PortfoliosLab logoPortfoliosLab logo
FAS vs. UCC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FAS vs. UCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Financial Bull 3X Shares (FAS) and ProShares Ultra Consumer Services (UCC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FAS achieves a -13.50% return, which is significantly lower than UCC's -8.62% return. Over the past 10 years, FAS has outperformed UCC with an annualized return of 21.20%, while UCC has yielded a comparatively lower 13.99% annualized return.


FAS

1D
4.15%
1M
10.95%
YTD
-13.50%
6M
-13.89%
1Y
7.93%
3Y*
38.21%
5Y*
7.30%
10Y*
21.20%

UCC

1D
0.57%
1M
-4.37%
YTD
-8.62%
6M
-10.29%
1Y
12.48%
3Y*
14.37%
5Y*
-0.24%
10Y*
13.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FAS vs. UCC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAS
Direxion Daily Financial Bull 3X Shares
-13.50%21.48%84.47%14.92%-43.19%116.59%-34.97%113.04%-33.84%67.37%
UCC
ProShares Ultra Consumer Services
-8.62%2.21%44.24%61.67%-57.59%20.92%46.55%53.76%-4.94%42.05%

Correlation

The correlation between FAS and UCC is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

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

0.56

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

0.64

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

0.60

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2008

0.64

The correlation between FAS and UCC has been stable across timeframes, ranging from 0.54 to 0.64 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

FAS vs. UCC — Risk / Return Rank

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

FAS
FAS Risk / Return Rank: 1111
Overall Rank
FAS Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
FAS Sortino Ratio Rank: 1111
Sortino Ratio Rank
FAS Omega Ratio Rank: 1212
Omega Ratio Rank
FAS Calmar Ratio Rank: 1010
Calmar Ratio Rank
FAS Martin Ratio Rank: 1010
Martin Ratio Rank

UCC
UCC Risk / Return Rank: 1414
Overall Rank
UCC Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
UCC Sortino Ratio Rank: 1515
Sortino Ratio Rank
UCC Omega Ratio Rank: 1515
Omega Ratio Rank
UCC Calmar Ratio Rank: 1414
Calmar Ratio Rank
UCC Martin Ratio Rank: 1414
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.

FAS vs. UCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Financial Bull 3X Shares (FAS) and ProShares Ultra Consumer Services (UCC). 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.


FASUCCDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.04

1.08

-0.03

Calmar ratioReturn relative to maximum drawdown

0.03

0.35

-0.32

Martin ratioReturn relative to average drawdown

0.08

0.97

-0.89

FAS vs. UCC - Sharpe Ratio Comparison

The current FAS Sharpe Ratio is 0.03, which is lower than the UCC Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of FAS and UCC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FAS vs. UCC - Drawdown Comparison

The maximum FAS drawdown since its inception was -91.61%, which is greater than UCC's maximum drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for FAS and UCC.


Loading charts...

Drawdown Indicators


FASUCCDifference

Max Drawdown

Largest peak-to-trough decline

-91.61%

-83.05%

-8.56%

Max Drawdown (1Y)

Largest decline over 1 year

-40.88%

-29.14%

-11.74%

Max Drawdown (3Y)

Largest decline over 3 years

-43.10%

-48.01%

+4.91%

Max Drawdown (5Y)

Largest decline over 5 years

-66.88%

-61.77%

-5.11%

Max Drawdown (10Y)

Largest decline over 10 years

-85.99%

-61.77%

-24.22%

Current Drawdown

Current decline from peak

-20.63%

-18.41%

-2.22%

Average Drawdown

Average peak-to-trough decline

-31.12%

-21.80%

-9.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.97%

10.45%

+7.52%

Volatility

FAS vs. UCC - Volatility Comparison

Direxion Daily Financial Bull 3X Shares (FAS) and ProShares Ultra Consumer Services (UCC) have volatilities of 12.45% and 12.41%, 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.


Loading charts...

Volatility by Period


FASUCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.45%

12.41%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

33.46%

27.05%

+6.41%

Volatility (1Y)

Calculated over the trailing 1-year period

43.61%

36.41%

+7.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.59%

43.70%

+11.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.33%

40.68%

+20.65%

FAS vs. UCC - Expense Ratio Comparison

FAS has a 1.00% expense ratio, which is higher than UCC's 0.95% expense ratio.


Dividends

FAS vs. UCC - Dividend Comparison

FAS's dividend yield for the trailing twelve months is around 9.64%, more than UCC's 1.18% yield.


PositionTTM20252024202320222021202020192018201720162015
FAS
Direxion Daily Financial Bull 3X Shares
9.64%8.21%0.76%1.77%0.91%0.60%0.47%0.62%1.43%0.11%0.00%0.00%
UCC
ProShares Ultra Consumer Services
1.18%1.10%0.17%0.04%0.25%0.00%0.02%0.17%0.18%0.14%0.21%0.14%

Frequently Asked Questions


FAS and UCC have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FAS has higher volatility (12.45%) compared to UCC (12.41%). In terms of maximum drawdown, FAS dropped -91.61% vs UCC's -83.05%.

On 10-year performance, FAS leads with 21.20% vs 13.99% for UCC. On fees, UCC is cheaper at 0.95% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FAS has performed better with a 21.20% return vs 13.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UCC is cheaper with a 0.95% expense ratio, compared with 1.00% for FAS.

FAS has the higher dividend yield at 9.64%, compared with 1.18% for UCC.

FAS tracks Russell 1000 Financial Services Index (300%), while UCC tracks Dow Jones U.S. Consumer Services Index (200%). They also come from different issuers: Direxion and ProShares. Their fees differ too: 1.00% for FAS and 0.95% for UCC.

UCC currently has the higher Sharpe Ratio (0.28 vs 0.03), 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 FAS and UCC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer