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KOLD vs. ROSS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KOLD and ROSS is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.1

Performance

KOLD vs. ROSS - Performance Comparison

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

-80.00%-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-81.84%
13.41%
KOLD
ROSS

Key characteristics

Returns By Period


KOLD

YTD

22.39%

1M

-13.24%

6M

52.10%

1Y

17.49%

5Y*

-30.43%

10Y*

-11.73%

ROSS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

KOLD vs. ROSS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Bloomberg Natural Gas (KOLD) and Ross Acquisition Corp II (ROSS). 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.


Sharpe ratio
The chart of Sharpe ratio for KOLD, currently valued at 0.19, compared to the broader market0.002.004.000.191.20
The chart of Sortino ratio for KOLD, currently valued at 0.99, compared to the broader market-2.000.002.004.006.008.0010.000.991.87
The chart of Omega ratio for KOLD, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.60
The chart of Calmar ratio for KOLD, currently valued at 0.21, compared to the broader market0.005.0010.0015.000.213.19
The chart of Martin ratio for KOLD, currently valued at 0.71, compared to the broader market0.0020.0040.0060.0080.00100.000.715.90
KOLD
ROSS


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.19
1.20
KOLD
ROSS

Dividends

KOLD vs. ROSS - Dividend Comparison

Neither KOLD nor ROSS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

KOLD vs. ROSS - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-82.30%
-0.36%
KOLD
ROSS

Volatility

KOLD vs. ROSS - Volatility Comparison

ProShares UltraShort Bloomberg Natural Gas (KOLD) has a higher volatility of 32.48% compared to Ross Acquisition Corp II (ROSS) at 0.00%. This indicates that KOLD's price experiences larger fluctuations and is considered to be riskier than ROSS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
32.48%
0
KOLD
ROSS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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