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QURE vs. DIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QURE vs. DIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in uniQure N.V. (QURE) and ProShares Ultra Oil & Gas (DIG). The values are adjusted to include any dividend payments, if applicable.

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QURE vs. DIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QURE
uniQure N.V.
-29.42%35.50%160.86%-70.14%9.31%-42.60%-49.58%148.65%47.12%249.82%
DIG
ProShares Ultra Oil & Gas
71.38%2.73%0.93%-13.04%125.34%115.63%-70.36%12.51%-40.11%-7.39%

Returns By Period

In the year-to-date period, QURE achieves a -29.42% return, which is significantly lower than DIG's 71.38% return. Over the past 10 years, QURE has underperformed DIG with an annualized return of 2.85%, while DIG has yielded a comparatively higher 7.37% annualized return.


QURE

1D
3.30%
1M
60.86%
YTD
-29.42%
6M
-69.29%
1Y
70.43%
3Y*
-5.70%
5Y*
-13.11%
10Y*
2.85%

DIG

1D
-7.64%
1M
7.25%
YTD
71.38%
6M
70.78%
1Y
47.64%
3Y*
20.73%
5Y*
34.16%
10Y*
7.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

QURE vs. DIG — Risk / Return Rank

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

QURE
QURE Risk / Return Rank: 6969
Overall Rank
QURE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
QURE Sortino Ratio Rank: 9090
Sortino Ratio Rank
QURE Omega Ratio Rank: 9292
Omega Ratio Rank
QURE Calmar Ratio Rank: 5757
Calmar Ratio Rank
QURE Martin Ratio Rank: 5454
Martin Ratio Rank

DIG
DIG Risk / Return Rank: 4747
Overall Rank
DIG Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
DIG Sortino Ratio Rank: 5050
Sortino Ratio Rank
DIG Omega Ratio Rank: 5252
Omega Ratio Rank
DIG Calmar Ratio Rank: 5151
Calmar Ratio Rank
DIG Martin Ratio Rank: 3131
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.

QURE vs. DIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for uniQure N.V. (QURE) and ProShares Ultra Oil & Gas (DIG). 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.


QUREDIGDifference

Sharpe ratio

Return per unit of total volatility

0.26

0.96

-0.70

Sortino ratio

Return per unit of downside risk

2.92

1.41

+1.52

Omega ratio

Gain probability vs. loss probability

1.45

1.21

+0.24

Calmar ratio

Return relative to maximum drawdown

0.68

1.40

-0.72

Martin ratio

Return relative to average drawdown

1.32

2.86

-1.54

QURE vs. DIG - Sharpe Ratio Comparison

The current QURE Sharpe Ratio is 0.26, which is lower than the DIG Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of QURE and DIG, 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


QUREDIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

0.96

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

0.66

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.02

0.13

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.00

+0.01

Correlation

The correlation between QURE and DIG is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

QURE vs. DIG - Dividend Comparison

QURE has not paid dividends to shareholders, while DIG's dividend yield for the trailing twelve months is around 1.45%.


TTM20252024202320222021202020192018201720162015
QURE
uniQure N.V.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DIG
ProShares Ultra Oil & Gas
1.45%2.62%3.13%0.61%1.33%2.24%3.18%2.72%2.30%1.76%1.09%1.56%

Drawdowns

QURE vs. DIG - Drawdown Comparison

The maximum QURE drawdown since its inception was -95.40%, roughly equal to the maximum DIG drawdown of -97.04%. Use the drawdown chart below to compare losses from any high point for QURE and DIG.


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Drawdown Indicators


QUREDIGDifference

Max Drawdown

Largest peak-to-trough decline

-95.40%

-97.04%

+1.64%

Max Drawdown (1Y)

Largest decline over 1 year

-87.21%

-35.40%

-51.81%

Max Drawdown (5Y)

Largest decline over 5 years

-90.11%

-46.02%

-44.09%

Max Drawdown (10Y)

Largest decline over 10 years

-95.40%

-92.53%

-2.87%

Current Drawdown

Current decline from peak

-79.45%

-49.79%

-29.66%

Average Drawdown

Average peak-to-trough decline

-56.34%

-64.47%

+8.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.96%

17.32%

+27.64%

Volatility

QURE vs. DIG - Volatility Comparison

uniQure N.V. (QURE) has a higher volatility of 44.88% compared to ProShares Ultra Oil & Gas (DIG) at 12.95%. This indicates that QURE's price experiences larger fluctuations and is considered to be riskier than DIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QUREDIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

44.88%

12.95%

+31.93%

Volatility (6M)

Calculated over the trailing 6-month period

113.48%

28.78%

+84.70%

Volatility (1Y)

Calculated over the trailing 1-year period

276.62%

49.96%

+226.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

153.21%

51.73%

+101.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

119.51%

57.63%

+61.88%