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MUSA vs. UPRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MUSA vs. UPRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Murphy USA Inc. (MUSA) and ProShares UltraPro S&P 500 (UPRO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MUSA achieves a 47.31% return, which is significantly higher than UPRO's 26.96% return. Over the past 10 years, MUSA has underperformed UPRO with an annualized return of 22.66%, while UPRO has yielded a comparatively higher 28.55% annualized return.


MUSA

1D
-2.47%
1M
5.71%
6M
39.02%
YTD
47.31%
1Y
64.63%
3Y*
26.00%
5Y*
32.23%
10Y*
22.66%
ALL TIME*
23.92%

UPRO

1D
4.31%
1M
3.94%
6M
21.04%
YTD
26.96%
1Y
60.49%
3Y*
46.49%
5Y*
20.10%
10Y*
28.55%
ALL TIME*
33.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$163.72M$160.33M$172.30M
$303.16M$293.07M$361.38M

MUSA vs. UPRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MUSA
Murphy USA Inc.
47.31%-19.15%41.27%28.20%41.02%53.33%12.06%52.66%-4.63%30.73%
UPRO
ProShares UltraPro S&P 500
26.96%31.88%63.57%68.53%-56.84%98.64%10.09%102.30%-25.11%71.37%

Correlation

The correlation between MUSA and UPRO is -0.20, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.20

Correlation (3Y)
Balances recent behavior with more history.

0.07

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.19

Correlation (10Y)
Provides a long-term view across more market conditions.

0.27

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2013

0.31

The correlation between MUSA and UPRO shifts across timeframes, from -0.20 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MUSA vs. UPRO — Risk / Return Rank

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

MUSA
MUSA Risk / Return Rank: 8787
Overall Rank
MUSA Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
MUSA Sortino Ratio Rank: 8484
Sortino Ratio Rank
MUSA Omega Ratio Rank: 8585
Omega Ratio Rank
MUSA Calmar Ratio Rank: 8888
Calmar Ratio Rank
MUSA Martin Ratio Rank: 9090
Martin Ratio Rank

UPRO
UPRO Risk / Return Rank: 6565
Overall Rank
UPRO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
UPRO Sortino Ratio Rank: 6161
Sortino Ratio Rank
UPRO Omega Ratio Rank: 6262
Omega Ratio Rank
UPRO Calmar Ratio Rank: 6363
Calmar Ratio Rank
UPRO Martin Ratio Rank: 7070
Martin Ratio Rank
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.

MUSA vs. UPRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Murphy USA Inc. (MUSA) 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.


MUSAUPRODifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.31

1.27

+0.04

Calmar ratioReturn relative to maximum drawdown

3.29

2.27

+1.02

Martin ratioReturn relative to average drawdown

9.68

8.68

+1.00

MUSA vs. UPRO - Sharpe Ratio Comparison

The current MUSA Sharpe Ratio is 1.69, which is comparable to the UPRO Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of MUSA 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.


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Drawdowns

MUSA vs. UPRO - Drawdown Comparison

The maximum MUSA drawdown since its inception was -35.54%, smaller than the maximum UPRO drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for MUSA and UPRO.


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Drawdown Indicators


MUSAUPRODifference

Max Drawdown

Largest peak-to-trough decline

-35.54%

-76.82%

+41.28%

Max Drawdown (1Y)

Largest decline over 1 year

-19.72%

-26.78%

+7.06%

Max Drawdown (3Y)

Largest decline over 3 years

-35.54%

-48.87%

+13.33%

Max Drawdown (5Y)

Largest decline over 5 years

-35.54%

-63.94%

+28.40%

Max Drawdown (10Y)

Largest decline over 10 years

-35.54%

-76.82%

+41.28%

Current Drawdown

Current decline from peak

-4.82%

-2.80%

-2.02%

Average Drawdown

Average peak-to-trough decline

-9.93%

-14.34%

+4.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.69%

6.99%

-0.30%

Volatility

MUSA vs. UPRO - Volatility Comparison

The current volatility for Murphy USA Inc. (MUSA) is 10.36%, while ProShares UltraPro S&P 500 (UPRO) has a volatility of 11.49%. This indicates that MUSA 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.


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Volatility by Period


MUSAUPRODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.36%

11.49%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

32.31%

30.61%

+1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

38.41%

38.43%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.90%

50.74%

-19.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.60%

53.81%

-22.21%

Dividends

MUSA vs. UPRO - Dividend Comparison

MUSA's dividend yield for the trailing twelve months is around 0.41%, less than UPRO's 0.74% yield.


PositionTTM20252024202320222021202020192018201720162015
MUSA
Murphy USA Inc.
0.41%0.53%0.36%0.43%0.45%0.52%0.19%0.00%0.00%0.00%0.00%0.00%
UPRO
ProShares UltraPro S&P 500
0.74%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


MUSA 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.

UPRO has higher volatility (11.49%) compared to MUSA (10.36%). In terms of maximum drawdown, MUSA dropped -35.54% vs UPRO's -76.82%.

MUSA currently has the higher Sharpe Ratio (1.69 vs 1.58), 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.

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