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KOLD vs. OILK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KOLD vs. OILK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Bloomberg Natural Gas (KOLD) and ProShares K-1 Free Crude Oil ETF (OILK). 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 -16.81% return, which is significantly lower than OILK's 52.43% return.


KOLD

1D
-1.11%
1M
25.17%
6M
116.05%
YTD
-16.81%
1Y
-4.80%
3Y*
-1.53%
5Y*
-30.36%
10Y*
-22.29%
ALL TIME*
-11.66%

OILK

1D
0.57%
1M
12.53%
6M
35.52%
YTD
52.43%
1Y
38.09%
3Y*
11.27%
5Y*
14.44%
10Y*
ALL TIME*
3.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$57.12M$61.92M$74.91M
$7.09M$6.91M$10.69M

KOLD vs. OILK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KOLD
ProShares UltraShort Bloomberg Natural Gas
-16.81%-17.48%-11.34%249.82%-88.62%-74.44%22.05%82.94%-46.48%72.02%
OILK
ProShares K-1 Free Crude Oil ETF
52.43%-11.86%8.18%-0.97%27.57%63.71%-61.09%30.48%-20.40%2.82%

Correlation

The correlation between KOLD and OILK is -0.24, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.24

Correlation (3Y)
Balances recent behavior with more history.

-0.13

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.14

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2016

-0.13

The correlation between KOLD and OILK shifts across timeframes, from -0.24 (1 year) to -0.13 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

KOLD vs. OILK — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

KOLD
KOLD Risk / Return Rank: 1515
Overall Rank
KOLD Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
KOLD Sortino Ratio Rank: 2121
Sortino Ratio Rank
KOLD Omega Ratio Rank: 2222
Omega Ratio Rank
KOLD Calmar Ratio Rank: 1010
Calmar Ratio Rank
KOLD Martin Ratio Rank: 1010
Martin Ratio Rank

OILK
OILK Risk / Return Rank: 4444
Overall Rank
OILK Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
OILK Sortino Ratio Rank: 4444
Sortino Ratio Rank
OILK Omega Ratio Rank: 4343
Omega Ratio Rank
OILK Calmar Ratio Rank: 4545
Calmar Ratio Rank
OILK Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

KOLD vs. OILK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Bloomberg Natural Gas (KOLD) and ProShares K-1 Free Crude Oil ETF (OILK). 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.


KOLDOILKDifference
Sharpe ratioReturn per unit of total volatility

-1.17

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

1.10

1.20

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.07

1.61

-1.67

Martin ratioReturn relative to average drawdown

-0.12

4.54

-4.67

KOLD vs. OILK - Sharpe Ratio Comparison

The current KOLD Sharpe Ratio is -0.05, which is lower than the OILK Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of KOLD and OILK, 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. OILK - Drawdown Comparison

The maximum KOLD drawdown since its inception was -99.45%, which is greater than OILK's maximum drawdown of -83.76%. Use the drawdown chart below to compare losses from any high point for KOLD and OILK.


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Drawdown Indicators


KOLDOILKDifference

Max Drawdown

Largest peak-to-trough decline

-99.45%

-83.76%

-15.69%

Max Drawdown (1Y)

Largest decline over 1 year

-72.50%

-21.19%

-51.31%

Max Drawdown (3Y)

Largest decline over 3 years

-84.34%

-23.42%

-60.92%

Max Drawdown (5Y)

Largest decline over 5 years

-97.46%

-34.69%

-62.77%

Max Drawdown (10Y)

Largest decline over 10 years

-99.45%

Current Drawdown

Current decline from peak

-96.60%

-10.57%

-86.03%

Average Drawdown

Average peak-to-trough decline

-69.77%

-32.28%

-37.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.92%

8.49%

+32.43%

Volatility

KOLD vs. OILK - Volatility Comparison

ProShares UltraShort Bloomberg Natural Gas (KOLD) has a higher volatility of 17.96% compared to ProShares K-1 Free Crude Oil ETF (OILK) at 11.31%. This indicates that KOLD's price experiences larger fluctuations and is considered to be riskier than OILK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KOLDOILKDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.96%

11.31%

+6.65%

Volatility (6M)

Calculated over the trailing 6-month period

71.96%

25.98%

+45.98%

Volatility (1Y)

Calculated over the trailing 1-year period

110.38%

30.21%

+80.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.81%

30.46%

+88.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.60%

35.99%

+65.61%

KOLD vs. OILK - Expense Ratio Comparison

KOLD has a 0.95% expense ratio, which is higher than OILK's 0.69% expense ratio.


Dividends

KOLD vs. OILK - Dividend Comparison

KOLD has not paid dividends to shareholders, while OILK's dividend yield for the trailing twelve months is around 8.57%.


PositionTTM202520242023202220212020201920182017
KOLD
ProShares UltraShort Bloomberg Natural Gas
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OILK
ProShares K-1 Free Crude Oil ETF
8.37%4.79%3.11%5.80%17.32%68.82%0.13%0.94%0.58%6.17%

Frequently Asked Questions


KOLD and OILK have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KOLD has higher volatility (17.96%) compared to OILK (11.31%). In terms of maximum drawdown, KOLD dropped -99.45% vs OILK's -83.76%.

On 5-year performance, OILK leads with 14.44% vs -30.36% for KOLD. On fees, OILK is cheaper at 0.69% per year. On volatility, OILK has been the lower-risk option at 11.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, OILK has performed better with a 14.44% return vs -30.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OILK is cheaper with a 0.69% expense ratio, compared with 0.95% for KOLD.

OILK has the higher dividend yield at 8.37%, compared with 0.00% for KOLD.

KOLD tracks Bloomberg Natural Gas Subindex, while OILK tracks Bloomberg Commodity Balanced WTI Crude Oil Index. Their fees differ too: 0.95% for KOLD and 0.69% for OILK.

OILK currently has the higher Sharpe Ratio (1.13 vs -0.05), 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 OILK

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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