PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
KOLD vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

KOLD vs. AMZN

Last updated May 18, 2025

Compare and contrast key facts about ProShares UltraShort Bloomberg Natural Gas (KOLD) and Amazon.com, Inc. (AMZN).

KOLD is a passively managed fund by ProShares that tracks the performance of the Bloomberg Natural Gas Subindex (TR) (200%). It was launched on Oct 4, 2011.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KOLD or AMZN.

Correlation

The correlation between KOLD and AMZN is 0.63, 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.

Performance

KOLD vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Bloomberg Natural Gas (KOLD) and Amazon.com, Inc. (AMZN). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

KOLD:

-0.48

AMZN:

0.35

Sortino Ratio

KOLD:

-0.30

AMZN:

0.65

Omega Ratio

KOLD:

0.97

AMZN:

1.08

Calmar Ratio

KOLD:

-0.58

AMZN:

0.32

Martin Ratio

KOLD:

-1.27

AMZN:

0.85

Ulcer Index

KOLD:

44.50%

AMZN:

11.67%

Daily Std Dev

KOLD:

108.74%

AMZN:

34.56%

Max Drawdown

KOLD:

-99.45%

AMZN:

-94.40%

Current Drawdown

KOLD:

-97.12%

AMZN:

-15.07%

Returns By Period

In the year-to-date period, KOLD achieves a -41.95% return, which is significantly lower than AMZN's -6.29% return. Over the past 10 years, KOLD has underperformed AMZN with an annualized return of -20.09%, while AMZN has yielded a comparatively higher 25.59% annualized return.

KOLD

YTD

-41.95%

1M

-6.16%

6M

-65.52%

1Y

-47.99%

5Y*

-45.66%

10Y*

-20.09%

AMZN

YTD

-6.29%

1M

19.11%

6M

1.47%

1Y

11.31%

5Y*

11.16%

10Y*

25.59%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Risk-Adjusted Performance

KOLD vs. AMZN — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
KOLD
The Risk-Adjusted Performance Rank of KOLD is 44
Overall Rank
The Sharpe Ratio Rank of KOLD is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of KOLD is 77
Sortino Ratio Rank
The Omega Ratio Rank of KOLD is 88
Omega Ratio Rank
The Calmar Ratio Rank of KOLD is 11
Calmar Ratio Rank
The Martin Ratio Rank of KOLD is 22
Martin Ratio Rank
AMZN
The Risk-Adjusted Performance Rank of AMZN is 6161
Overall Rank
The Sharpe Ratio Rank of AMZN is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZN is 5555
Sortino Ratio Rank
The Omega Ratio Rank of AMZN is 5555
Omega Ratio Rank
The Calmar Ratio Rank of AMZN is 6565
Calmar Ratio Rank
The Martin Ratio Rank of AMZN is 6262
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.

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.

The current KOLD Sharpe Ratio is -0.48, which is lower than the AMZN Sharpe Ratio of 0.35. 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.

Loading data...

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.

Loading data...

Volatility

KOLD vs. AMZN - Volatility Comparison

ProShares UltraShort Bloomberg Natural Gas (KOLD) has a higher volatility of 26.78% compared to Amazon.com, Inc. (AMZN) at 11.76%. 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.

Loading data...