PortfoliosLab logo
DOG vs. UDOW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DOG and UDOW is -0.92. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

DOG vs. UDOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short Dow30 (DOG) and ProShares UltraPro Dow30 (UDOW). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

DOG:

-0.14

UDOW:

0.09

Sortino Ratio

DOG:

-0.15

UDOW:

0.57

Omega Ratio

DOG:

0.98

UDOW:

1.08

Calmar Ratio

DOG:

-0.04

UDOW:

0.16

Martin Ratio

DOG:

-0.44

UDOW:

0.46

Ulcer Index

DOG:

7.30%

UDOW:

15.25%

Daily Std Dev

DOG:

17.20%

UDOW:

51.36%

Max Drawdown

DOG:

-92.08%

UDOW:

-80.29%

Current Drawdown

DOG:

-91.56%

UDOW:

-22.80%

Returns By Period

In the year-to-date period, DOG achieves a 0.26% return, which is significantly higher than UDOW's -7.66% return. Over the past 10 years, DOG has underperformed UDOW with an annualized return of -10.29%, while UDOW has yielded a comparatively higher 17.20% annualized return.


DOG

YTD

0.26%

1M

-6.74%

6M

2.96%

1Y

-2.46%

5Y*

-11.11%

10Y*

-10.29%

UDOW

YTD

-7.66%

1M

22.36%

6M

-14.30%

1Y

4.34%

5Y*

29.20%

10Y*

17.20%

*Annualized

Compare stocks, funds, or ETFs

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


DOG vs. UDOW - Expense Ratio Comparison

Both DOG and UDOW have an expense ratio of 0.95%.


Risk-Adjusted Performance

DOG vs. UDOW — Risk-Adjusted Performance Rank

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

DOG
The Risk-Adjusted Performance Rank of DOG is 1111
Overall Rank
The Sharpe Ratio Rank of DOG is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of DOG is 1010
Sortino Ratio Rank
The Omega Ratio Rank of DOG is 99
Omega Ratio Rank
The Calmar Ratio Rank of DOG is 1414
Calmar Ratio Rank
The Martin Ratio Rank of DOG is 1010
Martin Ratio Rank

UDOW
The Risk-Adjusted Performance Rank of UDOW is 2727
Overall Rank
The Sharpe Ratio Rank of UDOW is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of UDOW is 3333
Sortino Ratio Rank
The Omega Ratio Rank of UDOW is 3333
Omega Ratio Rank
The Calmar Ratio Rank of UDOW is 2626
Calmar Ratio Rank
The Martin Ratio Rank of UDOW is 2323
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DOG vs. UDOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short Dow30 (DOG) and ProShares UltraPro Dow30 (UDOW). 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.


The current DOG Sharpe Ratio is -0.14, which is lower than the UDOW Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of DOG and UDOW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

DOG vs. UDOW - Dividend Comparison

DOG's dividend yield for the trailing twelve months is around 5.23%, more than UDOW's 1.24% yield.


TTM20242023202220212020201920182017201620152014
DOG
ProShares Short Dow30
5.23%5.72%4.54%0.41%0.00%0.14%1.54%0.86%0.03%0.00%0.00%0.00%
UDOW
ProShares UltraPro Dow30
1.24%0.95%0.95%0.83%0.26%0.19%0.61%0.73%0.13%0.67%0.21%0.46%

Drawdowns

DOG vs. UDOW - Drawdown Comparison

The maximum DOG drawdown since its inception was -92.08%, which is greater than UDOW's maximum drawdown of -80.29%. Use the drawdown chart below to compare losses from any high point for DOG and UDOW. For additional features, visit the drawdowns tool.


Loading data...

Volatility

DOG vs. UDOW - Volatility Comparison

The current volatility for ProShares Short Dow30 (DOG) is 5.59%, while ProShares UltraPro Dow30 (UDOW) has a volatility of 16.57%. This indicates that DOG experiences smaller price fluctuations and is considered to be less risky than UDOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...