ROM vs. BULL

Last updated Jun 4, 2026

ROM (ProShares Ultra Technology) is Leveraged Equities fund tracking the Dow Jones U.S. Technology Index (200%), while BULL (Webull Corp) is a stock. Over the past year, ROM returned 152.07% vs -46.12% for BULL. At a 0.39 correlation, their price movements are largely independent.

Performance

ROM vs. BULL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Technology (ROM) and Webull Corp (BULL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ROM achieves a 77.72% return, which is significantly higher than BULL's -24.07% return.

ROM

• 1D: -2.01%
• 1M: 45.36%
• YTD: 77.72%
• 6M: 74.45%
• 1Y: 152.07%
• 3Y*: 59.24%
• 5Y*: 31.70%
• 10Y*: 42.70%

BULL

• 1D: -4.99%
• 1M: -17.71%
• YTD: -24.07%
• 6M: -36.29%
• 1Y: -46.12%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ROM vs. BULL - Yearly Performance Comparison

	2026 (YTD)	2025
ROM ProShares Ultra Technology	77.72%	105.14%
BULL Webull Corp	-24.07%	-35.36%

Correlation

The correlation between ROM and BULL is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (All Time) Calculated using the full available price history since Apr 11, 2025	0.39

Return for Risk

ROM vs. BULL — Risk / Return Rank

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

ROM

ROM Risk / Return Rank: 83
ROM Sharpe Ratio Rank: 94
ROM Sortino Ratio Rank: 81
ROM Omega Ratio Rank: 80
ROM Calmar Ratio Rank: 85
ROM Martin Ratio Rank: 75

BULL

BULL Risk / Return Rank: 16
BULL Sharpe Ratio Rank: 12
BULL Sortino Ratio Rank: 14
BULL Omega Ratio Rank: 15
BULL Calmar Ratio Rank: 18
BULL Martin Ratio Rank: 21

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.

ROM vs. BULL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Technology (ROM) and Webull Corp (BULL). 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.

	ROM	BULL	Difference
Sharpe ratio: Return per unit of total volatility	3.66	-0.67	+4.34
Sortino ratio: Return per unit of downside risk	3.69	-0.81	+4.50
Omega ratio: Gain probability vs. loss probability	1.48	0.91	+0.57
Calmar ratio: Return relative to maximum drawdown	4.73	-0.63	+5.36
Martin ratio: Return relative to average drawdown	14.47	-0.97	+15.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ROM vs. BULL - Sharpe Ratio Comparison

The current ROM Sharpe Ratio is 3.66, which is higher than the BULL Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of ROM and BULL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ROM	BULL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.66	-0.67	+4.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.62	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.86	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	-0.13	+0.67

Drawdowns

ROM vs. BULL - Drawdown Comparison

The maximum ROM drawdown since its inception was -83.36%, smaller than the maximum BULL drawdown of -92.64%. Use the drawdown chart below to compare losses from any high point for ROM and BULL.

Drawdown Indicators

	ROM	BULL	Difference
Max Drawdown Largest peak-to-trough decline	-83.36%	-92.64%	+9.28%
Max Drawdown (1Y) Largest decline over 1 year	-32.33%	-73.90%	+41.57%
Max Drawdown (3Y) Largest decline over 3 years	-48.10%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-67.55%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-67.55%	—	—
Current Drawdown Current decline from peak	-2.01%	-90.62%	+88.61%
Average Drawdown Average peak-to-trough decline	-20.88%	-82.71%	+61.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.55%	47.70%	-37.15%

Volatility

ROM vs. BULL - Volatility Comparison

ProShares Ultra Technology (ROM) and Webull Corp (BULL) have volatilities of 14.00% and 13.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ROM	BULL	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.00%	13.51%	+0.49%
Volatility (6M) Calculated over the trailing 6-month period	33.37%	40.73%	-7.36%
Volatility (1Y) Calculated over the trailing 1-year period	41.83%	68.75%	-26.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	51.63%	362.35%	-310.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.82%	362.35%	-312.53%

Dividends

ROM vs. BULL - Dividend Comparison

ROM's dividend yield for the trailing twelve months is around 0.14%, while BULL has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BULL Webull Corp	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ROM ProShares Ultra Technology	0.14%	0.24%	0.21%	0.01%	0.00%	0.00%	0.05%	0.16%	0.30%	0.08%	0.20%	0.12%

Frequently Asked Questions

Can I hold both ROM and BULL in my portfolio?

ROM and BULL have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ROM or BULL?

ROM has higher volatility (14.00%) compared to BULL (13.51%). In terms of maximum drawdown, ROM dropped -83.36% vs BULL's -92.64%.

Which has better risk-adjusted returns?

ROM currently has the higher Sharpe Ratio (3.66 vs -0.67), 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.