KOLD vs. TSLA

In the year-to-date period, KOLD achieves a -41.95% return, which is significantly lower than TSLA's -13.34% return. Over the past 10 years, KOLD has underperformed TSLA with an annualized return of -20.09%, while TSLA has yielded a comparatively higher 36.01% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Bloomberg Natural Gas (KOLD) and Tesla, Inc. (TSLA). 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.

The current KOLD Sharpe Ratio is -0.48, which is lower than the TSLA Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of KOLD and TSLA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither KOLD nor TSLA has paid dividends to shareholders.

The maximum KOLD drawdown since its inception was -99.45%, which is greater than TSLA's maximum drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for KOLD and TSLA. For additional features, visit the drawdowns tool.

ProShares UltraShort Bloomberg Natural Gas (KOLD) has a higher volatility of 26.78% compared to Tesla, Inc. (TSLA) at 16.73%. This indicates that KOLD's price experiences larger fluctuations and is considered to be riskier than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.