ING vs. USD
Compare and contrast key facts about ING Groep N.V. (ING) and ProShares Ultra Semiconductors (USD).
USD is a passively managed fund by ProShares that tracks the performance of the Dow Jones U.S. Semiconductors Index (200%). It was launched on Jan 30, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ING or USD.
Performance
ING vs. USD - Performance Comparison
Returns By Period
In the year-to-date period, ING achieves a 12.01% return, which is significantly lower than USD's 149.32% return. Over the past 10 years, ING has underperformed USD with an annualized return of 6.29%, while USD has yielded a comparatively higher 46.20% annualized return.
ING
12.01%
-7.46%
-9.27%
21.65%
12.29%
6.29%
USD
149.32%
-3.81%
20.58%
192.75%
59.69%
46.20%
Key characteristics
| ING | USD | |
|---|---|---|
| Sharpe Ratio | 0.94 | 2.37 |
| Sortino Ratio | 1.35 | 2.60 |
| Omega Ratio | 1.18 | 1.34 |
| Calmar Ratio | 0.40 | 3.94 |
| Martin Ratio | 3.25 | 10.35 |
| Ulcer Index | 6.51% | 18.20% |
| Daily Std Dev | 22.53% | 79.57% |
| Max Drawdown | -92.98% | -87.93% |
| Current Drawdown | -38.92% | -17.56% |
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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.
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.
Dividends
ING vs. USD - Dividend Comparison
ING's dividend yield for the trailing twelve months is around 7.67%, more than USD's 0.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ING ING Groep N.V. | 7.67% | 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 | 0.02% | 0.05% | 0.30% | 0.00% | 0.24% | 1.24% | 1.06% | 0.55% | 7.33% | 0.54% | 2.98% | 1.26% |
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.
Volatility
ING vs. USD - Volatility Comparison
The current volatility for ING Groep N.V. (ING) is 6.20%, while ProShares Ultra Semiconductors (USD) has a volatility of 18.72%. 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.