PortfoliosLab logo
ROM vs. UPRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ROM and UPRO is 0.87, 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: 0.9

Performance

ROM vs. UPRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Technology (ROM) and ProShares UltraPro S&P 500 (UPRO). The values are adjusted to include any dividend payments, if applicable.

4,000.00%5,000.00%6,000.00%7,000.00%8,000.00%9,000.00%NovemberDecember2025FebruaryMarchApril
5,202.57%
5,684.50%
ROM
UPRO

Key characteristics

Sharpe Ratio

ROM:

-0.05

UPRO:

0.11

Sortino Ratio

ROM:

0.35

UPRO:

0.55

Omega Ratio

ROM:

1.05

UPRO:

1.08

Calmar Ratio

ROM:

-0.06

UPRO:

0.13

Martin Ratio

ROM:

-0.16

UPRO:

0.46

Ulcer Index

ROM:

16.86%

UPRO:

13.59%

Daily Std Dev

ROM:

60.13%

UPRO:

57.50%

Max Drawdown

ROM:

-83.36%

UPRO:

-76.82%

Current Drawdown

ROM:

-31.97%

UPRO:

-33.23%

Returns By Period

The year-to-date returns for both stocks are quite close, with ROM having a -24.83% return and UPRO slightly lower at -25.21%. Over the past 10 years, ROM has outperformed UPRO with an annualized return of 26.21%, while UPRO has yielded a comparatively lower 19.28% annualized return.


ROM

YTD

-24.83%

1M

-8.36%

6M

-24.56%

1Y

-2.96%

5Y*

25.59%

10Y*

26.21%

UPRO

YTD

-25.21%

1M

-15.22%

6M

-24.06%

1Y

7.76%

5Y*

31.12%

10Y*

19.28%

*Annualized

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. UPRO - Expense Ratio Comparison

ROM has a 0.95% expense ratio, which is higher than UPRO's 0.92% 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 UPRO: current value is 0.92%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
UPRO: 0.92%

Risk-Adjusted Performance

ROM vs. UPRO — 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 2121
Overall Rank
The Sharpe Ratio Rank of ROM is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of ROM is 3030
Sortino Ratio Rank
The Omega Ratio Rank of ROM is 2929
Omega Ratio Rank
The Calmar Ratio Rank of ROM is 1515
Calmar Ratio Rank
The Martin Ratio Rank of ROM is 1616
Martin Ratio Rank

UPRO
The Risk-Adjusted Performance Rank of UPRO is 3434
Overall Rank
The Sharpe Ratio Rank of UPRO is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of UPRO is 4141
Sortino Ratio Rank
The Omega Ratio Rank of UPRO is 4343
Omega Ratio Rank
The Calmar Ratio Rank of UPRO is 3030
Calmar Ratio Rank
The Martin Ratio Rank of UPRO is 2828
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. UPRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Technology (ROM) and ProShares UltraPro S&P 500 (UPRO). 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 -0.05, compared to the broader market-1.000.001.002.003.004.00
ROM: -0.05
UPRO: 0.11
The chart of Sortino ratio for ROM, currently valued at 0.35, compared to the broader market-2.000.002.004.006.008.00
ROM: 0.35
UPRO: 0.55
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
UPRO: 1.08
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
UPRO: 0.13
The chart of Martin ratio for ROM, currently valued at -0.16, compared to the broader market0.0020.0040.0060.00
ROM: -0.16
UPRO: 0.46

The current ROM Sharpe Ratio is -0.05, which is lower than the UPRO Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of ROM and UPRO, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.05
0.11
ROM
UPRO

Dividends

ROM vs. UPRO - Dividend Comparison

ROM's dividend yield for the trailing twelve months is around 0.29%, less than UPRO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
ROM
ProShares Ultra Technology
0.29%0.21%0.01%0.00%0.00%0.05%0.16%0.30%0.08%0.20%0.12%0.24%
UPRO
ProShares UltraPro S&P 500
1.34%0.93%0.74%0.52%0.06%0.11%0.41%0.63%0.00%0.12%0.34%0.22%

Drawdowns

ROM vs. UPRO - Drawdown Comparison

The maximum ROM drawdown since its inception was -83.36%, which is greater than UPRO's maximum drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for ROM and UPRO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-31.97%
-33.23%
ROM
UPRO

Volatility

ROM vs. UPRO - Volatility Comparison

The current volatility for ProShares Ultra Technology (ROM) is 37.17%, while ProShares UltraPro S&P 500 (UPRO) has a volatility of 41.52%. This indicates that ROM experiences smaller price fluctuations and is considered to be less risky than UPRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
37.17%
41.52%
ROM
UPRO