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KOLD vs. DRIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KOLD vs. DRIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Bloomberg Natural Gas (KOLD) and Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP). 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 -20.67% return, which is significantly higher than DRIP's -48.08% return. Over the past 10 years, KOLD has outperformed DRIP with an annualized return of -23.00%, while DRIP has yielded a comparatively lower -42.27% annualized return.


KOLD

1D
3.78%
1M
18.31%
6M
-33.22%
YTD
-20.67%
1Y
4.87%
3Y*
-5.01%
5Y*
-33.28%
10Y*
-23.00%

DRIP

1D
-8.32%
1M
-1.64%
6M
-46.66%
YTD
-48.08%
1Y
-45.69%
3Y*
-27.37%
5Y*
-42.71%
10Y*
-42.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KOLD vs. DRIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KOLD
ProShares UltraShort Bloomberg Natural Gas
-20.67%-17.48%-11.34%249.82%-88.62%-74.44%22.05%82.94%-46.48%72.02%
DRIP
Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares
-48.08%-14.81%1.27%-17.24%-73.57%-79.74%-42.76%-36.11%49.62%-9.05%

Correlation

The correlation between KOLD and DRIP is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.26

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

0.28

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

0.21

Correlation (All Time)
Calculated using the full available price history since May 29, 2015

0.21

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Return for Risk

KOLD vs. DRIP — Risk / Return Rank

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

KOLD
KOLD Risk / Return Rank: 1414
Overall Rank
KOLD Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
KOLD Sortino Ratio Rank: 1919
Sortino Ratio Rank
KOLD Omega Ratio Rank: 2020
Omega Ratio Rank
KOLD Calmar Ratio Rank: 1010
Calmar Ratio Rank
KOLD Martin Ratio Rank: 1010
Martin Ratio Rank

DRIP
DRIP Risk / Return Rank: 33
Overall Rank
DRIP Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DRIP Sortino Ratio Rank: 33
Sortino Ratio Rank
DRIP Omega Ratio Rank: 33
Omega Ratio Rank
DRIP Calmar Ratio Rank: 33
Calmar Ratio Rank
DRIP 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. DRIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Bloomberg Natural Gas (KOLD) and Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP). 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.


KOLDDRIPDifference
Sharpe ratioReturn per unit of total volatility

+0.85

Sortino ratioReturn per unit of downside risk

+2.04

Omega ratioGain probability vs. loss probability

1.12

0.88

+0.24

Calmar ratioReturn relative to maximum drawdown

0.07

-0.74

+0.80

Martin ratioReturn relative to average drawdown

0.12

-1.29

+1.41

KOLD vs. DRIP - Sharpe Ratio Comparison

The current KOLD Sharpe Ratio is 0.04, which is higher than the DRIP Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of KOLD and DRIP, 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

KOLD vs. DRIP - Drawdown Comparison

The maximum KOLD drawdown since its inception was -99.45%, roughly equal to the maximum DRIP drawdown of -99.95%. Use the drawdown chart below to compare losses from any high point for KOLD and DRIP.


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Drawdown Indicators


KOLDDRIPDifference

Max Drawdown

Largest peak-to-trough decline

-99.45%

-99.95%

+0.50%

Max Drawdown (1Y)

Largest decline over 1 year

-72.50%

-62.18%

-10.32%

Max Drawdown (3Y)

Largest decline over 3 years

-84.34%

-76.02%

-8.32%

Max Drawdown (5Y)

Largest decline over 5 years

-97.82%

-96.24%

-1.58%

Max Drawdown (10Y)

Largest decline over 10 years

-99.45%

-99.92%

+0.47%

Current Drawdown

Current decline from peak

-96.76%

-99.94%

+3.18%

Average Drawdown

Average peak-to-trough decline

-69.66%

-90.51%

+20.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.68%

35.50%

+4.18%

Volatility

KOLD vs. DRIP - Volatility Comparison

ProShares UltraShort Bloomberg Natural Gas (KOLD) has a higher volatility of 19.60% compared to Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) at 17.28%. This indicates that KOLD's price experiences larger fluctuations and is considered to be riskier than DRIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KOLDDRIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.60%

17.28%

+2.32%

Volatility (6M)

Calculated over the trailing 6-month period

93.73%

44.06%

+49.67%

Volatility (1Y)

Calculated over the trailing 1-year period

112.06%

56.84%

+55.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.90%

68.18%

+50.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.74%

95.90%

+5.84%

KOLD vs. DRIP - Expense Ratio Comparison

KOLD has a 0.95% expense ratio, which is lower than DRIP's 1.07% expense ratio.


Dividends

KOLD vs. DRIP - Dividend Comparison

KOLD has not paid dividends to shareholders, while DRIP's dividend yield for the trailing twelve months is around 3.42%.


PositionTTM20252024202320222021202020192018
DRIP
Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares
3.42%2.86%4.38%5.09%0.00%0.00%0.01%0.96%0.58%
KOLD
ProShares UltraShort Bloomberg Natural Gas
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


KOLD and DRIP have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KOLD has higher volatility (19.60%) compared to DRIP (17.28%). In terms of maximum drawdown, KOLD dropped -99.45% vs DRIP's -99.95%.

On 10-year performance, KOLD leads with -23.00% vs -42.27% for DRIP. On fees, KOLD is cheaper at 0.95% per year. On volatility, DRIP has been the lower-risk option at 17.28%. 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 -23.00% return vs -42.27%. 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 1.07% for DRIP.

DRIP has the higher dividend yield at 3.42%, compared with 0.00% for KOLD.

KOLD is categorized as Oil & Gas, while DRIP is Leveraged Equities. KOLD tracks Bloomberg Natural Gas Subindex, while DRIP tracks S&P Oil & Gas Exploration & Production Select Industry Index (-300%). They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for KOLD and 1.07% for DRIP.

KOLD currently has the higher Sharpe Ratio (0.04 vs -0.81), 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

Find the right allocation for KOLD and DRIP

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