LVMUY vs. ROM

Last updated Jun 4, 2026

LVMUY (LVMH Moët Hennessy - Louis Vuitton, Société Européenne) is a stock, while ROM (ProShares Ultra Technology) is Leveraged Equities fund tracking the Dow Jones U.S. Technology Index (200%). Over the past 10 years, LVMUY returned 14.89%/yr vs 42.70%/yr for ROM. At a 0.46 correlation, their price movements are largely independent.

Performance

LVMUY vs. ROM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY) and ProShares Ultra Technology (ROM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LVMUY achieves a -28.06% return, which is significantly lower than ROM's 77.72% return. Over the past 10 years, LVMUY has underperformed ROM with an annualized return of 14.89%, while ROM has yielded a comparatively higher 42.70% annualized return.

LVMUY

• 1D: -3.33%
• 1M: 2.89%
• YTD: -28.06%
• 6M: -26.50%
• 1Y: 1.38%
• 3Y*: -13.78%
• 5Y*: -5.79%
• 10Y*: 14.89%

ROM

• 1D: -2.01%
• 1M: 45.36%
• YTD: 77.72%
• 6M: 74.45%
• 1Y: 152.07%
• 3Y*: 59.24%
• 5Y*: 31.70%
• 10Y*: 42.70%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LVMUY vs. ROM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne	-28.06%	18.11%	-18.01%	13.89%	-10.84%	34.13%	36.97%	62.30%	1.61%	59.50%
ROM ProShares Ultra Technology	77.72%	35.63%	31.65%	130.70%	-63.86%	77.75%	80.42%	102.10%	-9.89%	81.11%

Correlation

The correlation between LVMUY and ROM is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.43
Correlation (10Y) Calculated over the trailing 10-year period	0.46
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007	0.46

The correlation between LVMUY and ROM shifts across timeframes, from 0.28 (1 year) to 0.46 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

LVMUY vs. ROM — Risk / Return Rank

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

LVMUY

LVMUY Risk / Return Rank: 39
LVMUY Sharpe Ratio Rank: 42
LVMUY Sortino Ratio Rank: 36
LVMUY Omega Ratio Rank: 35
LVMUY Calmar Ratio Rank: 41
LVMUY Martin Ratio Rank: 41

ROM

ROM Risk / Return Rank: 83
ROM Sharpe Ratio Rank: 94
ROM Sortino Ratio Rank: 81
ROM Omega Ratio Rank: 80
ROM Calmar Ratio Rank: 85
ROM Martin Ratio Rank: 75

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.

LVMUY vs. ROM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY) and ProShares Ultra Technology (ROM). 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.

	LVMUY	ROM	Difference
Sharpe ratio: Return per unit of total volatility	0.04	3.66	-3.62
Sortino ratio: Return per unit of downside risk	0.30	3.69	-3.38
Omega ratio: Gain probability vs. loss probability	1.03	1.48	-0.45
Calmar ratio: Return relative to maximum drawdown	0.04	4.73	-4.69
Martin ratio: Return relative to average drawdown	0.09	14.47	-14.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LVMUY vs. ROM - Sharpe Ratio Comparison

The current LVMUY Sharpe Ratio is 0.04, which is lower than the ROM Sharpe Ratio of 3.66. The chart below compares the historical Sharpe Ratios of LVMUY and ROM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LVMUY	ROM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.04	3.66	-3.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.18	0.62	-0.80
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	0.86	-0.38
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.54	-0.34

Drawdowns

LVMUY vs. ROM - Drawdown Comparison

The maximum LVMUY drawdown since its inception was -80.82%, roughly equal to the maximum ROM drawdown of -83.36%. Use the drawdown chart below to compare losses from any high point for LVMUY and ROM.

Drawdown Indicators

	LVMUY	ROM	Difference
Max Drawdown Largest peak-to-trough decline	-80.82%	-83.36%	+2.54%
Max Drawdown (1Y) Largest decline over 1 year	-31.47%	-32.33%	+0.86%
Max Drawdown (3Y) Largest decline over 3 years	-46.56%	-48.10%	+1.54%
Max Drawdown (5Y) Largest decline over 5 years	-46.56%	-67.55%	+20.99%
Max Drawdown (10Y) Largest decline over 10 years	-46.56%	-67.55%	+20.99%
Current Drawdown Current decline from peak	-42.85%	-2.01%	-40.84%
Average Drawdown Average peak-to-trough decline	-20.58%	-20.88%	+0.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.08%	10.55%	+4.53%

Volatility

LVMUY vs. ROM - Volatility Comparison

The current volatility for LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY) is 10.48%, while ProShares Ultra Technology (ROM) has a volatility of 14.00%. This indicates that LVMUY experiences smaller price fluctuations and is considered to be less risky than ROM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LVMUY	ROM	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.48%	14.00%	-3.52%
Volatility (6M) Calculated over the trailing 6-month period	22.22%	33.37%	-11.15%
Volatility (1Y) Calculated over the trailing 1-year period	32.07%	41.83%	-9.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.45%	51.63%	-19.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.93%	49.82%	-18.89%

Dividends

LVMUY vs. ROM - Dividend Comparison

LVMUY's dividend yield for the trailing twelve months is around 2.82%, more than ROM's 0.14% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne	2.82%	1.92%	2.14%	1.65%	1.78%	0.99%	1.64%	1.49%	2.21%	2.67%	4.16%	12.95%
ROM ProShares Ultra Technology	0.14%	0.24%	0.21%	0.01%	0.00%	0.00%	0.05%	0.16%	0.30%	0.08%	0.20%	0.12%

Frequently Asked Questions

Can I hold both LVMUY and ROM in my portfolio?

LVMUY and ROM have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LVMUY or ROM?

ROM has higher volatility (14.00%) compared to LVMUY (10.48%). In terms of maximum drawdown, LVMUY dropped -80.82% vs ROM's -83.36%.

Which has better risk-adjusted returns?

ROM currently has the higher Sharpe Ratio (3.66 vs 0.04), 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.