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ROM vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ROM vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Technology (ROM) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ROM achieves a 48.47% return, which is significantly higher than UVXY's -24.24% return. Over the past 10 years, ROM has outperformed UVXY with an annualized return of 41.60%, while UVXY has yielded a comparatively lower -73.21% annualized return.


ROM

1D
-4.05%
1M
-8.02%
YTD
48.47%
6M
43.07%
1Y
87.84%
3Y*
47.89%
5Y*
24.74%
10Y*
41.60%

UVXY

1D
0.93%
1M
-7.70%
YTD
-24.24%
6M
-25.95%
1Y
-71.21%
3Y*
-61.78%
5Y*
-66.93%
10Y*
-73.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ROM vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ROM
ProShares Ultra Technology
48.47%35.63%31.65%130.70%-63.86%77.75%80.42%102.10%-9.89%81.11%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-24.24%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between ROM and UVXY is -0.59, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.59

Correlation (3Y)
Calculated over the trailing 3-year period

-0.64

Correlation (5Y)
Calculated over the trailing 5-year period

-0.66

Correlation (10Y)
Calculated over the trailing 10-year period

-0.67

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2011

-0.67

The correlation between ROM and UVXY has been stable across timeframes, ranging from -0.67 to -0.59 - a consistent structural relationship.

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Return for Risk

ROM vs. UVXY — 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: 6565
Sharpe Ratio Rank
ROM Sortino Ratio Rank: 5151
Sortino Ratio Rank
ROM Omega Ratio Rank: 5353
Omega Ratio Rank
ROM Calmar Ratio Rank: 6262
Calmar Ratio Rank
ROM Martin Ratio Rank: 5151
Martin Ratio Rank

UVXY
UVXY Risk / Return Rank: 22
Overall Rank
UVXY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 22
Sortino Ratio Rank
UVXY Omega Ratio Rank: 22
Omega Ratio Rank
UVXY Calmar Ratio Rank: 11
Calmar Ratio Rank
UVXY Martin Ratio Rank: 22
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. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Technology (ROM) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ROMUVXYDifference
Sharpe ratioReturn per unit of total volatility

+2.70

Sortino ratioReturn per unit of downside risk

+3.74

Omega ratioGain probability vs. loss probability

1.30

0.83

+0.47

Calmar ratioReturn relative to maximum drawdown

2.71

-0.98

+3.69

Martin ratioReturn relative to average drawdown

7.85

-1.41

+9.26

ROM vs. UVXY - Sharpe Ratio Comparison

The current ROM Sharpe Ratio is 1.86, which is higher than the UVXY Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of ROM and UVXY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ROM vs. UVXY - Drawdown Comparison

The maximum ROM drawdown since its inception was -83.36%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for ROM and UVXY.


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Drawdown Indicators


ROMUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-83.36%

-100.00%

+16.64%

Max Drawdown (1Y)

Largest decline over 1 year

-32.33%

-72.74%

+40.41%

Max Drawdown (3Y)

Largest decline over 3 years

-48.10%

-94.91%

+46.81%

Max Drawdown (5Y)

Largest decline over 5 years

-67.55%

-99.71%

+32.16%

Max Drawdown (10Y)

Largest decline over 10 years

-67.55%

-100.00%

+32.45%

Current Drawdown

Current decline from peak

-18.14%

-100.00%

+81.86%

Average Drawdown

Average peak-to-trough decline

-20.85%

-98.75%

+77.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.15%

50.35%

-39.20%

Volatility

ROM vs. UVXY - Volatility Comparison

ProShares Ultra Technology (ROM) and ProShares Ultra VIX Short-Term Futures ETF (UVXY) have volatilities of 25.16% and 25.45%, 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.


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Volatility by Period


ROMUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.16%

25.45%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

39.71%

66.09%

-26.38%

Volatility (1Y)

Calculated over the trailing 1-year period

47.18%

84.93%

-37.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.55%

103.91%

-51.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.21%

112.35%

-62.14%

ROM vs. UVXY - Expense Ratio Comparison

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


Dividends

ROM vs. UVXY - Dividend Comparison

ROM's dividend yield for the trailing twelve months is around 0.06%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ROM
ProShares Ultra Technology
0.06%0.24%0.21%0.01%0.00%0.00%0.05%0.16%0.30%0.08%0.20%0.12%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ROM and UVXY have a correlation of -0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (25.45%) compared to ROM (25.16%). In terms of maximum drawdown, ROM dropped -83.36% vs UVXY's -100.00%.

On 10-year performance, ROM leads with 41.60% vs -73.21% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, ROM has been the lower-risk option at 25.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ROM has performed better with a 41.60% return vs -73.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ROM and UVXY have the same expense ratio: 0.95% per year.

ROM has the higher dividend yield at 0.06%, compared with 0.00% for UVXY.

ROM is categorized as Leveraged Equities, while UVXY is Volatility. ROM tracks S&P Technology Select Sector Index (200%), while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%).

ROM currently has the higher Sharpe Ratio (1.86 vs -0.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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