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ING vs. USD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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ING vs. USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ING
ING Groep N.V.
-3.56%91.12%12.25%31.88%-4.22%55.41%-21.66%20.03%-41.15%35.53%
USD
ProShares Ultra Semiconductors
-4.90%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-26.88%81.72%

Returns By Period

In the year-to-date period, ING achieves a -3.56% return, which is significantly higher than USD's -4.90% return. Over the past 10 years, ING has underperformed USD with an annualized return of 14.25%, while USD has yielded a comparatively higher 50.62% annualized return.


ING

1D
2.92%
1M
-4.45%
YTD
-3.56%
6M
3.50%
1Y
45.63%
3Y*
40.60%
5Y*
25.16%
10Y*
14.25%

USD

1D
4.03%
1M
-7.90%
YTD
-4.90%
6M
-1.21%
1Y
145.25%
3Y*
90.90%
5Y*
44.58%
10Y*
50.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ING vs. USD — Risk / Return Rank

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

ING
ING Risk / Return Rank: 8282
Overall Rank
ING Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ING Sortino Ratio Rank: 8181
Sortino Ratio Rank
ING Omega Ratio Rank: 8080
Omega Ratio Rank
ING Calmar Ratio Rank: 7979
Calmar Ratio Rank
ING Martin Ratio Rank: 8484
Martin Ratio Rank

USD
USD Risk / Return Rank: 8989
Overall Rank
USD Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
USD Sortino Ratio Rank: 8787
Sortino Ratio Rank
USD Omega Ratio Rank: 8383
Omega Ratio Rank
USD Calmar Ratio Rank: 9696
Calmar Ratio Rank
USD Martin Ratio Rank: 9191
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.

ING vs. USD - Risk-Adjusted Trends 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.


INGUSDDifference

Sharpe ratio

Return per unit of total volatility

1.61

1.90

-0.29

Sortino ratio

Return per unit of downside risk

2.21

2.44

-0.23

Omega ratio

Gain probability vs. loss probability

1.29

1.34

-0.04

Calmar ratio

Return relative to maximum drawdown

2.31

4.67

-2.36

Martin ratio

Return relative to average drawdown

7.68

12.81

-5.13

ING vs. USD - Sharpe Ratio Comparison

The current ING Sharpe Ratio is 1.61, which is comparable to the USD Sharpe Ratio of 1.90. 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.


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Sharpe Ratios by Period


INGUSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

1.90

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.59

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.74

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.41

-0.30

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.


Dividends

ING vs. USD - Dividend Comparison

ING's dividend yield for the trailing twelve months is around 5.12%, more than USD's 0.48% yield.


TTM20252024202320222021202020192018201720162015
ING
ING Groep N.V.
5.12%4.78%7.65%5.86%7.16%5.09%0.00%5.92%2.63%3.28%4.24%2.58%
USD
ProShares Ultra Semiconductors
0.48%0.39%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%0.46%0.39%

Drawdowns

ING vs. USD - Drawdown Comparison

The maximum ING drawdown since its inception was -92.73%, roughly equal to the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for ING and USD.


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Drawdown Indicators


INGUSDDifference

Max Drawdown

Largest peak-to-trough decline

-92.73%

-88.63%

-4.10%

Max Drawdown (1Y)

Largest decline over 1 year

-19.86%

-31.80%

+11.94%

Max Drawdown (5Y)

Largest decline over 5 years

-43.39%

-77.85%

+34.46%

Max Drawdown (10Y)

Largest decline over 10 years

-75.27%

-77.85%

+2.58%

Current Drawdown

Current decline from peak

-13.26%

-21.24%

+7.98%

Average Drawdown

Average peak-to-trough decline

-46.07%

-32.60%

-13.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.97%

11.60%

-5.63%

Volatility

ING vs. USD - Volatility Comparison

The current volatility for ING Groep N.V. (ING) is 10.34%, while ProShares Ultra Semiconductors (USD) has a volatility of 21.67%. 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.


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Volatility by Period


INGUSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.34%

21.67%

-11.33%

Volatility (6M)

Calculated over the trailing 6-month period

19.78%

48.73%

-28.95%

Volatility (1Y)

Calculated over the trailing 1-year period

28.54%

77.08%

-48.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.04%

76.24%

-45.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.92%

68.85%

-33.93%