EZJ vs. YCL

The year-to-date returns for both stocks are quite close, with EZJ having a 16.04% return and YCL slightly lower at 15.53%. Over the past 10 years, EZJ has outperformed YCL with an annualized return of 3.09%, while YCL has yielded a comparatively lower -7.66% annualized return.

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Both EZJ and YCL have an expense ratio of 0.95%.

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra MSCI Japan (EZJ) and ProShares Ultra Yen (YCL). 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 EZJ Sharpe Ratio is 0.25, which is lower than the YCL Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of EZJ and YCL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EZJ's dividend yield for the trailing twelve months is around 1.78%, while YCL has not paid dividends to shareholders.

The maximum EZJ drawdown since its inception was -58.63%, smaller than the maximum YCL drawdown of -86.82%. Use the drawdown chart below to compare losses from any high point for EZJ and YCL.

ProShares Ultra MSCI Japan (EZJ) and ProShares Ultra Yen (YCL) have volatilities of 8.98% and 8.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.