EXP vs. DIG
Compare and contrast key facts about Eagle Materials Inc. (EXP) and ProShares Ultra Oil & Gas (DIG).
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: EXP or DIG.
Key characteristics
| EXP | DIG | |
|---|---|---|
| YTD Return | 28.86% | 19.72% |
| 1Y Return | 67.83% | 35.06% |
| 3Y Return (Ann) | 23.34% | 43.48% |
| 5Y Return (Ann) | 24.22% | 6.78% |
| 10Y Return (Ann) | 12.68% | -5.88% |
| Sharpe Ratio | 2.93 | 0.86 |
| Daily Std Dev | 25.26% | 37.02% |
| Max Drawdown | -79.52% | -97.04% |
| Current Drawdown | -3.91% | -65.39% |
Correlation
The correlation between EXP and DIG 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
EXP vs. DIG - Performance Comparison
In the year-to-date period, EXP achieves a 28.86% return, which is significantly higher than DIG's 19.72% return. Over the past 10 years, EXP has outperformed DIG with an annualized return of 12.68%, while DIG has yielded a comparatively lower -5.88% 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
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.
Dividends
EXP vs. DIG - Dividend Comparison
EXP's dividend yield for the trailing twelve months is around 0.38%, less than DIG's 1.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXP Eagle Materials Inc. | 0.38% | 0.49% | 0.75% | 0.45% | 0.10% | 0.44% | 0.66% | 0.35% | 0.41% | 0.66% | 0.53% | 0.52% |
DIG ProShares Ultra Oil & Gas | 1.05% | 0.61% | 1.33% | 2.24% | 3.18% | 2.72% | 2.30% | 1.76% | 1.09% | 1.56% | 0.87% | 0.43% |
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.
Volatility
EXP vs. DIG - Volatility Comparison
The current volatility for Eagle Materials Inc. (EXP) is 8.55%, while ProShares Ultra Oil & Gas (DIG) has a volatility of 9.23%. This indicates that EXP experiences smaller price fluctuations and is considered to be less risky than DIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.