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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.

-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-10.87%
-1.09%
ING
USD

Key characteristics

Sharpe Ratio

ING:

1.00

USD:

1.57

Sortino Ratio

ING:

1.43

USD:

2.11

Omega Ratio

ING:

1.19

USD:

1.26

Calmar Ratio

ING:

0.43

USD:

2.66

Martin Ratio

ING:

2.82

USD:

6.50

Ulcer Index

ING:

8.18%

USD:

19.55%

Daily Std Dev

ING:

23.19%

USD:

81.31%

Max Drawdown

ING:

-92.98%

USD:

-88.61%

Current Drawdown

ING:

-37.04%

USD:

-22.58%

Returns By Period

In the year-to-date period, ING achieves a 2.87% return, which is significantly higher than USD's -2.29% return. Over the past 10 years, ING has underperformed USD with an annualized return of 7.90%, while USD has yielded a comparatively higher 45.02% annualized return.


ING

YTD

2.87%

1M

3.80%

6M

-9.81%

1Y

23.07%

5Y*

12.57%

10Y*

7.90%

USD

YTD

-2.29%

1M

-4.20%

6M

-14.92%

1Y

128.37%

5Y*

51.80%

10Y*

45.02%

*Annualized

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Risk-Adjusted Performance

ING vs. USD — Risk-Adjusted Performance Rank

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

ING
The Risk-Adjusted Performance Rank of ING is 7474
Overall Rank
The Sharpe Ratio Rank of ING is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of ING is 7373
Sortino Ratio Rank
The Omega Ratio Rank of ING is 7272
Omega Ratio Rank
The Calmar Ratio Rank of ING is 6969
Calmar Ratio Rank
The Martin Ratio Rank of ING is 7474
Martin Ratio Rank

USD
The Risk-Adjusted Performance Rank of USD is 7070
Overall Rank
The Sharpe Ratio Rank of USD is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of USD is 6969
Sortino Ratio Rank
The Omega Ratio Rank of USD is 6868
Omega Ratio Rank
The Calmar Ratio Rank of USD is 8080
Calmar Ratio Rank
The Martin Ratio Rank of USD is 6363
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.

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 1.00, compared to the broader market-2.000.002.001.001.57
The chart of Sortino ratio for ING, currently valued at 1.43, compared to the broader market-4.00-2.000.002.004.001.432.11
The chart of Omega ratio for ING, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.26
The chart of Calmar ratio for ING, currently valued at 0.43, compared to the broader market0.002.004.006.000.432.66
The chart of Martin ratio for ING, currently valued at 2.82, compared to the broader market0.0010.0020.002.826.50
ING
USD

The current ING Sharpe Ratio is 1.00, which is lower than the USD Sharpe Ratio of 1.57. 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.00
1.57
ING
USD

Dividends

ING vs. USD - Dividend Comparison

ING's dividend yield for the trailing twelve months is around 7.44%, more than USD's 0.10% yield.


TTM20242023202220212020201920182017201620152014
ING
ING Groep N.V.
7.44%7.65%5.86%7.17%5.09%0.00%6.33%7.64%3.99%5.24%2.95%0.00%
USD
ProShares Ultra Semiconductors
0.10%0.10%0.05%0.59%0.00%0.24%1.14%1.67%0.32%7.11%0.63%3.33%

Drawdowns

ING vs. USD - Drawdown Comparison

The maximum ING drawdown since its inception was -92.98%, roughly equal to the maximum USD drawdown of -88.61%. 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%AugustSeptemberOctoberNovemberDecember2025
-37.04%
-22.58%
ING
USD

Volatility

ING vs. USD - Volatility Comparison

The current volatility for ING Groep N.V. (ING) is 6.17%, while ProShares Ultra Semiconductors (USD) has a volatility of 19.99%. 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%AugustSeptemberOctoberNovemberDecember2025
6.17%
19.99%
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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