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EXP vs. DIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EXP and DIG is 0.61, 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

EXP vs. DIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eagle Materials Inc. (EXP) and ProShares Ultra Oil & Gas (DIG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

EXP:

-0.31

DIG:

-0.57

Sortino Ratio

EXP:

-0.43

DIG:

-0.58

Omega Ratio

EXP:

0.95

DIG:

0.92

Calmar Ratio

EXP:

-0.46

DIG:

-0.39

Martin Ratio

EXP:

-0.88

DIG:

-1.81

Ulcer Index

EXP:

18.11%

DIG:

16.62%

Daily Std Dev

EXP:

35.77%

DIG:

50.30%

Max Drawdown

EXP:

-79.52%

DIG:

-97.04%

Current Drawdown

EXP:

-31.75%

DIG:

-75.19%

Returns By Period

The year-to-date returns for both stocks are quite close, with EXP having a -12.87% return and DIG slightly lower at -12.98%. Over the past 10 years, EXP has outperformed DIG with an annualized return of 10.42%, while DIG has yielded a comparatively lower -5.60% annualized return.


EXP

YTD

-12.87%

1M

2.82%

6M

-28.33%

1Y

-11.01%

3Y*

21.49%

5Y*

27.28%

10Y*

10.42%

DIG

YTD

-12.98%

1M

5.77%

6M

-30.81%

1Y

-28.46%

3Y*

-5.22%

5Y*

28.65%

10Y*

-5.60%

*Annualized

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Eagle Materials Inc.

ProShares Ultra Oil & Gas

Risk-Adjusted Performance

EXP vs. DIG — Risk-Adjusted Performance Rank

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

EXP
The Risk-Adjusted Performance Rank of EXP is 2727
Overall Rank
The Sharpe Ratio Rank of EXP is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of EXP is 2424
Sortino Ratio Rank
The Omega Ratio Rank of EXP is 2525
Omega Ratio Rank
The Calmar Ratio Rank of EXP is 2121
Calmar Ratio Rank
The Martin Ratio Rank of EXP is 3030
Martin Ratio Rank

DIG
The Risk-Adjusted Performance Rank of DIG is 33
Overall Rank
The Sharpe Ratio Rank of DIG is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of DIG is 44
Sortino Ratio Rank
The Omega Ratio Rank of DIG is 33
Omega Ratio Rank
The Calmar Ratio Rank of DIG is 33
Calmar Ratio Rank
The Martin Ratio Rank of DIG is 00
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.

EXP vs. DIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Materials Inc. (EXP) and ProShares Ultra Oil & Gas (DIG). 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 EXP Sharpe Ratio is -0.31, which is higher than the DIG Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of EXP and DIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

EXP vs. DIG - Dividend Comparison

EXP's dividend yield for the trailing twelve months is around 0.47%, less than DIG's 3.69% yield.


TTM20242023202220212020201920182017201620152014
EXP
Eagle Materials Inc.
0.47%0.41%0.49%0.75%0.45%0.10%0.44%0.66%0.35%0.41%0.66%0.53%
DIG
ProShares Ultra Oil & Gas
3.69%3.13%0.61%1.33%2.24%3.19%2.72%2.30%1.76%1.09%1.56%0.87%

Drawdowns

EXP vs. DIG - Drawdown Comparison

The maximum EXP drawdown since its inception was -79.52%, smaller than the maximum DIG drawdown of -97.04%. Use the drawdown chart below to compare losses from any high point for EXP and DIG. For additional features, visit the drawdowns tool.


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Volatility

EXP vs. DIG - Volatility Comparison

Eagle Materials Inc. (EXP) has a higher volatility of 12.63% compared to ProShares Ultra Oil & Gas (DIG) at 11.82%. This indicates that EXP's price experiences larger fluctuations and is considered to be riskier than DIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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