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MAKX vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MAKX vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P Kensho Smart Factories ETF (MAKX) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MAKX achieves a 33.58% return, which is significantly higher than UVXY's -32.31% return.


MAKX

1D
-3.25%
1M
-4.07%
6M
22.41%
YTD
33.58%
1Y
41.45%
3Y*
21.16%
5Y*
10Y*

UVXY

1D
4.92%
1M
-15.35%
6M
-29.18%
YTD
-32.31%
1Y
-71.44%
3Y*
-61.73%
5Y*
-67.56%
10Y*
-72.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MAKX vs. UVXY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MAKX
ProShares S&P Kensho Smart Factories ETF
33.58%21.63%8.27%26.03%-26.41%3.10%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-32.31%-65.32%-50.90%-87.70%-44.81%-49.33%

Correlation

The correlation between MAKX and UVXY is -0.54, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.54

Correlation (3Y)
Calculated over the trailing 3-year period

-0.60

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2021

-0.63

The correlation between MAKX and UVXY has been stable across timeframes, ranging from -0.63 to -0.54 - a consistent structural relationship.

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Return for Risk

MAKX vs. UVXY — Risk / Return Rank

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

MAKX
MAKX Risk / Return Rank: 5151
Overall Rank
MAKX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
MAKX Sortino Ratio Rank: 4444
Sortino Ratio Rank
MAKX Omega Ratio Rank: 4343
Omega Ratio Rank
MAKX Calmar Ratio Rank: 6565
Calmar Ratio Rank
MAKX Martin Ratio Rank: 5454
Martin Ratio Rank

UVXY
UVXY Risk / Return Rank: 22
Overall Rank
UVXY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 22
Sortino Ratio Rank
UVXY Omega Ratio Rank: 22
Omega Ratio Rank
UVXY Calmar Ratio Rank: 00
Calmar Ratio Rank
UVXY Martin Ratio Rank: 11
Martin Ratio Rank
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.

MAKX vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P Kensho Smart Factories ETF (MAKX) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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.


MAKXUVXYDifference
Sharpe ratioReturn per unit of total volatility

+2.13

Sortino ratioReturn per unit of downside risk

+3.32

Omega ratioGain probability vs. loss probability

1.23

0.83

+0.39

Calmar ratioReturn relative to maximum drawdown

2.59

-0.98

+3.57

Martin ratioReturn relative to average drawdown

7.21

-1.46

+8.67

MAKX vs. UVXY - Sharpe Ratio Comparison

The current MAKX Sharpe Ratio is 1.30, which is higher than the UVXY Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of MAKX and UVXY, 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

MAKX vs. UVXY - Drawdown Comparison

The maximum MAKX drawdown since its inception was -40.27%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for MAKX and UVXY.


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Drawdown Indicators


MAKXUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-40.27%

-100.00%

+59.73%

Max Drawdown (1Y)

Largest decline over 1 year

-16.05%

-73.42%

+57.37%

Max Drawdown (3Y)

Largest decline over 3 years

-29.76%

-95.32%

+65.56%

Max Drawdown (5Y)

Largest decline over 5 years

-99.74%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-10.77%

-100.00%

+89.23%

Average Drawdown

Average peak-to-trough decline

-16.38%

-98.75%

+82.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.76%

48.91%

-43.15%

Volatility

MAKX vs. UVXY - Volatility Comparison

The current volatility for ProShares S&P Kensho Smart Factories ETF (MAKX) is 14.36%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 21.23%. This indicates that MAKX experiences smaller price fluctuations and is considered to be less risky than UVXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MAKXUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.36%

21.23%

-6.87%

Volatility (6M)

Calculated over the trailing 6-month period

25.00%

66.69%

-41.69%

Volatility (1Y)

Calculated over the trailing 1-year period

32.23%

85.49%

-53.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.84%

103.84%

-75.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.84%

112.03%

-83.19%

MAKX vs. UVXY - Expense Ratio Comparison

MAKX has a 0.58% expense ratio, which is lower than UVXY's 0.95% expense ratio.


Dividends

MAKX vs. UVXY - Dividend Comparison

MAKX's dividend yield for the trailing twelve months is around 0.14%, while UVXY has not paid dividends to shareholders.


PositionTTM2025202420232022
MAKX
ProShares S&P Kensho Smart Factories ETF
0.14%0.15%0.24%0.52%0.31%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MAKX and UVXY have a correlation of -0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (21.23%) compared to MAKX (14.36%). In terms of maximum drawdown, MAKX dropped -40.27% vs UVXY's -100.00%.

On 3-year performance, MAKX leads with 21.16% vs -61.73% for UVXY. On fees, MAKX is cheaper at 0.58% per year. On volatility, MAKX has been the lower-risk option at 14.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, MAKX has performed better with a 21.16% return vs -61.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MAKX is cheaper with a 0.58% expense ratio, compared with 0.95% for UVXY.

MAKX has the higher dividend yield at 0.14%, compared with 0.00% for UVXY.

MAKX is categorized as Technology Equities, while UVXY is Volatility. MAKX tracks S&P Kensho Smart Factories Index, while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%). Their fees differ too: 0.58% for MAKX and 0.95% for UVXY.

MAKX currently has the higher Sharpe Ratio (1.29 vs -0.84), 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 MAKX and UVXY

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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