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GLO vs. UPRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GLO and UPRO is 0.68, 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.


-0.50.00.51.00.7

Performance

GLO vs. UPRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Clough Global Opportunities Fund (GLO) and ProShares UltraPro S&P 500 (UPRO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
3.67%
14.23%
GLO
UPRO

Key characteristics

Sharpe Ratio

GLO:

1.37

UPRO:

1.41

Sortino Ratio

GLO:

1.98

UPRO:

1.87

Omega Ratio

GLO:

1.26

UPRO:

1.25

Calmar Ratio

GLO:

0.40

UPRO:

2.21

Martin Ratio

GLO:

7.74

UPRO:

8.09

Ulcer Index

GLO:

2.55%

UPRO:

6.65%

Daily Std Dev

GLO:

14.38%

UPRO:

38.28%

Max Drawdown

GLO:

-60.35%

UPRO:

-76.82%

Current Drawdown

GLO:

-39.01%

UPRO:

-6.39%

Returns By Period

In the year-to-date period, GLO achieves a 4.10% return, which is significantly lower than UPRO's 4.86% return. Over the past 10 years, GLO has underperformed UPRO with an annualized return of 2.99%, while UPRO has yielded a comparatively higher 23.35% annualized return.


GLO

YTD

4.10%

1M

-1.31%

6M

3.67%

1Y

18.04%

5Y*

-0.98%

10Y*

2.99%

UPRO

YTD

4.86%

1M

-4.35%

6M

14.23%

1Y

44.58%

5Y*

20.02%

10Y*

23.35%

*Annualized

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Risk-Adjusted Performance

GLO vs. UPRO — Risk-Adjusted Performance Rank

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

GLO
The Risk-Adjusted Performance Rank of GLO is 7979
Overall Rank
The Sharpe Ratio Rank of GLO is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of GLO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of GLO is 7878
Omega Ratio Rank
The Calmar Ratio Rank of GLO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of GLO is 8888
Martin Ratio Rank

UPRO
The Risk-Adjusted Performance Rank of UPRO is 6262
Overall Rank
The Sharpe Ratio Rank of UPRO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of UPRO is 5555
Sortino Ratio Rank
The Omega Ratio Rank of UPRO is 5959
Omega Ratio Rank
The Calmar Ratio Rank of UPRO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of UPRO is 6969
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.

GLO vs. UPRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Clough Global Opportunities Fund (GLO) and ProShares UltraPro S&P 500 (UPRO). 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.


Sharpe ratio
The chart of Sharpe ratio for GLO, currently valued at 1.37, compared to the broader market-2.000.002.001.371.41
The chart of Sortino ratio for GLO, currently valued at 1.98, compared to the broader market-4.00-2.000.002.004.006.001.981.87
The chart of Omega ratio for GLO, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.25
The chart of Calmar ratio for GLO, currently valued at 0.40, compared to the broader market0.002.004.006.000.402.21
The chart of Martin ratio for GLO, currently valued at 7.74, compared to the broader market-10.000.0010.0020.0030.007.748.09
GLO
UPRO

The current GLO Sharpe Ratio is 1.37, which is comparable to the UPRO Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of GLO and UPRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
1.37
1.41
GLO
UPRO

Dividends

GLO vs. UPRO - Dividend Comparison

GLO's dividend yield for the trailing twelve months is around 11.09%, more than UPRO's 0.88% yield.


TTM20242023202220212020201920182017201620152014
GLO
Clough Global Opportunities Fund
11.09%11.25%12.26%22.25%12.29%9.72%11.10%14.50%10.12%12.63%11.49%11.00%
UPRO
ProShares UltraPro S&P 500
0.88%0.93%0.74%0.52%0.06%0.11%0.41%0.63%0.00%0.12%0.34%0.22%

Drawdowns

GLO vs. UPRO - Drawdown Comparison

The maximum GLO drawdown since its inception was -60.35%, smaller than the maximum UPRO drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for GLO and UPRO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-39.01%
-6.39%
GLO
UPRO

Volatility

GLO vs. UPRO - Volatility Comparison

The current volatility for Clough Global Opportunities Fund (GLO) is 3.90%, while ProShares UltraPro S&P 500 (UPRO) has a volatility of 10.19%. This indicates that GLO experiences smaller price fluctuations and is considered to be less risky than UPRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
3.90%
10.19%
GLO
UPRO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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