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KOLD vs. LABD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KOLD vs. LABD - 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 Biotech Bear 3x Shares (LABD). 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 -37.17% return, which is significantly higher than LABD's -52.30% return. Over the past 10 years, KOLD has outperformed LABD with an annualized return of -25.09%, while LABD has yielded a comparatively lower -58.96% annualized return.


KOLD

1D
-0.18%
1M
-14.27%
YTD
-37.17%
6M
-42.50%
1Y
9.00%
3Y*
-6.55%
5Y*
-38.86%
10Y*
-25.09%

LABD

1D
-11.43%
1M
-30.12%
YTD
-52.30%
6M
-47.57%
1Y
-86.60%
3Y*
-56.54%
5Y*
-43.68%
10Y*
-58.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KOLD vs. LABD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KOLD
ProShares UltraShort Bloomberg Natural Gas
-37.17%-17.48%-11.34%249.82%-88.62%-74.44%22.05%82.94%-46.48%72.02%
LABD
Direxion Daily S&P Biotech Bear 3x Shares
-52.30%-70.07%-21.43%-41.77%-32.68%1.86%-89.75%-70.80%-6.26%-75.67%

Correlation

The correlation between KOLD and LABD is -0.16, 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

-0.16

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

-0.03

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

-0.02

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

0.01

Correlation (All Time)
Calculated using the full available price history since May 28, 2015

0.01

The correlation between KOLD and LABD shifts across timeframes, from -0.16 (1 year) to 0.01 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

KOLD vs. LABD — Risk / Return Rank

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

KOLD
KOLD Risk / Return Rank: 1313
Overall Rank
KOLD Sharpe Ratio Rank: 99
Sharpe Ratio Rank
KOLD Sortino Ratio Rank: 1818
Sortino Ratio Rank
KOLD Omega Ratio Rank: 1818
Omega Ratio Rank
KOLD Calmar Ratio Rank: 1010
Calmar Ratio Rank
KOLD Martin Ratio Rank: 99
Martin Ratio Rank

LABD
LABD Risk / Return Rank: 11
Overall Rank
LABD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
LABD Sortino Ratio Rank: 00
Sortino Ratio Rank
LABD Omega Ratio Rank: 00
Omega Ratio Rank
LABD Calmar Ratio Rank: 00
Calmar Ratio Rank
LABD Martin Ratio Rank: 22
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. LABD - 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 Biotech Bear 3x Shares (LABD). 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.


KOLDLABDDifference
Sharpe ratioReturn per unit of total volatility

+1.18

Sortino ratioReturn per unit of downside risk

+3.64

Omega ratioGain probability vs. loss probability

1.13

0.70

+0.42

Calmar ratioReturn relative to maximum drawdown

0.12

-1.00

+1.13

Martin ratioReturn relative to average drawdown

0.24

-1.36

+1.60

KOLD vs. LABD - Sharpe Ratio Comparison

The current KOLD Sharpe Ratio is 0.08, which is higher than the LABD Sharpe Ratio of -1.10. The chart below compares the historical Sharpe Ratios of KOLD and LABD, 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. LABD - Drawdown Comparison

The maximum KOLD drawdown since its inception was -99.45%, roughly equal to the maximum LABD drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for KOLD and LABD.


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Drawdown Indicators


KOLDLABDDifference

Max Drawdown

Largest peak-to-trough decline

-99.45%

-99.99%

+0.54%

Max Drawdown (1Y)

Largest decline over 1 year

-72.50%

-86.62%

+14.12%

Max Drawdown (3Y)

Largest decline over 3 years

-84.34%

-96.29%

+11.95%

Max Drawdown (5Y)

Largest decline over 5 years

-98.07%

-98.61%

+0.54%

Max Drawdown (10Y)

Largest decline over 10 years

-99.45%

-99.99%

+0.54%

Current Drawdown

Current decline from peak

-97.43%

-99.99%

+2.56%

Average Drawdown

Average peak-to-trough decline

-69.56%

-90.99%

+21.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.81%

63.77%

-25.96%

Volatility

KOLD vs. LABD - Volatility Comparison

The current volatility for ProShares UltraShort Bloomberg Natural Gas (KOLD) is 23.90%, while Direxion Daily S&P Biotech Bear 3x Shares (LABD) has a volatility of 29.95%. This indicates that KOLD experiences smaller price fluctuations and is considered to be less risky than LABD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KOLDLABDDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.90%

29.95%

-6.05%

Volatility (6M)

Calculated over the trailing 6-month period

96.77%

65.24%

+31.53%

Volatility (1Y)

Calculated over the trailing 1-year period

113.49%

78.91%

+34.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.83%

96.66%

+22.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.81%

96.07%

+5.74%

KOLD vs. LABD - Expense Ratio Comparison

KOLD has a 0.95% expense ratio, which is lower than LABD's 1.06% expense ratio.


Dividends

KOLD vs. LABD - Dividend Comparison

KOLD has not paid dividends to shareholders, while LABD's dividend yield for the trailing twelve months is around 9.48%.


PositionTTM20252024202320222021202020192018
KOLD
ProShares UltraShort Bloomberg Natural Gas
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LABD
Direxion Daily S&P Biotech Bear 3x Shares
9.48%6.67%4.68%6.13%0.53%0.00%3.94%1.75%0.81%

Frequently Asked Questions


KOLD and LABD have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LABD has higher volatility (29.95%) compared to KOLD (23.90%). In terms of maximum drawdown, KOLD dropped -99.45% vs LABD's -99.99%.

On 10-year performance, KOLD leads with -25.09% vs -58.96% for LABD. On fees, KOLD is cheaper at 0.95% per year. On volatility, KOLD has been the lower-risk option at 23.90%. 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 -25.09% return vs -58.96%. 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 1.06% for LABD.

LABD has the higher dividend yield at 9.48%, compared with 0.00% for KOLD.

KOLD is categorized as Oil & Gas, while LABD is Leveraged Equities. KOLD tracks Bloomberg Natural Gas Subindex, while LABD tracks S&P Biotechnology Select Industry Index (-300%). They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for KOLD and 1.06% for LABD.

KOLD currently has the higher Sharpe Ratio (0.08 vs -1.10), 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 LABD

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