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ING vs. USD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ING and USD is 0.45, 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.


-0.50.00.51.00.5

Performance

ING vs. USD - Performance Comparison

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

0.00%2,000.00%4,000.00%6,000.00%8,000.00%JulyAugustSeptemberOctoberNovemberDecember
-35.47%
6,208.79%
ING
USD

Key characteristics

Sharpe Ratio

ING:

0.50

USD:

1.91

Sortino Ratio

ING:

0.82

USD:

2.34

Omega Ratio

ING:

1.11

USD:

1.30

Calmar Ratio

ING:

0.22

USD:

3.21

Martin Ratio

ING:

1.43

USD:

8.01

Ulcer Index

ING:

8.11%

USD:

19.18%

Daily Std Dev

ING:

23.22%

USD:

80.40%

Max Drawdown

ING:

-92.98%

USD:

-87.93%

Current Drawdown

ING:

-40.21%

USD:

-21.60%

Returns By Period

In the year-to-date period, ING achieves a 9.65% return, which is significantly lower than USD's 137.12% return. Over the past 10 years, ING has underperformed USD with an annualized return of 6.77%, while USD has yielded a comparatively higher 43.86% annualized return.


ING

YTD

9.65%

1M

-2.42%

6M

-5.73%

1Y

10.02%

5Y*

11.09%

10Y*

6.77%

USD

YTD

137.12%

1M

-4.89%

6M

-11.97%

1Y

142.33%

5Y*

53.19%

10Y*

43.86%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

ING vs. USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ING Groep N.V. (ING) 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.


Sharpe ratio
The chart of Sharpe ratio for ING, currently valued at 0.50, compared to the broader market-4.00-2.000.002.000.501.91
The chart of Sortino ratio for ING, currently valued at 0.82, compared to the broader market-4.00-2.000.002.004.000.822.34
The chart of Omega ratio for ING, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.30
The chart of Calmar ratio for ING, currently valued at 0.22, compared to the broader market0.002.004.006.000.223.21
The chart of Martin ratio for ING, currently valued at 1.43, compared to the broader market-5.000.005.0010.0015.0020.0025.001.438.01
ING
USD

The current ING Sharpe Ratio is 0.50, which is lower than the USD Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of ING and USD, 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.50
1.91
ING
USD

Dividends

ING vs. USD - Dividend Comparison

ING's dividend yield for the trailing twelve months is around 7.83%, while USD has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
ING
ING Groep N.V.
7.83%5.86%7.17%5.09%0.00%6.33%7.64%3.99%5.24%2.95%0.00%0.00%
USD
ProShares Ultra Semiconductors
0.00%0.10%0.30%0.00%0.21%1.09%1.74%0.48%7.11%0.63%2.78%0.93%

Drawdowns

ING vs. USD - Drawdown Comparison

The maximum ING drawdown since its inception was -92.98%, which is greater than USD's maximum drawdown of -87.93%. Use the drawdown chart below to compare losses from any high point for ING and USD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-40.21%
-21.60%
ING
USD

Volatility

ING vs. USD - Volatility Comparison

The current volatility for ING Groep N.V. (ING) is 6.89%, while ProShares Ultra Semiconductors (USD) has a volatility of 17.01%. This indicates that ING 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.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
6.89%
17.01%
ING
USD
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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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