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ISRG vs. USD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISRG vs. USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, ISRG achieves a -27.42% return, which is significantly lower than USD's 86.87% return. Over the past 10 years, ISRG has underperformed USD with an annualized return of 19.09%, while USD has yielded a comparatively higher 60.21% annualized return.


ISRG

1D
-0.45%
1M
-3.97%
YTD
-27.42%
6M
-24.20%
1Y
-19.74%
3Y*
9.23%
5Y*
7.37%
10Y*
19.09%

USD

1D
2.08%
1M
-6.17%
YTD
86.87%
6M
97.77%
1Y
222.89%
3Y*
111.11%
5Y*
65.02%
10Y*
60.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISRG vs. USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISRG
Intuitive Surgical, Inc.
-27.42%8.51%54.72%27.14%-26.15%31.76%38.39%23.43%31.23%72.64%
USD
ProShares Ultra Semiconductors
86.87%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-26.88%81.72%

Correlation

The correlation between ISRG and USD is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (10Y)
Calculated over the trailing 10-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2007

0.51

Over the past year, the correlation between ISRG and USD has dropped to 0.21 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

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Return for Risk

ISRG vs. USD — Risk / Return Rank

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

ISRG
ISRG Risk / Return Rank: 1616
Overall Rank
ISRG Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
ISRG Sortino Ratio Rank: 1414
Sortino Ratio Rank
ISRG Omega Ratio Rank: 1616
Omega Ratio Rank
ISRG Calmar Ratio Rank: 2020
Calmar Ratio Rank
ISRG Martin Ratio Rank: 1414
Martin Ratio Rank

USD
USD Risk / Return Rank: 8888
Overall Rank
USD Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
USD Sortino Ratio Rank: 7979
Sortino Ratio Rank
USD Omega Ratio Rank: 8181
Omega Ratio Rank
USD Calmar Ratio Rank: 9595
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.

ISRG vs. USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intuitive Surgical, Inc. (ISRG) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ISRGUSDDifference
Sharpe ratioReturn per unit of total volatility

-3.85

Sortino ratioReturn per unit of downside risk

-3.91

Omega ratioGain probability vs. loss probability

0.90

1.41

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.62

6.58

-7.20

Martin ratioReturn relative to average drawdown

-1.24

18.43

-19.67

ISRG vs. USD - Sharpe Ratio Comparison

The current ISRG Sharpe Ratio is -0.65, which is lower than the USD Sharpe Ratio of 3.20. The chart below compares the historical Sharpe Ratios of ISRG and USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ISRG vs. USD - Drawdown Comparison

The maximum ISRG drawdown since its inception was -82.26%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for ISRG and USD.


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Drawdown Indicators


ISRGUSDDifference

Max Drawdown

Largest peak-to-trough decline

-82.26%

-88.63%

+6.37%

Max Drawdown (1Y)

Largest decline over 1 year

-32.14%

-31.80%

-0.34%

Max Drawdown (3Y)

Largest decline over 3 years

-34.10%

-64.46%

+30.36%

Max Drawdown (5Y)

Largest decline over 5 years

-49.90%

-77.85%

+27.95%

Max Drawdown (10Y)

Largest decline over 10 years

-49.90%

-77.85%

+27.95%

Current Drawdown

Current decline from peak

-32.66%

-13.67%

-18.99%

Average Drawdown

Average peak-to-trough decline

-21.28%

-32.32%

+11.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.00%

11.34%

+4.66%

Volatility

ISRG vs. USD - Volatility Comparison

The current volatility for Intuitive Surgical, Inc. (ISRG) is 9.70%, while ProShares Ultra Semiconductors (USD) has a volatility of 29.56%. This indicates that ISRG 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


ISRGUSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.70%

29.56%

-19.86%

Volatility (6M)

Calculated over the trailing 6-month period

20.72%

52.44%

-31.72%

Volatility (1Y)

Calculated over the trailing 1-year period

30.69%

65.34%

-34.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.19%

77.19%

-44.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.40%

69.61%

-37.21%

Dividends

ISRG vs. USD - Dividend Comparison

ISRG has not paid dividends to shareholders, while USD's dividend yield for the trailing twelve months is around 0.25%.


PositionTTM20252024202320222021202020192018201720162015
ISRG
Intuitive Surgical, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USD
ProShares Ultra Semiconductors
0.25%0.39%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%0.46%0.39%

Frequently Asked Questions


ISRG and USD have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USD has higher volatility (29.56%) compared to ISRG (9.70%). In terms of maximum drawdown, ISRG dropped -82.26% vs USD's -88.63%.

USD currently has the higher Sharpe Ratio (3.20 vs -0.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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