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DRIP vs. BOIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRIP vs. BOIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) and ProShares Ultra Bloomberg Natural Gas (BOIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with DRIP having a -41.20% return and BOIL slightly higher at -41.05%. Over the past 10 years, DRIP has outperformed BOIL with an annualized return of -42.06%, while BOIL has yielded a comparatively lower -57.84% annualized return.


DRIP

1D
-0.94%
1M
18.92%
YTD
-41.20%
6M
-40.68%
1Y
-42.23%
3Y*
-27.26%
5Y*
-38.71%
10Y*
-42.06%

BOIL

1D
-4.80%
1M
5.97%
YTD
-41.05%
6M
-46.24%
1Y
-75.60%
3Y*
-66.48%
5Y*
-66.38%
10Y*
-57.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRIP vs. BOIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DRIP
Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares
-41.20%-14.81%1.27%-17.24%-73.57%-79.74%-42.76%-36.11%49.62%-9.05%
BOIL
ProShares Ultra Bloomberg Natural Gas
-41.05%-58.98%-60.75%-92.00%-31.85%23.84%-74.74%-67.70%-20.55%-65.72%

Correlation

The correlation between DRIP and BOIL is -0.28, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.28

Correlation (3Y)
Calculated over the trailing 3-year period

-0.26

Correlation (5Y)
Calculated over the trailing 5-year period

-0.27

Correlation (10Y)
Calculated over the trailing 10-year period

-0.21

Correlation (All Time)
Calculated using the full available price history since May 29, 2015

-0.21

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Return for Risk

DRIP vs. BOIL — Risk / Return Rank

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

DRIP
DRIP Risk / Return Rank: 33
Overall Rank
DRIP Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DRIP Sortino Ratio Rank: 33
Sortino Ratio Rank
DRIP Omega Ratio Rank: 44
Omega Ratio Rank
DRIP Calmar Ratio Rank: 33
Calmar Ratio Rank
DRIP Martin Ratio Rank: 33
Martin Ratio Rank

BOIL
BOIL Risk / Return Rank: 33
Overall Rank
BOIL Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BOIL Sortino Ratio Rank: 44
Sortino Ratio Rank
BOIL Omega Ratio Rank: 33
Omega Ratio Rank
BOIL Calmar Ratio Rank: 11
Calmar Ratio Rank
BOIL Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DRIP vs. BOIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) and ProShares Ultra Bloomberg Natural Gas (BOIL). 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.


DRIPBOILDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

0.90

0.89

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.68

-0.98

+0.30

Martin ratioReturn relative to average drawdown

-1.25

-1.36

+0.10

DRIP vs. BOIL - Sharpe Ratio Comparison

The current DRIP Sharpe Ratio is -0.75, which is comparable to the BOIL Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of DRIP and BOIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DRIP vs. BOIL - Drawdown Comparison

The maximum DRIP drawdown since its inception was -99.95%, roughly equal to the maximum BOIL drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for DRIP and BOIL.


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Drawdown Indicators


DRIPBOILDifference

Max Drawdown

Largest peak-to-trough decline

-99.95%

-100.00%

+0.05%

Max Drawdown (1Y)

Largest decline over 1 year

-62.18%

-77.43%

+15.25%

Max Drawdown (3Y)

Largest decline over 3 years

-76.02%

-96.86%

+20.84%

Max Drawdown (5Y)

Largest decline over 5 years

-96.24%

-99.91%

+3.67%

Max Drawdown (10Y)

Largest decline over 10 years

-99.92%

-99.99%

+0.07%

Current Drawdown

Current decline from peak

-99.93%

-100.00%

+0.07%

Average Drawdown

Average peak-to-trough decline

-90.46%

-93.59%

+3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.75%

56.83%

-23.08%

Volatility

DRIP vs. BOIL - Volatility Comparison

The current volatility for Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) is 18.04%, while ProShares Ultra Bloomberg Natural Gas (BOIL) has a volatility of 23.63%. This indicates that DRIP experiences smaller price fluctuations and is considered to be less risky than BOIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRIPBOILDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.04%

23.63%

-5.59%

Volatility (6M)

Calculated over the trailing 6-month period

43.68%

104.46%

-60.78%

Volatility (1Y)

Calculated over the trailing 1-year period

56.75%

113.44%

-56.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.37%

118.97%

-50.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

96.33%

101.84%

-5.51%

DRIP vs. BOIL - Expense Ratio Comparison

DRIP has a 1.07% expense ratio, which is lower than BOIL's 1.31% expense ratio.


Dividends

DRIP vs. BOIL - Dividend Comparison

DRIP's dividend yield for the trailing twelve months is around 3.36%, while BOIL has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
BOIL
ProShares Ultra Bloomberg Natural Gas
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DRIP
Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares
3.36%2.86%4.38%5.09%0.00%0.00%0.01%0.96%0.58%

Frequently Asked Questions


DRIP and BOIL have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BOIL has higher volatility (23.63%) compared to DRIP (18.04%). In terms of maximum drawdown, DRIP dropped -99.95% vs BOIL's -100.00%.

On 10-year performance, DRIP leads with -42.06% vs -57.84% for BOIL. On fees, DRIP is cheaper at 1.07% per year. On volatility, DRIP has been the lower-risk option at 18.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DRIP has performed better with a -42.06% return vs -57.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DRIP is cheaper with a 1.07% expense ratio, compared with 1.31% for BOIL.

DRIP has the higher dividend yield at 3.36%, compared with 0.00% for BOIL.

DRIP is categorized as Leveraged Equities, while BOIL is Oil & Gas. DRIP tracks S&P Oil & Gas Exploration & Production Select Industry Index (-300%), while BOIL tracks Bloomberg Natural Gas Subindex. They also come from different issuers: Direxion and ProShares. Their fees differ too: 1.07% for DRIP and 1.31% for BOIL.

BOIL currently has the higher Sharpe Ratio (-0.67 vs -0.75), 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.

Portfolio Optimizer

Find the right allocation for DRIP and BOIL

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