PortfoliosLab logoPortfoliosLab logo
ROM vs. MAGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ROM vs. MAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Technology (ROM) and Roundhill Daily 2X Long Magnificent Seven ETF (MAGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ROM vs. MAGX - Yearly Performance Comparison


2026 (YTD)20252024
ROM
ProShares Ultra Technology
-16.84%35.63%15.79%
MAGX
Roundhill Daily 2X Long Magnificent Seven ETF
-25.26%26.16%81.14%

Returns By Period

In the year-to-date period, ROM achieves a -16.84% return, which is significantly higher than MAGX's -25.26% 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%

MAGX

1D
9.45%
1M
-11.57%
YTD
-25.26%
6M
-22.65%
1Y
39.46%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ROM vs. MAGX - Expense Ratio Comparison

Both ROM and MAGX have an expense ratio of 0.95%.


Return for Risk

ROM vs. MAGX — 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

MAGX
MAGX Risk / Return Rank: 4545
Overall Rank
MAGX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
MAGX Sortino Ratio Rank: 5555
Sortino Ratio Rank
MAGX Omega Ratio Rank: 5050
Omega Ratio Rank
MAGX Calmar Ratio Rank: 4343
Calmar Ratio Rank
MAGX Martin Ratio Rank: 3737
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. MAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Technology (ROM) and Roundhill Daily 2X Long Magnificent Seven ETF (MAGX). 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.


ROMMAGXDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.69

+0.19

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

1.00

+0.48

Martin ratio

Return relative to average drawdown

4.42

3.19

+1.23

ROM vs. MAGX - Sharpe Ratio Comparison

The current ROM Sharpe Ratio is 0.88, which is comparable to the MAGX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of ROM and MAGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ROMMAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.69

+0.19

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

0.54

-0.10

Correlation

The correlation between ROM and MAGX is 0.82, 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. MAGX - Dividend Comparison

ROM's dividend yield for the trailing twelve months is around 0.29%, less than MAGX's 2.74% 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%
MAGX
Roundhill Daily 2X Long Magnificent Seven ETF
2.74%2.05%0.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ROM vs. MAGX - Drawdown Comparison

The maximum ROM drawdown since its inception was -83.36%, which is greater than MAGX's maximum drawdown of -54.19%. Use the drawdown chart below to compare losses from any high point for ROM and MAGX.


Loading graphics...

Drawdown Indicators


ROMMAGXDifference

Max Drawdown

Largest peak-to-trough decline

-83.36%

-54.19%

-29.17%

Max Drawdown (1Y)

Largest decline over 1 year

-32.33%

-37.24%

+4.91%

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%

-31.30%

+4.63%

Average Drawdown

Average peak-to-trough decline

-21.02%

-14.05%

-6.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.81%

11.65%

-0.84%

Volatility

ROM vs. MAGX - Volatility Comparison

ProShares Ultra Technology (ROM) and Roundhill Daily 2X Long Magnificent Seven ETF (MAGX) have volatilities of 16.01% and 16.68%, 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.


Loading graphics...

Volatility by Period


ROMMAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.01%

16.68%

-0.67%

Volatility (6M)

Calculated over the trailing 6-month period

32.95%

30.86%

+2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

53.78%

57.13%

-3.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.32%

54.62%

-3.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.50%

54.62%

-5.12%