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GMOM vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GMOM vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Global Momentum ETF (GMOM) and ProShares UltraShort Yen (YCS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GMOM achieves a 11.55% return, which is significantly higher than YCS's 7.17% return. Over the past 10 years, GMOM has underperformed YCS with an annualized return of 7.69%, while YCS has yielded a comparatively higher 12.34% annualized return.


GMOM

1D
-0.57%
1M
0.88%
YTD
11.55%
6M
13.63%
1Y
29.29%
3Y*
13.75%
5Y*
7.01%
10Y*
7.69%

YCS

1D
0.17%
1M
4.42%
YTD
7.17%
6M
10.05%
1Y
32.82%
3Y*
19.84%
5Y*
23.54%
10Y*
12.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GMOM vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GMOM
Cambria Global Momentum ETF
11.55%20.63%6.75%0.65%-2.82%19.13%2.42%8.24%-9.61%20.67%
YCS
ProShares UltraShort Yen
7.17%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%-1.49%-6.57%

Correlation

The correlation between GMOM and YCS is -0.29, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.29

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

-0.19

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

-0.13

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

-0.06

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2014

-0.03

Over the past year, the inverse relationship between GMOM and YCS has strengthened: their correlation has moved from -0.03 to -0.29, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

GMOM vs. YCS — Risk / Return Rank

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

GMOM
GMOM Risk / Return Rank: 6363
Overall Rank
GMOM Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
GMOM Sortino Ratio Rank: 6060
Sortino Ratio Rank
GMOM Omega Ratio Rank: 6464
Omega Ratio Rank
GMOM Calmar Ratio Rank: 6161
Calmar Ratio Rank
GMOM Martin Ratio Rank: 6666
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 6161
Overall Rank
YCS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 4949
Sortino Ratio Rank
YCS Omega Ratio Rank: 5656
Omega Ratio Rank
YCS Calmar Ratio Rank: 7878
Calmar Ratio Rank
YCS Martin Ratio Rank: 6767
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.

GMOM vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Global Momentum ETF (GMOM) and ProShares UltraShort Yen (YCS). 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.


GMOMYCSDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.39

1.35

+0.04

Calmar ratioReturn relative to maximum drawdown

3.07

3.97

-0.90

Martin ratioReturn relative to average drawdown

12.03

12.40

-0.36

GMOM vs. YCS - Sharpe Ratio Comparison

The current GMOM Sharpe Ratio is 2.16, which is comparable to the YCS Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of GMOM and YCS, 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


GMOMYCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

1.92

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

1.12

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.65

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.33

+0.16

Drawdowns

GMOM vs. YCS - Drawdown Comparison

The maximum GMOM drawdown since its inception was -25.03%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for GMOM and YCS.


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Drawdown Indicators


GMOMYCSDifference

Max Drawdown

Largest peak-to-trough decline

-25.03%

-49.56%

+24.53%

Max Drawdown (1Y)

Largest decline over 1 year

-9.57%

-8.30%

-1.27%

Max Drawdown (3Y)

Largest decline over 3 years

-13.73%

-23.05%

+9.32%

Max Drawdown (5Y)

Largest decline over 5 years

-19.16%

-27.32%

+8.16%

Max Drawdown (10Y)

Largest decline over 10 years

-25.03%

-27.32%

+2.29%

Current Drawdown

Current decline from peak

-2.09%

0.00%

-2.09%

Average Drawdown

Average peak-to-trough decline

-7.81%

-19.93%

+12.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.66%

-0.22%

Volatility

GMOM vs. YCS - Volatility Comparison

Cambria Global Momentum ETF (GMOM) has a higher volatility of 3.29% compared to ProShares UltraShort Yen (YCS) at 2.75%. This indicates that GMOM's price experiences larger fluctuations and is considered to be riskier than YCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GMOMYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.29%

2.75%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

11.18%

12.32%

-1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

13.61%

17.27%

-3.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

21.10%

-6.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.82%

19.01%

-6.19%

GMOM vs. YCS - Expense Ratio Comparison

GMOM has a 0.96% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

GMOM vs. YCS - Dividend Comparison

GMOM's dividend yield for the trailing twelve months is around 1.58%, while YCS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GMOM
Cambria Global Momentum ETF
1.58%3.01%2.16%3.63%2.52%3.42%1.24%2.60%1.90%2.05%1.77%1.88%
YCS
ProShares UltraShort Yen
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GMOM and YCS have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GMOM has higher volatility (3.29%) compared to YCS (2.75%). In terms of maximum drawdown, GMOM dropped -25.03% vs YCS's -49.56%.

On 10-year performance, YCS leads with 12.34% vs 7.69% for GMOM. On fees, GMOM is cheaper at 0.96% per year. On volatility, YCS has been the lower-risk option at 2.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, YCS has performed better with a 12.34% return vs 7.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GMOM is cheaper with a 0.96% expense ratio, compared with 1.00% for YCS.

GMOM has the higher dividend yield at 1.58%, compared with 0.00% for YCS.

GMOM is categorized as Momentum, while YCS is Leveraged Currency. They also come from different issuers: Cambria and ProShares. Their fees differ too: 0.96% for GMOM and 1.00% for YCS.

GMOM currently has the higher Sharpe Ratio (2.16 vs 1.92), 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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