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OILU vs. KOLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OILU vs. KOLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU) and ProShares UltraShort Bloomberg Natural Gas (KOLD). The values are adjusted to include any dividend payments, if applicable.

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OILU vs. KOLD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
OILU
MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN
137.69%-16.50%-21.65%-32.50%151.08%-17.87%
KOLD
ProShares UltraShort Bloomberg Natural Gas
-38.45%-17.48%-11.34%249.82%-88.62%42.81%

Returns By Period

In the year-to-date period, OILU achieves a 137.69% return, which is significantly higher than KOLD's -38.45% return.


OILU

1D
-4.17%
1M
33.09%
YTD
137.69%
6M
126.29%
1Y
64.88%
3Y*
11.21%
5Y*
10Y*

KOLD

1D
-0.73%
1M
-7.42%
YTD
-38.45%
6M
-37.60%
1Y
10.94%
3Y*
-15.68%
5Y*
-43.73%
10Y*
-29.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OILU vs. KOLD - Expense Ratio Comparison

Both OILU and KOLD have an expense ratio of 0.95%.


Return for Risk

OILU vs. KOLD — Risk / Return Rank

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

OILU
OILU Risk / Return Rank: 5050
Overall Rank
OILU Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
OILU Sortino Ratio Rank: 5656
Sortino Ratio Rank
OILU Omega Ratio Rank: 5959
Omega Ratio Rank
OILU Calmar Ratio Rank: 5656
Calmar Ratio Rank
OILU Martin Ratio Rank: 2929
Martin Ratio Rank

KOLD
KOLD Risk / Return Rank: 2323
Overall Rank
KOLD Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
KOLD Sortino Ratio Rank: 3838
Sortino Ratio Rank
KOLD Omega Ratio Rank: 3434
Omega Ratio Rank
KOLD Calmar Ratio Rank: 1515
Calmar Ratio Rank
KOLD Martin Ratio Rank: 1414
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.

OILU vs. KOLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU) and ProShares UltraShort Bloomberg Natural Gas (KOLD). 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.


OILUKOLDDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.09

+0.76

Sortino ratio

Return per unit of downside risk

1.43

1.02

+0.41

Omega ratio

Gain probability vs. loss probability

1.21

1.13

+0.08

Calmar ratio

Return relative to maximum drawdown

1.36

0.11

+1.25

Martin ratio

Return relative to average drawdown

2.31

0.27

+2.04

OILU vs. KOLD - Sharpe Ratio Comparison

The current OILU Sharpe Ratio is 0.86, which is higher than the KOLD Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of OILU and KOLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OILUKOLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.09

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

-0.15

+0.38

Correlation

The correlation between OILU and KOLD is -0.24. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

OILU vs. KOLD - Dividend Comparison

Neither OILU nor KOLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OILU vs. KOLD - Drawdown Comparison

The maximum OILU drawdown since its inception was -81.00%, smaller than the maximum KOLD drawdown of -99.45%. Use the drawdown chart below to compare losses from any high point for OILU and KOLD.


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Drawdown Indicators


OILUKOLDDifference

Max Drawdown

Largest peak-to-trough decline

-81.00%

-99.45%

+18.45%

Max Drawdown (1Y)

Largest decline over 1 year

-52.04%

-72.50%

+20.46%

Max Drawdown (5Y)

Largest decline over 5 years

-98.91%

Max Drawdown (10Y)

Largest decline over 10 years

-99.45%

Current Drawdown

Current decline from peak

-36.07%

-97.48%

+61.41%

Average Drawdown

Average peak-to-trough decline

-50.73%

-69.15%

+18.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.72%

31.16%

-0.44%

Volatility

OILU vs. KOLD - Volatility Comparison

The current volatility for MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU) is 16.19%, while ProShares UltraShort Bloomberg Natural Gas (KOLD) has a volatility of 29.18%. This indicates that OILU experiences smaller price fluctuations and is considered to be less risky than KOLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OILUKOLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.19%

29.18%

-12.99%

Volatility (6M)

Calculated over the trailing 6-month period

42.42%

101.24%

-58.82%

Volatility (1Y)

Calculated over the trailing 1-year period

76.32%

120.63%

-44.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

81.18%

118.49%

-37.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.18%

101.91%

-20.73%