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ROM vs. GGLL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ROM vs. GGLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Technology (ROM) and Direxion Daily GOOGL Bull 2X Shares (GGLL). The values are adjusted to include any dividend payments, if applicable.

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ROM vs. GGLL - Yearly Performance Comparison


2026 (YTD)2025202420232022
ROM
ProShares Ultra Technology
-16.84%35.63%31.65%130.70%-24.26%
GGLL
Direxion Daily GOOGL Bull 2X Shares
-18.90%123.07%48.88%81.20%-30.35%

Returns By Period

In the year-to-date period, ROM achieves a -16.84% return, which is significantly higher than GGLL's -18.90% 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%

GGLL

1D
10.22%
1M
-16.24%
YTD
-18.90%
6M
28.40%
1Y
186.52%
3Y*
57.93%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ROM vs. GGLL - Expense Ratio Comparison

ROM has a 0.95% expense ratio, which is lower than GGLL's 1.05% expense ratio.


Return for Risk

ROM vs. GGLL — 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

GGLL
GGLL Risk / Return Rank: 9696
Overall Rank
GGLL Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
GGLL Sortino Ratio Rank: 9797
Sortino Ratio Rank
GGLL Omega Ratio Rank: 9494
Omega Ratio Rank
GGLL Calmar Ratio Rank: 9797
Calmar Ratio Rank
GGLL Martin Ratio Rank: 9797
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. GGLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Technology (ROM) and Direxion Daily GOOGL Bull 2X Shares (GGLL). 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.


ROMGGLLDifference

Sharpe ratio

Return per unit of total volatility

0.88

3.08

-2.20

Sortino ratio

Return per unit of downside risk

1.49

3.47

-1.98

Omega ratio

Gain probability vs. loss probability

1.21

1.43

-0.22

Calmar ratio

Return relative to maximum drawdown

1.48

4.88

-3.40

Martin ratio

Return relative to average drawdown

4.42

18.04

-13.61

ROM vs. GGLL - Sharpe Ratio Comparison

The current ROM Sharpe Ratio is 0.88, which is lower than the GGLL Sharpe Ratio of 3.08. The chart below compares the historical Sharpe Ratios of ROM and GGLL, 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


ROMGGLLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

3.08

-2.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.75

-0.31

Correlation

The correlation between ROM and GGLL is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ROM vs. GGLL - Dividend Comparison

ROM's dividend yield for the trailing twelve months is around 0.29%, less than GGLL's 5.63% 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%
GGLL
Direxion Daily GOOGL Bull 2X Shares
5.63%4.16%3.29%2.05%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ROM vs. GGLL - Drawdown Comparison

The maximum ROM drawdown since its inception was -83.36%, which is greater than GGLL's maximum drawdown of -52.81%. Use the drawdown chart below to compare losses from any high point for ROM and GGLL.


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Drawdown Indicators


ROMGGLLDifference

Max Drawdown

Largest peak-to-trough decline

-83.36%

-52.81%

-30.55%

Max Drawdown (1Y)

Largest decline over 1 year

-32.33%

-38.39%

+6.06%

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

-26.67%

-32.09%

+5.42%

Average Drawdown

Average peak-to-trough decline

-21.02%

-15.49%

-5.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.81%

10.38%

+0.43%

Volatility

ROM vs. GGLL - Volatility Comparison

The current volatility for ProShares Ultra Technology (ROM) is 16.01%, while Direxion Daily GOOGL Bull 2X Shares (GGLL) has a volatility of 18.25%. This indicates that ROM experiences smaller price fluctuations and is considered to be less risky than GGLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ROMGGLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.01%

18.25%

-2.24%

Volatility (6M)

Calculated over the trailing 6-month period

32.95%

39.37%

-6.42%

Volatility (1Y)

Calculated over the trailing 1-year period

53.78%

60.98%

-7.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.32%

55.13%

-3.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.50%

55.13%

-5.63%