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KOLD vs. BOIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KOLD vs. BOIL - Performance Comparison

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

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Returns By Period

In the year-to-date period, KOLD achieves a -34.34% return, which is significantly higher than BOIL's -39.39% return. Over the past 10 years, KOLD has outperformed BOIL with an annualized return of -26.16%, while BOIL has yielded a comparatively lower -57.13% annualized return.


KOLD

1D
1.05%
1M
-9.50%
YTD
-34.34%
6M
-7.88%
1Y
1.67%
3Y*
-19.53%
5Y*
-40.39%
10Y*
-26.16%

BOIL

1D
-1.21%
1M
4.36%
YTD
-39.39%
6M
-62.02%
1Y
-75.13%
3Y*
-61.17%
5Y*
-64.76%
10Y*
-57.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KOLD vs. BOIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KOLD
ProShares UltraShort Bloomberg Natural Gas
-34.34%-17.48%-11.34%249.82%-88.62%-74.44%22.05%82.94%-46.48%72.02%
BOIL
ProShares Ultra Bloomberg Natural Gas
-39.39%-58.98%-60.75%-92.00%-31.85%23.84%-74.74%-67.70%-20.55%-65.72%

Correlation

The correlation between KOLD and BOIL is -1.00, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-1.00

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

-1.00

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

-1.00

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

-1.00

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2011

-1.00

The correlation between KOLD and BOIL has been stable across timeframes, ranging from -1.00 to -1.00 - a consistent structural relationship.

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Return for Risk

KOLD vs. BOIL — Risk / Return Rank

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

KOLD
KOLD Risk / Return Rank: 1111
Overall Rank
KOLD Sharpe Ratio Rank: 99
Sharpe Ratio Rank
KOLD Sortino Ratio Rank: 1717
Sortino Ratio Rank
KOLD Omega Ratio Rank: 1818
Omega Ratio Rank
KOLD Calmar Ratio Rank: 77
Calmar Ratio Rank
KOLD Martin Ratio Rank: 77
Martin Ratio Rank

BOIL
BOIL Risk / Return Rank: 33
Overall Rank
BOIL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BOIL Sortino Ratio Rank: 33
Sortino Ratio Rank
BOIL Omega Ratio Rank: 33
Omega Ratio Rank
BOIL Calmar Ratio Rank: 11
Calmar Ratio Rank
BOIL Martin Ratio Rank: 33
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.

KOLD vs. BOIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Bloomberg Natural Gas (KOLD) and ProShares Ultra Bloomberg Natural Gas (BOIL). 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.


KOLDBOILDifference

Sharpe ratio

Return per unit of total volatility

0.01

-0.66

+0.68

Sortino ratio

Return per unit of downside risk

0.87

-0.82

+1.69

Omega ratio

Gain probability vs. loss probability

1.11

0.89

+0.22

Calmar ratio

Return relative to maximum drawdown

-0.18

-0.88

+0.70

Martin ratio

Return relative to average drawdown

-0.37

-1.21

+0.84

KOLD vs. BOIL - Sharpe Ratio Comparison

The current KOLD Sharpe Ratio is 0.01, which is higher than the BOIL Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of KOLD and BOIL, 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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Sharpe Ratios by Period


KOLDBOILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

-0.66

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

-0.55

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.26

-0.56

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.14

-0.61

+0.47

Drawdowns

KOLD vs. BOIL - Drawdown Comparison

The maximum KOLD drawdown since its inception was -99.45%, roughly equal to the maximum BOIL drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for KOLD and BOIL.


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Drawdown Indicators


KOLDBOILDifference

Max Drawdown

Largest peak-to-trough decline

-99.45%

-100.00%

+0.55%

Max Drawdown (1Y)

Largest decline over 1 year

-72.50%

-80.85%

+8.35%

Max Drawdown (3Y)

Largest decline over 3 years

-84.34%

-96.86%

+12.52%

Max Drawdown (5Y)

Largest decline over 5 years

-98.45%

-99.91%

+1.46%

Max Drawdown (10Y)

Largest decline over 10 years

-99.45%

-99.99%

+0.54%

Current Drawdown

Current decline from peak

-97.32%

-100.00%

+2.68%

Average Drawdown

Average peak-to-trough decline

-69.48%

-93.59%

+24.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.85%

59.00%

-23.15%

Volatility

KOLD vs. BOIL - Volatility Comparison

ProShares UltraShort Bloomberg Natural Gas (KOLD) and ProShares Ultra Bloomberg Natural Gas (BOIL) have volatilities of 24.65% and 23.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KOLDBOILDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.65%

23.91%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

99.52%

107.71%

-8.19%

Volatility (1Y)

Calculated over the trailing 1-year period

114.40%

114.52%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.74%

118.88%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.77%

101.82%

-0.05%

KOLD vs. BOIL - Expense Ratio Comparison

KOLD has a 0.95% expense ratio, which is lower than BOIL's 1.31% expense ratio.


Dividends

KOLD vs. BOIL - Dividend Comparison

Neither KOLD nor BOIL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


KOLD and BOIL have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KOLD has higher volatility (24.65%) compared to BOIL (23.91%). In terms of maximum drawdown, KOLD dropped -99.45% vs BOIL's -100.00%.

On 10-year performance, KOLD leads with -26.16% vs -57.13% for BOIL. On fees, KOLD is cheaper at 0.95% per year. On volatility, BOIL has been the lower-risk option at 23.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, KOLD has performed better with a -26.16% return vs -57.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KOLD is cheaper with a 0.95% expense ratio, compared with 1.31% for BOIL.

KOLD and BOIL have nearly identical dividend yields, around 0.00%.

KOLD tracks Bloomberg Natural Gas Subindex (TR) (200%), while BOIL tracks Bloomberg Natural Gas Subindex. Their fees differ too: 0.95% for KOLD and 1.31% for BOIL.

KOLD currently has the higher Sharpe Ratio (0.01 vs -0.66), 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.

Portfolio Optimizer

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