MSLOY vs. UPRO

Last updated Aug 1, 2026

MSLOY (Mitsui OSK Lines Ltd ADR) is a stock, while UPRO (ProShares UltraPro S&P 500) is Leveraged Equities fund tracking the S&P 500. Over the past 10 years, MSLOY returned 25.39%/yr vs 28.48%/yr for UPRO. Their 0.09 correlation means their historical movements had little consistent relationship.

Performance

MSLOY vs. UPRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mitsui OSK Lines Ltd ADR (MSLOY) and ProShares UltraPro S&P 500 (UPRO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MSLOY achieves a 22.92% return, which is significantly higher than UPRO's 21.72% return. Over the past 10 years, MSLOY has underperformed UPRO with an annualized return of 25.39%, while UPRO has yielded a comparatively higher 28.48% annualized return.

MSLOY

• 1D: -0.38%
• 1M: 15.89%
• 6M: 16.99%
• YTD: 22.92%
• 1Y: 11.48%
• 3Y*: 14.10%
• 5Y*: 21.23%
• 10Y*: 25.39%
• ALL TIME*: 7.22%

UPRO

• 1D: 1.97%
• 1M: -0.35%
• 6M: 17.81%
• YTD: 21.72%
• 1Y: 53.86%
• 3Y*: 41.29%
• 5Y*: 19.17%
• 10Y*: 28.48%
• ALL TIME*: 33.11%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
MSLOY Mitsui OSK Lines Ltd ADR	$800.17K	$1.04M	$1.09M
UPRO ProShares UltraPro S&P 500	$288.84M	$293.51M	$361.12M

MSLOY vs. UPRO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MSLOY Mitsui OSK Lines Ltd ADR	22.92%	-10.59%	12.79%	30.20%	-4.00%	155.20%	12.78%	14.66%	-28.70%	91.41%
UPRO ProShares UltraPro S&P 500	21.72%	31.88%	63.57%	68.53%	-56.84%	98.64%	10.09%	102.30%	-25.11%	71.37%

Correlation

The correlation between MSLOY and UPRO is 0.20, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.20
Correlation (3Y) Balances recent behavior with more history.	0.22
Correlation (5Y) Shows whether the relationship held over a longer period.	0.17
Correlation (10Y) Provides a long-term view across more market conditions.	0.12
Correlation (All Time) Calculated using the full available price history since Oct 19, 2009	0.09

The correlation between MSLOY and UPRO shifts across timeframes, from 0.09 (all time) to 0.22 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

MSLOY vs. UPRO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MSLOY

MSLOY Risk / Return Rank: 52
MSLOY Sharpe Ratio Rank: 56
MSLOY Sortino Ratio Rank: 50
MSLOY Omega Ratio Rank: 49
MSLOY Calmar Ratio Rank: 52
MSLOY Martin Ratio Rank: 53

UPRO

UPRO Risk / Return Rank: 50
UPRO Sharpe Ratio Rank: 50
UPRO Sortino Ratio Rank: 48
UPRO Omega Ratio Rank: 48
UPRO Calmar Ratio Rank: 49
UPRO Martin Ratio Rank: 56

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MSLOY vs. UPRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsui OSK Lines Ltd ADR (MSLOY) and ProShares UltraPro S&P 500 (UPRO). 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.

	MSLOY	UPRO	Difference
Sharpe ratio: Return per unit of total volatility	0.31	1.21	-0.90
Sortino ratio: Return per unit of downside risk	0.64	1.70	-1.06
Omega ratio: Gain probability vs. loss probability	1.08	1.22	-0.14
Calmar ratio: Return relative to maximum drawdown	0.30	1.73	-1.43
Martin ratio: Return relative to average drawdown	0.67	6.63	-5.96

MSLOY vs. UPRO - Sharpe Ratio Comparison

The current MSLOY Sharpe Ratio is 0.31, which is lower than the UPRO Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of MSLOY and UPRO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MSLOY vs. UPRO - Drawdown Comparison

The maximum MSLOY drawdown since its inception was -73.99%, roughly equal to the maximum UPRO drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for MSLOY and UPRO.

Drawdown Indicators

	MSLOY	UPRO	Difference
Max Drawdown Largest peak-to-trough decline	-73.99%	-76.82%	+2.83%
Max Drawdown (1Y) Largest decline over 1 year	-29.00%	-26.78%	-2.22%
Max Drawdown (3Y) Largest decline over 3 years	-29.00%	-48.87%	+19.87%
Max Drawdown (5Y) Largest decline over 5 years	-45.24%	-63.94%	+18.70%
Max Drawdown (10Y) Largest decline over 10 years	-56.69%	-76.82%	+20.13%
Current Drawdown Current decline from peak	-15.97%	-6.81%	-9.16%
Average Drawdown Average peak-to-trough decline	-34.51%	-14.35%	-20.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.65%	7.00%	+6.65%

Volatility

MSLOY vs. UPRO - Volatility Comparison

The current volatility for Mitsui OSK Lines Ltd ADR (MSLOY) is 6.87%, while ProShares UltraPro S&P 500 (UPRO) has a volatility of 10.69%. This indicates that MSLOY experiences smaller price fluctuations and is considered to be less risky than UPRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MSLOY	UPRO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.87%	10.69%	-3.82%
Volatility (6M) Calculated over the trailing 6-month period	24.66%	30.36%	-5.70%
Volatility (1Y) Calculated over the trailing 1-year period	28.84%	38.51%	-9.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.76%	50.70%	-7.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	51.94%	53.78%	-1.84%

Dividends

MSLOY vs. UPRO - Dividend Comparison

MSLOY has not paid dividends to shareholders, while UPRO's dividend yield for the trailing twelve months is around 0.77%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MSLOY Mitsui OSK Lines Ltd ADR	0.00%	4.11%	3.45%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
UPRO ProShares UltraPro S&P 500	0.77%	0.84%	0.93%	0.74%	0.52%	0.06%	0.11%	0.41%	0.63%	0.00%	0.12%	0.34%

Frequently Asked Questions

Can I hold both MSLOY and UPRO in my portfolio?

MSLOY and UPRO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MSLOY or UPRO?

UPRO has higher volatility (10.69%) compared to MSLOY (6.87%). In terms of maximum drawdown, MSLOY dropped -73.99% vs UPRO's -76.82%.

Which has better risk-adjusted returns?

UPRO currently has the higher Sharpe Ratio (1.21 vs 0.31), 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.