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PUST.PA vs. SSO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PUST.PA vs. SSO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi PEA Nasdaq-100 UCITS ETF Acc (PUST.PA) and ProShares Ultra S&P500 (SSO). The values are adjusted to include any dividend payments, if applicable.

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PUST.PA vs. SSO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PUST.PA
Amundi PEA Nasdaq-100 UCITS ETF Acc
-6.37%5.71%35.33%50.06%-29.76%38.74%36.04%40.41%4.65%16.05%
SSO
ProShares Ultra S&P500
-8.81%11.21%52.95%42.26%-35.20%72.58%11.52%67.14%-10.59%26.61%
Different Trading Currencies

PUST.PA is traded in EUR, while SSO is traded in USD. To make them comparable, the SSO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, PUST.PA achieves a -6.37% return, which is significantly higher than SSO's -8.81% return. Over the past 10 years, PUST.PA has underperformed SSO with an annualized return of 18.28%, while SSO has yielded a comparatively higher 20.88% annualized return.


PUST.PA

1D
-0.05%
1M
-4.06%
YTD
-6.37%
6M
-3.25%
1Y
15.00%
3Y*
19.21%
5Y*
12.68%
10Y*
18.28%

SSO

1D
4.83%
1M
-8.36%
YTD
-8.81%
6M
-5.71%
1Y
18.21%
3Y*
25.55%
5Y*
15.76%
10Y*
20.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PUST.PA vs. SSO - Expense Ratio Comparison

PUST.PA has a 0.30% expense ratio, which is lower than SSO's 0.87% expense ratio.


Return for Risk

PUST.PA vs. SSO — Risk / Return Rank

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

PUST.PA
PUST.PA Risk / Return Rank: 5151
Overall Rank
PUST.PA Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
PUST.PA Sortino Ratio Rank: 4040
Sortino Ratio Rank
PUST.PA Omega Ratio Rank: 3939
Omega Ratio Rank
PUST.PA Calmar Ratio Rank: 7575
Calmar Ratio Rank
PUST.PA Martin Ratio Rank: 6060
Martin Ratio Rank

SSO
SSO Risk / Return Rank: 5151
Overall Rank
SSO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SSO Sortino Ratio Rank: 4949
Sortino Ratio Rank
SSO Omega Ratio Rank: 5353
Omega Ratio Rank
SSO Calmar Ratio Rank: 5353
Calmar Ratio Rank
SSO Martin Ratio Rank: 5858
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.

PUST.PA vs. SSO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi PEA Nasdaq-100 UCITS ETF Acc (PUST.PA) and ProShares Ultra S&P500 (SSO). 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.


PUST.PASSODifference

Sharpe ratio

Return per unit of total volatility

0.72

0.48

+0.24

Sortino ratio

Return per unit of downside risk

1.12

0.91

+0.21

Omega ratio

Gain probability vs. loss probability

1.16

1.14

+0.01

Calmar ratio

Return relative to maximum drawdown

1.95

0.83

+1.12

Martin ratio

Return relative to average drawdown

5.88

3.27

+2.62

PUST.PA vs. SSO - Sharpe Ratio Comparison

The current PUST.PA Sharpe Ratio is 0.72, which is higher than the SSO Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of PUST.PA and SSO, 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


PUST.PASSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.48

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.49

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

0.59

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.37

+0.56

Correlation

The correlation between PUST.PA and SSO is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PUST.PA vs. SSO - Dividend Comparison

PUST.PA has not paid dividends to shareholders, while SSO's dividend yield for the trailing twelve months is around 0.82%.


TTM20252024202320222021202020192018201720162015
PUST.PA
Amundi PEA Nasdaq-100 UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SSO
ProShares Ultra S&P500
0.82%0.68%0.85%0.18%0.50%0.18%0.20%0.50%0.75%0.39%0.51%0.63%

Drawdowns

PUST.PA vs. SSO - Drawdown Comparison

The maximum PUST.PA drawdown since its inception was -31.40%, smaller than the maximum SSO drawdown of -83.31%. Use the drawdown chart below to compare losses from any high point for PUST.PA and SSO.


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Drawdown Indicators


PUST.PASSODifference

Max Drawdown

Largest peak-to-trough decline

-31.40%

-84.67%

+53.27%

Max Drawdown (1Y)

Largest decline over 1 year

-13.48%

-23.17%

+9.69%

Max Drawdown (5Y)

Largest decline over 5 years

-31.40%

-46.73%

+15.33%

Max Drawdown (10Y)

Largest decline over 10 years

-31.40%

-59.34%

+27.94%

Current Drawdown

Current decline from peak

-10.00%

-13.46%

+3.46%

Average Drawdown

Average peak-to-trough decline

-5.95%

-19.72%

+13.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

5.38%

-2.04%

Volatility

PUST.PA vs. SSO - Volatility Comparison

The current volatility for Amundi PEA Nasdaq-100 UCITS ETF Acc (PUST.PA) is 4.13%, while ProShares Ultra S&P500 (SSO) has a volatility of 9.41%. This indicates that PUST.PA experiences smaller price fluctuations and is considered to be less risky than SSO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PUST.PASSODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

9.41%

-5.28%

Volatility (6M)

Calculated over the trailing 6-month period

11.64%

18.87%

-7.23%

Volatility (1Y)

Calculated over the trailing 1-year period

20.54%

38.08%

-17.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.80%

32.64%

-12.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.78%

35.67%

-15.89%