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

Correlation

The correlation between GOAU and UPRO is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

GOAU vs. UPRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Global GO GOLD and Precious Metal Miners ETF (GOAU) and ProShares UltraPro S&P 500 (UPRO). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
1.06%
21.10%
GOAU
UPRO

Key characteristics

Sharpe Ratio

GOAU:

0.32

UPRO:

1.99

Sortino Ratio

GOAU:

0.65

UPRO:

2.41

Omega Ratio

GOAU:

1.08

UPRO:

1.33

Calmar Ratio

GOAU:

0.23

UPRO:

2.30

Martin Ratio

GOAU:

1.20

UPRO:

11.97

Ulcer Index

GOAU:

8.32%

UPRO:

6.19%

Daily Std Dev

GOAU:

31.13%

UPRO:

37.26%

Max Drawdown

GOAU:

-55.41%

UPRO:

-76.82%

Current Drawdown

GOAU:

-23.60%

UPRO:

-6.24%

Returns By Period

In the year-to-date period, GOAU achieves a 12.12% return, which is significantly lower than UPRO's 71.63% return.


GOAU

YTD

12.12%

1M

-11.34%

6M

1.06%

1Y

9.98%

5Y*

2.81%

10Y*

N/A

UPRO

YTD

71.63%

1M

-0.71%

6M

22.45%

1Y

73.05%

5Y*

22.42%

10Y*

23.81%

Compare stocks, funds, or ETFs

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


GOAU vs. UPRO - Expense Ratio Comparison

GOAU has a 0.60% expense ratio, which is lower than UPRO's 0.92% expense ratio.


UPRO
ProShares UltraPro S&P 500
Expense ratio chart for UPRO: current value at 0.92% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.92%
Expense ratio chart for GOAU: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

GOAU vs. UPRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for US Global GO GOLD and Precious Metal Miners ETF (GOAU) 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 GOAU, currently valued at 0.32, compared to the broader market0.002.004.000.321.96
The chart of Sortino ratio for GOAU, currently valued at 0.65, compared to the broader market-2.000.002.004.006.008.0010.000.652.39
The chart of Omega ratio for GOAU, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.33
The chart of Calmar ratio for GOAU, currently valued at 0.23, compared to the broader market0.005.0010.0015.000.232.27
The chart of Martin ratio for GOAU, currently valued at 1.20, compared to the broader market0.0020.0040.0060.0080.00100.001.2011.79
GOAU
UPRO

The current GOAU Sharpe Ratio is 0.32, which is lower than the UPRO Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of GOAU 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.32
1.96
GOAU
UPRO

Dividends

GOAU vs. UPRO - Dividend Comparison

GOAU has not paid dividends to shareholders, while UPRO's dividend yield for the trailing twelve months is around 0.88%.


TTM20232022202120202019201820172016201520142013
GOAU
US Global GO GOLD and Precious Metal Miners ETF
0.00%0.99%1.55%1.28%0.74%0.16%0.47%0.13%0.00%0.00%0.00%0.00%
UPRO
ProShares UltraPro S&P 500
0.88%0.74%0.52%0.06%0.11%0.41%0.63%0.00%0.12%0.34%0.22%0.07%

Drawdowns

GOAU vs. UPRO - Drawdown Comparison

The maximum GOAU drawdown since its inception was -55.41%, smaller than the maximum UPRO drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for GOAU and UPRO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-23.60%
-6.24%
GOAU
UPRO

Volatility

GOAU vs. UPRO - Volatility Comparison

The current volatility for US Global GO GOLD and Precious Metal Miners ETF (GOAU) is 9.09%, while ProShares UltraPro S&P 500 (UPRO) has a volatility of 11.53%. This indicates that GOAU 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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.09%
11.53%
GOAU
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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