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

Key characteristics


KOLDROSS

Correlation

-0.50.00.51.0-0.1

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.

Performance

KOLD vs. ROSS - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
23.79%
0
KOLD
ROSS

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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.


KOLD
Sharpe ratio
The chart of Sharpe ratio for KOLD, currently valued at 1.37, compared to the broader market-2.000.002.004.006.001.37
Sortino ratio
The chart of Sortino ratio for KOLD, currently valued at 2.00, compared to the broader market-2.000.002.004.006.008.0010.0012.002.00
Omega ratio
The chart of Omega ratio for KOLD, currently valued at 1.24, compared to the broader market1.001.502.002.503.001.24
Calmar ratio
The chart of Calmar ratio for KOLD, currently valued at 1.48, compared to the broader market0.005.0010.0015.001.48
Martin ratio
The chart of Martin ratio for KOLD, currently valued at 5.26, compared to the broader market0.0020.0040.0060.0080.00100.005.26
ROSS
Sharpe ratio
The chart of Sharpe ratio for ROSS, currently valued at 0.95, compared to the broader market-2.000.002.004.006.000.95
Sortino ratio
The chart of Sortino ratio for ROSS, currently valued at 1.44, compared to the broader market-2.000.002.004.006.008.0010.0012.001.44
Omega ratio
The chart of Omega ratio for ROSS, currently valued at 1.38, compared to the broader market1.001.502.002.503.001.38
Calmar ratio
The chart of Calmar ratio for ROSS, currently valued at 2.74, compared to the broader market0.005.0010.0015.002.74
Martin ratio
The chart of Martin ratio for ROSS, currently valued at 5.22, compared to the broader market0.0020.0040.0060.0080.00100.005.22

KOLD vs. ROSS - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.37
0.95
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%JuneJulyAugustSeptemberOctoberNovember
-78.81%
-0.36%
KOLD
ROSS

Volatility

KOLD vs. ROSS - Volatility Comparison

ProShares UltraShort Bloomberg Natural Gas (KOLD) has a higher volatility of 27.94% 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%JuneJulyAugustSeptemberOctoberNovember
27.94%
0
KOLD
ROSS