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ROM vs. CLPAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ROM vs. CLPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Technology (ROM) and Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX). The values are adjusted to include any dividend payments, if applicable.

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ROM vs. CLPAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ROM
ProShares Ultra Technology
-16.84%35.63%31.65%130.70%-63.86%77.75%80.42%102.10%-9.89%81.11%
CLPAX
Catalyst Nasdaq-100 Hedged Equity Fund
-7.05%12.32%11.42%35.92%-30.54%13.11%5.25%19.41%-3.65%8.20%

Returns By Period

In the year-to-date period, ROM achieves a -16.84% return, which is significantly lower than CLPAX's -7.05% return. Over the past 10 years, ROM has outperformed CLPAX with an annualized return of 31.73%, while CLPAX has yielded a comparatively lower 5.33% annualized return.


ROM

1D
8.36%
1M
-8.93%
YTD
-16.84%
6M
-15.35%
1Y
47.16%
3Y*
31.37%
5Y*
14.97%
10Y*
31.73%

CLPAX

1D
-0.56%
1M
-5.79%
YTD
-7.05%
6M
-6.80%
1Y
14.47%
3Y*
11.10%
5Y*
4.94%
10Y*
5.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ROM vs. CLPAX - Expense Ratio Comparison

ROM has a 0.95% expense ratio, which is lower than CLPAX's 1.74% expense ratio.


Return for Risk

ROM vs. CLPAX — 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: 5252
Sharpe Ratio Rank
ROM Sortino Ratio Rank: 6161
Sortino Ratio Rank
ROM Omega Ratio Rank: 5959
Omega Ratio Rank
ROM Calmar Ratio Rank: 6262
Calmar Ratio Rank
ROM Martin Ratio Rank: 4949
Martin Ratio Rank

CLPAX
CLPAX Risk / Return Rank: 3838
Overall Rank
CLPAX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
CLPAX Sortino Ratio Rank: 4747
Sortino Ratio Rank
CLPAX Omega Ratio Rank: 3939
Omega Ratio Rank
CLPAX Calmar Ratio Rank: 3636
Calmar Ratio Rank
CLPAX Martin Ratio Rank: 2727
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. CLPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Technology (ROM) and Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX). 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.


ROMCLPAXDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.87

+0.01

Sortino ratio

Return per unit of downside risk

1.49

1.36

+0.13

Omega ratio

Gain probability vs. loss probability

1.21

1.18

+0.03

Calmar ratio

Return relative to maximum drawdown

1.48

0.96

+0.51

Martin ratio

Return relative to average drawdown

4.42

2.91

+1.51

ROM vs. CLPAX - Sharpe Ratio Comparison

The current ROM Sharpe Ratio is 0.88, which is comparable to the CLPAX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of ROM and CLPAX, 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


ROMCLPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.87

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.32

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.37

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.34

+0.10

Correlation

The correlation between ROM and CLPAX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ROM vs. CLPAX - Dividend Comparison

ROM's dividend yield for the trailing twelve months is around 0.29%, less than CLPAX's 9.79% yield.


TTM20252024202320222021202020192018201720162015
ROM
ProShares Ultra Technology
0.29%0.24%0.21%0.01%0.00%0.00%0.05%0.16%0.30%0.08%0.20%0.12%
CLPAX
Catalyst Nasdaq-100 Hedged Equity Fund
9.79%9.10%0.00%0.00%2.68%0.32%0.49%5.41%0.30%0.02%0.00%17.26%

Drawdowns

ROM vs. CLPAX - Drawdown Comparison

The maximum ROM drawdown since its inception was -83.36%, which is greater than CLPAX's maximum drawdown of -32.47%. Use the drawdown chart below to compare losses from any high point for ROM and CLPAX.


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Drawdown Indicators


ROMCLPAXDifference

Max Drawdown

Largest peak-to-trough decline

-83.36%

-32.47%

-50.89%

Max Drawdown (1Y)

Largest decline over 1 year

-32.33%

-12.87%

-19.46%

Max Drawdown (5Y)

Largest decline over 5 years

-67.55%

-32.47%

-35.08%

Max Drawdown (10Y)

Largest decline over 10 years

-67.55%

-32.47%

-35.08%

Current Drawdown

Current decline from peak

-26.67%

-12.87%

-13.80%

Average Drawdown

Average peak-to-trough decline

-21.02%

-8.16%

-12.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.81%

4.26%

+6.55%

Volatility

ROM vs. CLPAX - Volatility Comparison

ProShares Ultra Technology (ROM) has a higher volatility of 16.01% compared to Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) at 3.18%. This indicates that ROM's price experiences larger fluctuations and is considered to be riskier than CLPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ROMCLPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.01%

3.18%

+12.83%

Volatility (6M)

Calculated over the trailing 6-month period

32.95%

9.87%

+23.08%

Volatility (1Y)

Calculated over the trailing 1-year period

53.78%

16.59%

+37.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.32%

15.63%

+35.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.50%

14.38%

+35.12%