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FAST vs. USD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FAST vs. USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fastenal Company (FAST) and ProShares Ultra Semiconductors (USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FAST achieves a 17.03% return, which is significantly lower than USD's 114.00% return. Over the past 10 years, FAST has underperformed USD with an annualized return of 17.99%, while USD has yielded a comparatively higher 62.16% annualized return.


FAST

1D
3.87%
1M
3.52%
YTD
17.03%
6M
13.94%
1Y
15.16%
3Y*
21.74%
5Y*
14.57%
10Y*
17.99%

USD

1D
-1.14%
1M
44.53%
YTD
114.00%
6M
111.06%
1Y
274.62%
3Y*
127.67%
5Y*
69.52%
10Y*
62.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FAST vs. USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAST
Fastenal Company
17.03%13.98%13.53%41.31%-24.34%34.06%36.60%45.08%-1.61%19.66%
USD
ProShares Ultra Semiconductors
114.00%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-26.88%81.72%

Correlation

The correlation between FAST and USD is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.18

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

0.34

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

0.39

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2007

0.46

Over the past year, the correlation between FAST and USD has dropped to 0.06 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.

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Return for Risk

FAST vs. USD — Risk / Return Rank

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

FAST
FAST Risk / Return Rank: 5555
Overall Rank
FAST Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FAST Sortino Ratio Rank: 5353
Sortino Ratio Rank
FAST Omega Ratio Rank: 5252
Omega Ratio Rank
FAST Calmar Ratio Rank: 5555
Calmar Ratio Rank
FAST Martin Ratio Rank: 5555
Martin Ratio Rank

USD
USD Risk / Return Rank: 9090
Overall Rank
USD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
USD Sortino Ratio Rank: 8383
Sortino Ratio Rank
USD Omega Ratio Rank: 8383
Omega Ratio Rank
USD Calmar Ratio Rank: 9595
Calmar Ratio Rank
USD Martin Ratio Rank: 9393
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.

FAST vs. USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fastenal Company (FAST) and ProShares Ultra Semiconductors (USD). 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.


FASTUSDDifference
Sharpe ratioReturn per unit of total volatility

-3.92

Sortino ratioReturn per unit of downside risk

-2.82

Omega ratioGain probability vs. loss probability

1.13

1.51

-0.39

Calmar ratioReturn relative to maximum drawdown

0.70

8.70

-8.00

Martin ratioReturn relative to average drawdown

1.39

25.16

-23.77

FAST vs. USD - Sharpe Ratio Comparison

The current FAST Sharpe Ratio is 0.61, which is lower than the USD Sharpe Ratio of 4.53. The chart below compares the historical Sharpe Ratios of FAST and USD, 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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Sharpe Ratios by Period


FASTUSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

4.53

-3.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.91

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.90

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.49

+0.04

Drawdowns

FAST vs. USD - Drawdown Comparison

The maximum FAST drawdown since its inception was -63.43%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for FAST and USD.


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Drawdown Indicators


FASTUSDDifference

Max Drawdown

Largest peak-to-trough decline

-63.43%

-88.63%

+25.20%

Max Drawdown (1Y)

Largest decline over 1 year

-21.90%

-31.80%

+9.90%

Max Drawdown (3Y)

Largest decline over 3 years

-21.90%

-64.46%

+42.56%

Max Drawdown (5Y)

Largest decline over 5 years

-30.71%

-77.85%

+47.14%

Max Drawdown (10Y)

Largest decline over 10 years

-30.71%

-77.85%

+47.14%

Current Drawdown

Current decline from peak

-6.31%

-1.14%

-5.17%

Average Drawdown

Average peak-to-trough decline

-12.17%

-32.35%

+20.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.92%

10.97%

-0.05%

Volatility

FAST vs. USD - Volatility Comparison

The current volatility for Fastenal Company (FAST) is 6.18%, while ProShares Ultra Semiconductors (USD) has a volatility of 20.36%. This indicates that FAST experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FASTUSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

20.36%

-14.18%

Volatility (6M)

Calculated over the trailing 6-month period

19.34%

46.39%

-27.05%

Volatility (1Y)

Calculated over the trailing 1-year period

24.85%

61.22%

-36.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.29%

76.55%

-52.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.77%

69.23%

-42.46%

Dividends

FAST vs. USD - Dividend Comparison

FAST's dividend yield for the trailing twelve months is around 1.98%, more than USD's 0.21% yield.


PositionTTM20252024202320222021202020192018201720162015
FAST
Fastenal Company
1.98%2.18%2.17%2.75%2.62%1.75%2.87%2.35%2.95%2.34%2.55%2.74%
USD
ProShares Ultra Semiconductors
0.21%0.39%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%0.46%0.39%

Frequently Asked Questions


FAST and USD have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USD has higher volatility (20.36%) compared to FAST (6.18%). In terms of maximum drawdown, FAST dropped -63.43% vs USD's -88.63%.

USD currently has the higher Sharpe Ratio (4.53 vs 0.61), 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

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