NDVLY vs. USD
NDVLY (New World Development Co Ltd ADR) is a stock, while USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%). Over the past 10 years, NDVLY returned -9.04%/yr vs 61.24%/yr for USD. At a 0.17 correlation, their price movements are largely independent.
Performance
NDVLY vs. USD - Performance Comparison
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Returns By Period
In the year-to-date period, NDVLY achieves a 9.85% return, which is significantly lower than USD's 103.32% return. Over the past 10 years, NDVLY has underperformed USD with an annualized return of -9.04%, while USD has yielded a comparatively higher 61.24% annualized return.
NDVLY
- 1D
- 0.00%
- 1M
- -5.61%
- YTD
- 9.85%
- 6M
- 15.90%
- 1Y
- 38.02%
- 3Y*
- -27.18%
- 5Y*
- -26.55%
- 10Y*
- -9.04%
USD
- 1D
- -4.99%
- 1M
- 31.62%
- YTD
- 103.32%
- 6M
- 97.79%
- 1Y
- 250.81%
- 3Y*
- 125.78%
- 5Y*
- 67.80%
- 10Y*
- 61.24%
NDVLY vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NDVLY New World Development Co Ltd ADR | 9.85% | 24.00% | -51.84% | -46.92% | -22.02% | -12.40% | -8.62% | 9.43% | -7.51% | 54.71% |
USD ProShares Ultra Semiconductors | 103.32% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
Correlation
The correlation between NDVLY and USD is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2007 | 0.17 |
The correlation between NDVLY and USD shifts across timeframes, from 0.05 (3 years) to 0.17 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NDVLY vs. USD — Risk / Return Rank
NDVLY
USD
NDVLY vs. USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for New World Development Co Ltd ADR (NDVLY) and ProShares Ultra Semiconductors (USD). 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.
| NDVLY | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.29 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.48 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.87 | 7.94 | -7.07 |
| Martin ratioReturn relative to average drawdown | 1.88 | 22.96 | -21.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NDVLY | USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.31 | 4.12 | -3.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.29 | 0.89 | -1.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.08 | 0.89 | -0.97 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 0.49 | -0.56 |
Drawdowns
NDVLY vs. USD - Drawdown Comparison
The maximum NDVLY drawdown since its inception was -96.49%, which is greater than USD's maximum drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for NDVLY and USD.
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Drawdown Indicators
| NDVLY | USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.49% | -88.63% | -7.86% |
Max Drawdown (1Y)Largest decline over 1 year | -44.03% | -31.80% | -12.23% |
Max Drawdown (3Y)Largest decline over 3 years | -80.01% | -64.46% | -15.55% |
Max Drawdown (5Y)Largest decline over 5 years | -88.66% | -77.85% | -10.81% |
Max Drawdown (10Y)Largest decline over 10 years | -96.49% | -77.85% | -18.64% |
Current DrawdownCurrent decline from peak | -93.63% | -6.07% | -87.56% |
Average DrawdownAverage peak-to-trough decline | -61.64% | -32.35% | -29.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.33% | 10.98% | +9.35% |
Volatility
NDVLY vs. USD - Volatility Comparison
New World Development Co Ltd ADR (NDVLY) has a higher volatility of 37.18% compared to ProShares Ultra Semiconductors (USD) at 21.29%. This indicates that NDVLY's price experiences larger fluctuations and is considered to be riskier than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NDVLY | USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 37.18% | 21.29% | +15.89% |
Volatility (6M)Calculated over the trailing 6-month period | 93.07% | 46.74% | +46.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 121.44% | 61.28% | +60.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 93.01% | 76.56% | +16.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 115.45% | 69.24% | +46.21% |
Dividends
NDVLY vs. USD - Dividend Comparison
NDVLY has not paid dividends to shareholders, while USD's dividend yield for the trailing twelve months is around 0.23%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NDVLY New World Development Co Ltd ADR | 0.00% | 0.00% | 3.87% | 6.92% | 9.55% | 6.79% | 5.31% | 4.57% | 3.95% | 6.78% | 4.56% | 8.16% |
USD ProShares Ultra Semiconductors | 0.23% | 0.39% | 0.10% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 0.46% | 0.39% |
Frequently Asked Questions
NDVLY and USD have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NDVLY has higher volatility (37.18%) compared to USD (21.29%). In terms of maximum drawdown, NDVLY dropped -96.49% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (4.12 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.
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