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INDO vs. UVXY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between INDO and UVXY is 0.16, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

INDO vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Indonesia Energy Corporation Limited (INDO) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). The values are adjusted to include any dividend payments, if applicable.

-100.00%-90.00%-80.00%-70.00%-60.00%NovemberDecember2025FebruaryMarchApril
-75.85%
-99.53%
INDO
UVXY

Key characteristics

Sharpe Ratio

INDO:

-0.36

UVXY:

-0.05

Sortino Ratio

INDO:

0.15

UVXY:

1.07

Omega Ratio

INDO:

1.02

UVXY:

1.13

Calmar Ratio

INDO:

-0.48

UVXY:

-0.07

Martin Ratio

INDO:

-1.20

UVXY:

-0.14

Ulcer Index

INDO:

38.72%

UVXY:

53.96%

Daily Std Dev

INDO:

129.48%

UVXY:

140.67%

Max Drawdown

INDO:

-96.57%

UVXY:

-100.00%

Current Drawdown

INDO:

-96.21%

UVXY:

-100.00%

Returns By Period

In the year-to-date period, INDO achieves a -16.19% return, which is significantly lower than UVXY's 46.04% return.


INDO

YTD

-16.19%

1M

-15.88%

6M

-37.03%

1Y

-43.86%

5Y*

-16.50%

10Y*

N/A

UVXY

YTD

46.04%

1M

29.15%

6M

9.12%

1Y

-9.05%

5Y*

-73.78%

10Y*

-64.76%

*Annualized

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Risk-Adjusted Performance

INDO vs. UVXY — Risk-Adjusted Performance Rank

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

INDO
The Risk-Adjusted Performance Rank of INDO is 3131
Overall Rank
The Sharpe Ratio Rank of INDO is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of INDO is 4141
Sortino Ratio Rank
The Omega Ratio Rank of INDO is 4141
Omega Ratio Rank
The Calmar Ratio Rank of INDO is 2121
Calmar Ratio Rank
The Martin Ratio Rank of INDO is 2020
Martin Ratio Rank

UVXY
The Risk-Adjusted Performance Rank of UVXY is 3535
Overall Rank
The Sharpe Ratio Rank of UVXY is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of UVXY is 6767
Sortino Ratio Rank
The Omega Ratio Rank of UVXY is 6262
Omega Ratio Rank
The Calmar Ratio Rank of UVXY is 1414
Calmar Ratio Rank
The Martin Ratio Rank of UVXY is 1717
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.

INDO vs. UVXY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Indonesia Energy Corporation Limited (INDO) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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.


The chart of Sharpe ratio for INDO, currently valued at -0.36, compared to the broader market-2.00-1.000.001.002.003.00
INDO: -0.36
UVXY: -0.05
The chart of Sortino ratio for INDO, currently valued at 0.15, compared to the broader market-6.00-4.00-2.000.002.004.00
INDO: 0.15
UVXY: 1.07
The chart of Omega ratio for INDO, currently valued at 1.02, compared to the broader market0.501.001.502.00
INDO: 1.02
UVXY: 1.13
The chart of Calmar ratio for INDO, currently valued at -0.48, compared to the broader market0.001.002.003.004.005.00
INDO: -0.48
UVXY: -0.07
The chart of Martin ratio for INDO, currently valued at -1.20, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
INDO: -1.20
UVXY: -0.14

The current INDO Sharpe Ratio is -0.36, which is lower than the UVXY Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of INDO and UVXY, 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 Ratio-0.60-0.40-0.200.000.20NovemberDecember2025FebruaryMarchApril
-0.36
-0.05
INDO
UVXY

Dividends

INDO vs. UVXY - Dividend Comparison

Neither INDO nor UVXY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

INDO vs. UVXY - Drawdown Comparison

The maximum INDO drawdown since its inception was -96.57%, roughly equal to the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for INDO and UVXY. For additional features, visit the drawdowns tool.


-100.00%-99.00%-98.00%-97.00%-96.00%-95.00%-94.00%-93.00%NovemberDecember2025FebruaryMarchApril
-96.21%
-99.95%
INDO
UVXY

Volatility

INDO vs. UVXY - Volatility Comparison

The current volatility for Indonesia Energy Corporation Limited (INDO) is 22.25%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 71.26%. This indicates that INDO experiences smaller price fluctuations and is considered to be less risky than UVXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
22.25%
71.26%
INDO
UVXY