REGN vs. USD
REGN (Regeneron Pharmaceuticals, Inc.) 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, REGN returned 4.61%/yr vs 61.24%/yr for USD. At a 0.34 correlation, their price movements are largely independent.
Performance
REGN vs. USD - Performance Comparison
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Returns By Period
In the year-to-date period, REGN achieves a -18.32% return, which is significantly lower than USD's 103.32% return. Over the past 10 years, REGN has underperformed USD with an annualized return of 4.61%, while USD has yielded a comparatively higher 61.24% annualized return.
REGN
- 1D
- 1.58%
- 1M
- -10.34%
- YTD
- -18.32%
- 6M
- -12.78%
- 1Y
- 30.36%
- 3Y*
- -5.46%
- 5Y*
- 4.37%
- 10Y*
- 4.61%
USD
- 1D
- -4.99%
- 1M
- 31.62%
- YTD
- 103.32%
- 6M
- 97.79%
- 1Y
- 250.81%
- 3Y*
- 125.78%
- 5Y*
- 67.80%
- 10Y*
- 61.24%
REGN vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
REGN Regeneron Pharmaceuticals, Inc. | -18.32% | 8.96% | -18.90% | 21.73% | 14.25% | 30.72% | 28.66% | 0.53% | -0.65% | 2.42% |
USD ProShares Ultra Semiconductors | 103.32% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
Correlation
The correlation between REGN and USD is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2007 | 0.34 |
Over the past year, the correlation between REGN and USD has dropped to 0.04 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.
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Return for Risk
REGN vs. USD — Risk / Return Rank
REGN
USD
REGN vs. USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Regeneron Pharmaceuticals, Inc. (REGN) 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.
| REGN | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.19 | ||
| Sortino ratioReturn per unit of downside risk | -2.13 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.48 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | 7.94 | -6.76 |
| Martin ratioReturn relative to average drawdown | 4.09 | 22.96 | -18.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| REGN | USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 4.12 | -3.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.89 | -0.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.14 | 0.89 | -0.74 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.49 | -0.33 |
Drawdowns
REGN vs. USD - Drawdown Comparison
The maximum REGN drawdown since its inception was -91.81%, roughly equal to the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for REGN and USD.
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Drawdown Indicators
| REGN | USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.81% | -88.63% | -3.18% |
Max Drawdown (1Y)Largest decline over 1 year | -25.85% | -31.80% | +5.95% |
Max Drawdown (3Y)Largest decline over 3 years | -59.69% | -64.46% | +4.77% |
Max Drawdown (5Y)Largest decline over 5 years | -59.69% | -77.85% | +18.16% |
Max Drawdown (10Y)Largest decline over 10 years | -59.69% | -77.85% | +18.16% |
Current DrawdownCurrent decline from peak | -47.25% | -6.07% | -41.18% |
Average DrawdownAverage peak-to-trough decline | -42.39% | -32.35% | -10.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.45% | 10.98% | -3.53% |
Volatility
REGN vs. USD - Volatility Comparison
The current volatility for Regeneron Pharmaceuticals, Inc. (REGN) is 12.54%, while ProShares Ultra Semiconductors (USD) has a volatility of 21.29%. This indicates that REGN 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
| REGN | USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.54% | 21.29% | -8.75% |
Volatility (6M)Calculated over the trailing 6-month period | 22.39% | 46.74% | -24.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.85% | 61.28% | -28.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.77% | 76.56% | -45.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.16% | 69.24% | -37.08% |
Dividends
REGN vs. USD - Dividend Comparison
REGN's dividend yield for the trailing twelve months is around 0.58%, more than USD's 0.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REGN Regeneron Pharmaceuticals, Inc. | 0.58% | 0.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USD ProShares Ultra Semiconductors | 0.23% | 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
REGN and USD have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (21.29%) compared to REGN (12.54%). In terms of maximum drawdown, REGN dropped -91.81% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (4.12 vs 0.93), 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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