIG vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Oil & Gas (DIG) and Microsoft Corporation (MSFT). 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.
| DIG | MSFT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | -0.02 | +1.28 |
Sortino ratioReturn per unit of downside risk | 1.68 | 0.15 | +1.53 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.02 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.85 | -0.05 | +1.90 |
Martin ratioReturn relative to average drawdown | 3.79 | -0.12 | +3.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DIG | MSFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | -0.02 | +1.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.37 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.14 | 0.84 | -0.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.74 | -0.73 |
Correlation
The correlation between DIG and MSFT is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DIG vs. MSFT - Dividend Comparison
DIG's dividend yield for the trailing twelve months is around 1.34%, more than MSFT's 0.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIG ProShares Ultra Oil & Gas | 1.34% | 2.62% | 3.13% | 0.61% | 1.33% | 2.24% | 3.18% | 2.72% | 2.30% | 1.76% | 1.09% | 1.56% |
MSFT Microsoft Corporation | 0.94% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Drawdowns
DIG vs. MSFT - Drawdown Comparison
The maximum DIG drawdown since its inception was -97.04%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for DIG and MSFT.
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Drawdown Indicators
| DIG | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.04% | -69.38% | -27.66% |
Max Drawdown (1Y)Largest decline over 1 year | -35.40% | -33.91% | -1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -46.02% | -37.15% | -8.87% |
Max Drawdown (10Y)Largest decline over 10 years | -92.53% | -37.15% | -55.38% |
Current DrawdownCurrent decline from peak | -45.64% | -31.43% | -14.21% |
Average DrawdownAverage peak-to-trough decline | -64.48% | -21.77% | -42.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.30% | 12.46% | +4.84% |
Volatility
DIG vs. MSFT - Volatility Comparison
ProShares Ultra Oil & Gas (DIG) has a higher volatility of 9.86% compared to Microsoft Corporation (MSFT) at 6.48%. This indicates that DIG's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIG | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.86% | 6.48% | +3.38% |
Volatility (6M)Calculated over the trailing 6-month period | 27.64% | 19.15% | +8.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.37% | 26.46% | +22.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.66% | 26.19% | +25.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.59% | 26.89% | +30.70% |