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ROM vs. BULL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, ROM achieves a 48.47% return, which is significantly higher than BULL's -12.23% return.


ROM

1D
-4.05%
1M
-8.02%
YTD
48.47%
6M
43.07%
1Y
87.84%
3Y*
47.89%
5Y*
24.74%
10Y*
41.60%

BULL

1D
4.76%
1M
7.74%
YTD
-12.23%
6M
-16.63%
1Y
-37.03%
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
48.47%86.93%
BULL
Webull Corp
-12.23%-33.13%

Correlation

The correlation between ROM and BULL is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2025

0.36

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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: 5757
Overall Rank
ROM Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
ROM Sortino Ratio Rank: 5151
Sortino Ratio Rank
ROM Omega Ratio Rank: 5353
Omega Ratio Rank
ROM Calmar Ratio Rank: 6262
Calmar Ratio Rank
ROM Martin Ratio Rank: 5151
Martin Ratio Rank

BULL
BULL Risk / Return Rank: 2323
Overall Rank
BULL Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BULL Sortino Ratio Rank: 2121
Sortino Ratio Rank
BULL Omega Ratio Rank: 2222
Omega Ratio Rank
BULL Calmar Ratio Rank: 2525
Calmar Ratio Rank
BULL Martin Ratio Rank: 2929
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.

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.

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.


ROMBULLDifference
Sharpe ratioReturn per unit of total volatility

+2.43

Sortino ratioReturn per unit of downside risk

+2.79

Omega ratioGain probability vs. loss probability

1.30

0.94

+0.36

Calmar ratioReturn relative to maximum drawdown

2.71

-0.54

+3.25

Martin ratioReturn relative to average drawdown

7.85

-0.79

+8.64

ROM vs. BULL - Sharpe Ratio Comparison

The current ROM Sharpe Ratio is 1.86, which is higher than the BULL Sharpe Ratio of -0.57. 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.


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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.


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Drawdown Indicators


ROMBULLDifference

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

-18.14%

-89.16%

+71.02%

Average Drawdown

Average peak-to-trough decline

-20.85%

-82.80%

+61.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.15%

50.31%

-39.16%

Volatility

ROM vs. BULL - Volatility Comparison

ProShares Ultra Technology (ROM) has a higher volatility of 25.16% compared to Webull Corp (BULL) at 22.77%. This indicates that ROM's price experiences larger fluctuations and is considered to be riskier than BULL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ROMBULLDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.16%

22.77%

+2.39%

Volatility (6M)

Calculated over the trailing 6-month period

39.71%

43.60%

-3.89%

Volatility (1Y)

Calculated over the trailing 1-year period

47.18%

70.46%

-23.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.55%

352.55%

-300.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.21%

352.55%

-302.34%

Dividends

ROM vs. BULL - Dividend Comparison

ROM's dividend yield for the trailing twelve months is around 0.06%, while BULL has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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
0.06%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


ROM and BULL have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ROM has higher volatility (25.16%) compared to BULL (22.77%). In terms of maximum drawdown, ROM dropped -83.36% vs BULL's -92.64%.

ROM currently has the higher Sharpe Ratio (1.86 vs -0.57), 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 ROM and BULL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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