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NU vs. UCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NU vs. UCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nu Holdings Ltd. (NU) and ProShares Ultra Bloomberg Crude Oil (UCO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NU achieves a -30.47% return, which is significantly lower than UCO's 149.12% return.


NU

1D
-2.43%
1M
-17.80%
YTD
-30.47%
6M
-33.26%
1Y
-2.92%
3Y*
18.64%
5Y*
10Y*

UCO

1D
2.71%
1M
-4.64%
YTD
149.12%
6M
137.09%
1Y
120.48%
3Y*
25.90%
5Y*
22.16%
10Y*
-11.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NU vs. UCO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NU
Nu Holdings Ltd.
-30.47%61.58%24.37%104.67%-56.61%-9.20%
UCO
ProShares Ultra Bloomberg Crude Oil
149.12%-29.75%5.36%-13.89%39.71%11.43%

Correlation

The correlation between NU and UCO is -0.18, 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

-0.18

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

0.02

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2021

0.04

The correlation between NU and UCO shifts across timeframes, from -0.18 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

NU vs. UCO — Risk / Return Rank

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

NU
NU Risk / Return Rank: 3535
Overall Rank
NU Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
NU Sortino Ratio Rank: 3333
Sortino Ratio Rank
NU Omega Ratio Rank: 3333
Omega Ratio Rank
NU Calmar Ratio Rank: 3737
Calmar Ratio Rank
NU Martin Ratio Rank: 3636
Martin Ratio Rank

UCO
UCO Risk / Return Rank: 5454
Overall Rank
UCO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
UCO Sortino Ratio Rank: 5050
Sortino Ratio Rank
UCO Omega Ratio Rank: 5050
Omega Ratio Rank
UCO Calmar Ratio Rank: 6969
Calmar Ratio Rank
UCO Martin Ratio Rank: 4141
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.

NU vs. UCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nu Holdings Ltd. (NU) and ProShares Ultra Bloomberg Crude Oil (UCO). 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.


NUUCODifference
Sharpe ratioReturn per unit of total volatility

-2.20

Sortino ratioReturn per unit of downside risk

-2.30

Omega ratioGain probability vs. loss probability

1.02

1.32

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.08

3.49

-3.56

Martin ratioReturn relative to average drawdown

-0.21

6.60

-6.80

NU vs. UCO - Sharpe Ratio Comparison

The current NU Sharpe Ratio is -0.08, which is lower than the UCO Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of NU and UCO, 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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Sharpe Ratios by Period


NUUCODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.08

2.12

-2.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

-0.34

+0.39

Drawdowns

NU vs. UCO - Drawdown Comparison

The maximum NU drawdown since its inception was -72.07%, smaller than the maximum UCO drawdown of -99.95%. Use the drawdown chart below to compare losses from any high point for NU and UCO.


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Drawdown Indicators


NUUCODifference

Max Drawdown

Largest peak-to-trough decline

-72.07%

-99.95%

+27.88%

Max Drawdown (1Y)

Largest decline over 1 year

-37.95%

-34.77%

-3.18%

Max Drawdown (3Y)

Largest decline over 3 years

-39.58%

-50.38%

+10.80%

Max Drawdown (5Y)

Largest decline over 5 years

-67.24%

Max Drawdown (10Y)

Largest decline over 10 years

-98.75%

Current Drawdown

Current decline from peak

-37.95%

-99.23%

+61.28%

Average Drawdown

Average peak-to-trough decline

-29.75%

-85.49%

+55.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.13%

18.33%

-4.20%

Volatility

NU vs. UCO - Volatility Comparison

The current volatility for Nu Holdings Ltd. (NU) is 13.46%, while ProShares Ultra Bloomberg Crude Oil (UCO) has a volatility of 20.83%. This indicates that NU experiences smaller price fluctuations and is considered to be less risky than UCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NUUCODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.46%

20.83%

-7.37%

Volatility (6M)

Calculated over the trailing 6-month period

28.45%

46.44%

-17.99%

Volatility (1Y)

Calculated over the trailing 1-year period

38.69%

57.11%

-18.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.45%

59.78%

-1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.45%

71.36%

-12.91%

Dividends

NU vs. UCO - Dividend Comparison

Neither NU nor UCO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


NU and UCO have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UCO has higher volatility (20.83%) compared to NU (13.46%). In terms of maximum drawdown, NU dropped -72.07% vs UCO's -99.95%.

UCO currently has the higher Sharpe Ratio (2.12 vs -0.08), 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 NU and UCO

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