PG vs. USD
PG (The Procter & Gamble Company) 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, PG returned 8.62%/yr vs 55.77%/yr for USD. At a 0.23 correlation, their price movements are largely independent.
Performance
PG vs. USD - Performance Comparison
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Returns By Period
In the year-to-date period, PG achieves a 6.19% return, which is significantly lower than USD's 57.07% return. Over the past 10 years, PG has underperformed USD with an annualized return of 8.62%, while USD has yielded a comparatively higher 55.77% annualized return.
PG
- 1D
- -1.00%
- 1M
- -0.39%
- 6M
- 5.29%
- YTD
- 6.19%
- 1Y
- -0.85%
- 3Y*
- 2.79%
- 5Y*
- 3.92%
- 10Y*
- 8.62%
USD
- 1D
- -3.79%
- 1M
- -16.88%
- 6M
- 43.24%
- YTD
- 57.07%
- 1Y
- 96.75%
- 3Y*
- 90.78%
- 5Y*
- 60.45%
- 10Y*
- 55.77%
PG vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 6.19% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
USD ProShares Ultra Semiconductors | 57.07% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
Correlation
The correlation between PG and USD is -0.36, 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 | -0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2007 | 0.23 |
The correlation between PG and USD shifts across timeframes, from -0.36 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PG vs. USD — Risk / Return Rank
PG
USD
PG vs. USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) 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.
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.
| PG | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.24 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 3.06 | -3.11 |
| Martin ratioReturn relative to average drawdown | -0.10 | 7.80 | -7.90 |
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Drawdowns
PG vs. USD - Drawdown Comparison
The maximum PG drawdown since its inception was -54.25%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for PG and USD.
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Drawdown Indicators
| PG | USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -88.63% | +34.38% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -31.80% | +16.28% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -64.46% | +43.31% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -77.85% | +54.08% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -77.85% | +54.08% |
Current DrawdownCurrent decline from peak | -13.08% | -27.44% | +14.36% |
Average DrawdownAverage peak-to-trough decline | -12.17% | -32.24% | +20.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.84% | 12.44% | -3.60% |
Volatility
PG vs. USD - Volatility Comparison
The current volatility for The Procter & Gamble Company (PG) is 7.43%, while ProShares Ultra Semiconductors (USD) has a volatility of 29.85%. This indicates that PG experiences smaller price fluctuations and is considered to be less risky 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
| PG | USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.43% | 29.85% | -22.42% |
Volatility (6M)Calculated over the trailing 6-month period | 15.89% | 58.53% | -42.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.68% | 71.17% | -51.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.07% | 78.27% | -60.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.16% | 70.11% | -50.95% |
Dividends
PG vs. USD - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.84%, more than USD's 0.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.84% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
USD ProShares Ultra Semiconductors | 0.37% | 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
PG and USD have a correlation of -0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (29.85%) compared to PG (7.43%). In terms of maximum drawdown, PG dropped -54.25% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (1.37 vs -0.04), 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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