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ROM vs. SOXX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ROM and SOXX is 0.78, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

ROM vs. SOXX - Performance Comparison

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

1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%NovemberDecember2025FebruaryMarchApril
2,354.12%
986.89%
ROM
SOXX

Key characteristics

Sharpe Ratio

ROM:

-0.04

SOXX:

-0.20

Sortino Ratio

ROM:

0.36

SOXX:

0.01

Omega Ratio

ROM:

1.05

SOXX:

1.00

Calmar Ratio

ROM:

-0.06

SOXX:

-0.21

Martin Ratio

ROM:

-0.16

SOXX:

-0.50

Ulcer Index

ROM:

16.74%

SOXX:

17.27%

Daily Std Dev

ROM:

60.07%

SOXX:

43.49%

Max Drawdown

ROM:

-83.36%

SOXX:

-70.21%

Current Drawdown

ROM:

-33.86%

SOXX:

-30.69%

Returns By Period

In the year-to-date period, ROM achieves a -26.91% return, which is significantly lower than SOXX's -14.95% return. Over the past 10 years, ROM has outperformed SOXX with an annualized return of 25.85%, while SOXX has yielded a comparatively lower 20.64% annualized return.


ROM

YTD

-26.91%

1M

-14.89%

6M

-25.80%

1Y

-6.15%

5Y*

24.91%

10Y*

25.85%

SOXX

YTD

-14.95%

1M

-10.36%

6M

-19.25%

1Y

-11.66%

5Y*

20.05%

10Y*

20.64%

*Annualized

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ROM vs. SOXX - Expense Ratio Comparison

ROM has a 0.95% expense ratio, which is higher than SOXX's 0.46% expense ratio.


Expense ratio chart for ROM: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ROM: 0.95%
Expense ratio chart for SOXX: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SOXX: 0.46%

Risk-Adjusted Performance

ROM vs. SOXX — Risk-Adjusted Performance Rank

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

ROM
The Risk-Adjusted Performance Rank of ROM is 2525
Overall Rank
The Sharpe Ratio Rank of ROM is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of ROM is 3535
Sortino Ratio Rank
The Omega Ratio Rank of ROM is 3535
Omega Ratio Rank
The Calmar Ratio Rank of ROM is 1818
Calmar Ratio Rank
The Martin Ratio Rank of ROM is 2020
Martin Ratio Rank

SOXX
The Risk-Adjusted Performance Rank of SOXX is 1414
Overall Rank
The Sharpe Ratio Rank of SOXX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of SOXX is 1818
Sortino Ratio Rank
The Omega Ratio Rank of SOXX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of SOXX is 1010
Calmar Ratio Rank
The Martin Ratio Rank of SOXX is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ROM vs. SOXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Technology (ROM) and iShares PHLX Semiconductor ETF (SOXX). 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.


The chart of Sharpe ratio for ROM, currently valued at -0.04, compared to the broader market-1.000.001.002.003.004.00
ROM: -0.04
SOXX: -0.20
The chart of Sortino ratio for ROM, currently valued at 0.36, compared to the broader market-2.000.002.004.006.008.00
ROM: 0.36
SOXX: 0.01
The chart of Omega ratio for ROM, currently valued at 1.05, compared to the broader market0.501.001.502.002.50
ROM: 1.05
SOXX: 1.00
The chart of Calmar ratio for ROM, currently valued at -0.06, compared to the broader market0.002.004.006.008.0010.0012.00
ROM: -0.06
SOXX: -0.21
The chart of Martin ratio for ROM, currently valued at -0.16, compared to the broader market0.0020.0040.0060.00
ROM: -0.16
SOXX: -0.50

The current ROM Sharpe Ratio is -0.04, which is higher than the SOXX Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of ROM and SOXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.04
-0.20
ROM
SOXX

Dividends

ROM vs. SOXX - Dividend Comparison

ROM's dividend yield for the trailing twelve months is around 0.30%, less than SOXX's 0.81% yield.


TTM20242023202220212020201920182017201620152014
ROM
ProShares Ultra Technology
0.30%0.21%0.01%0.00%0.00%0.05%0.16%0.30%0.08%0.20%0.12%0.24%
SOXX
iShares PHLX Semiconductor ETF
0.81%0.67%0.78%1.25%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%

Drawdowns

ROM vs. SOXX - Drawdown Comparison

The maximum ROM drawdown since its inception was -83.36%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for ROM and SOXX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-33.86%
-30.69%
ROM
SOXX

Volatility

ROM vs. SOXX - Volatility Comparison

ProShares Ultra Technology (ROM) has a higher volatility of 37.24% compared to iShares PHLX Semiconductor ETF (SOXX) at 26.06%. This indicates that ROM's price experiences larger fluctuations and is considered to be riskier than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
37.24%
26.06%
ROM
SOXX