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KOLD vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


KOLDAMZN
YTD Return71.79%37.01%
1Y Return182.15%48.07%
3Y Return (Ann)-0.79%5.21%
5Y Return (Ann)-19.79%18.48%
10Y Return (Ann)-5.53%29.64%
Sharpe Ratio2.001.73
Sortino Ratio2.382.39
Omega Ratio1.291.31
Calmar Ratio2.031.89
Martin Ratio7.627.92
Ulcer Index25.75%5.88%
Daily Std Dev98.23%26.95%
Max Drawdown-99.45%-94.40%
Current Drawdown-90.40%-0.89%

Correlation

-0.50.00.51.0-0.0

The correlation between KOLD and AMZN is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

KOLD vs. AMZN - Performance Comparison

In the year-to-date period, KOLD achieves a 71.79% return, which is significantly higher than AMZN's 37.01% return. Over the past 10 years, KOLD has underperformed AMZN with an annualized return of -5.53%, while AMZN has yielded a comparatively higher 29.64% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
35.45%
11.04%
KOLD
AMZN

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Risk-Adjusted Performance

KOLD vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Bloomberg Natural Gas (KOLD) and Amazon.com, Inc. (AMZN). 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.


KOLD
Sharpe ratio
The chart of Sharpe ratio for KOLD, currently valued at 2.00, compared to the broader market-2.000.002.004.006.002.00
Sortino ratio
The chart of Sortino ratio for KOLD, currently valued at 2.38, compared to the broader market-2.000.002.004.006.008.0010.0012.002.38
Omega ratio
The chart of Omega ratio for KOLD, currently valued at 1.29, compared to the broader market1.001.502.002.503.001.29
Calmar ratio
The chart of Calmar ratio for KOLD, currently valued at 2.03, compared to the broader market0.005.0010.0015.002.03
Martin ratio
The chart of Martin ratio for KOLD, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.00100.007.62
AMZN
Sharpe ratio
The chart of Sharpe ratio for AMZN, currently valued at 1.73, compared to the broader market-2.000.002.004.006.001.73
Sortino ratio
The chart of Sortino ratio for AMZN, currently valued at 2.39, compared to the broader market-2.000.002.004.006.008.0010.0012.002.39
Omega ratio
The chart of Omega ratio for AMZN, currently valued at 1.31, compared to the broader market1.001.502.002.503.001.31
Calmar ratio
The chart of Calmar ratio for AMZN, currently valued at 1.89, compared to the broader market0.005.0010.0015.001.89
Martin ratio
The chart of Martin ratio for AMZN, currently valued at 7.92, compared to the broader market0.0020.0040.0060.0080.00100.007.92

KOLD vs. AMZN - Sharpe Ratio Comparison

The current KOLD Sharpe Ratio is 2.00, which is comparable to the AMZN Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of KOLD and AMZN, 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
2.00
1.73
KOLD
AMZN

Dividends

KOLD vs. AMZN - Dividend Comparison

Neither KOLD nor AMZN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

KOLD vs. AMZN - Drawdown Comparison

The maximum KOLD drawdown since its inception was -99.45%, which is greater than AMZN's maximum drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for KOLD and AMZN. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-90.40%
-0.89%
KOLD
AMZN

Volatility

KOLD vs. AMZN - Volatility Comparison

ProShares UltraShort Bloomberg Natural Gas (KOLD) has a higher volatility of 22.91% compared to Amazon.com, Inc. (AMZN) at 8.99%. This indicates that KOLD's price experiences larger fluctuations and is considered to be riskier than AMZN 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%JuneJulyAugustSeptemberOctoberNovember
22.91%
8.99%
KOLD
AMZN