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PJP vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PJP vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Pharmaceuticals ETF (PJP) and ProShares UltraShort Yen (YCS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PJP achieves a 7.11% return, which is significantly lower than YCS's 9.35% return. Over the past 10 years, PJP has underperformed YCS with an annualized return of 6.88%, while YCS has yielded a comparatively higher 13.18% annualized return.


PJP

1D
-0.65%
1M
3.01%
YTD
7.11%
6M
5.20%
1Y
41.28%
3Y*
14.44%
5Y*
7.91%
10Y*
6.88%

YCS

1D
0.88%
1M
3.65%
YTD
9.35%
6M
8.16%
1Y
30.84%
3Y*
19.46%
5Y*
23.76%
10Y*
13.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PJP vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PJP
Invesco Dynamic Pharmaceuticals ETF
7.11%27.98%9.63%-2.18%-2.16%14.58%11.29%4.64%-1.78%15.30%
YCS
ProShares UltraShort Yen
9.35%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%-1.49%-6.57%

Correlation

The correlation between PJP and YCS is -0.29, 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

-0.29

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

-0.12

Correlation (5Y)
Calculated over the trailing 5-year period

-0.09

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2008

0.13

The correlation between PJP and YCS shifts across timeframes, from -0.29 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PJP vs. YCS — Risk / Return Rank

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

PJP
PJP Risk / Return Rank: 8080
Overall Rank
PJP Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
PJP Sortino Ratio Rank: 8383
Sortino Ratio Rank
PJP Omega Ratio Rank: 7474
Omega Ratio Rank
PJP Calmar Ratio Rank: 8484
Calmar Ratio Rank
PJP Martin Ratio Rank: 7575
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 6565
Overall Rank
YCS Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 5353
Sortino Ratio Rank
YCS Omega Ratio Rank: 6262
Omega Ratio Rank
YCS Calmar Ratio Rank: 8080
Calmar Ratio Rank
YCS Martin Ratio Rank: 7070
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.

PJP vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Pharmaceuticals ETF (PJP) and ProShares UltraShort Yen (YCS). 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.


PJPYCSDifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+1.03

Omega ratioGain probability vs. loss probability

1.41

1.36

+0.05

Calmar ratioReturn relative to maximum drawdown

4.32

3.98

+0.34

Martin ratioReturn relative to average drawdown

13.69

12.43

+1.25

PJP vs. YCS - Sharpe Ratio Comparison

The current PJP Sharpe Ratio is 2.47, which is comparable to the YCS Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of PJP and YCS, 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

PJP vs. YCS - Drawdown Comparison

The maximum PJP drawdown since its inception was -37.06%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for PJP and YCS.


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Drawdown Indicators


PJPYCSDifference

Max Drawdown

Largest peak-to-trough decline

-37.06%

-49.56%

+12.50%

Max Drawdown (1Y)

Largest decline over 1 year

-9.44%

-8.30%

-1.14%

Max Drawdown (3Y)

Largest decline over 3 years

-16.27%

-23.05%

+6.78%

Max Drawdown (5Y)

Largest decline over 5 years

-17.51%

-27.32%

+9.81%

Max Drawdown (10Y)

Largest decline over 10 years

-33.95%

-27.32%

-6.63%

Current Drawdown

Current decline from peak

-1.95%

0.00%

-1.95%

Average Drawdown

Average peak-to-trough decline

-8.83%

-19.88%

+11.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.65%

+0.32%

Volatility

PJP vs. YCS - Volatility Comparison

Invesco Dynamic Pharmaceuticals ETF (PJP) has a higher volatility of 5.30% compared to ProShares UltraShort Yen (YCS) at 2.25%. This indicates that PJP's price experiences larger fluctuations and is considered to be riskier than YCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PJPYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

2.25%

+3.05%

Volatility (6M)

Calculated over the trailing 6-month period

12.33%

12.24%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

16.51%

16.99%

-0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.18%

21.09%

-4.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

18.98%

-0.59%

PJP vs. YCS - Expense Ratio Comparison

PJP has a 0.58% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

PJP vs. YCS - Dividend Comparison

PJP's dividend yield for the trailing twelve months is around 0.95%, while YCS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
PJP
Invesco Dynamic Pharmaceuticals ETF
0.95%0.98%0.97%1.01%0.95%0.81%0.75%0.77%1.12%0.65%0.91%5.49%
YCS
ProShares UltraShort Yen
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PJP and YCS have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PJP has higher volatility (5.30%) compared to YCS (2.25%). In terms of maximum drawdown, PJP dropped -37.06% vs YCS's -49.56%.

On 10-year performance, YCS leads with 13.18% vs 6.88% for PJP. On fees, PJP is cheaper at 0.58% per year. On volatility, YCS has been the lower-risk option at 2.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, YCS has performed better with a 13.18% return vs 6.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PJP is cheaper with a 0.58% expense ratio, compared with 1.00% for YCS.

PJP has the higher dividend yield at 0.95%, compared with 0.00% for YCS.

PJP is categorized as Health & Biotech Equities, while YCS is Leveraged Currency. PJP tracks Dynamic Pharmaceuticals Intellidex Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Invesco and ProShares. Their fees differ too: 0.58% for PJP and 1.00% for YCS.

PJP currently has the higher Sharpe Ratio (2.47 vs 1.95), 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 PJP and YCS

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