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ROM vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ROM vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Technology (ROM) and ProShares UltraShort Yen (YCS). 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 67.66% return, which is significantly higher than YCS's 7.88% return. Over the past 10 years, ROM has outperformed YCS with an annualized return of 42.53%, while YCS has yielded a comparatively lower 12.96% annualized return.


ROM

1D
7.62%
1M
16.55%
YTD
67.66%
6M
71.14%
1Y
133.22%
3Y*
52.64%
5Y*
29.24%
10Y*
42.53%

YCS

1D
0.26%
1M
2.50%
YTD
7.88%
6M
10.26%
1Y
33.48%
3Y*
18.92%
5Y*
23.21%
10Y*
12.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ROM vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ROM
ProShares Ultra Technology
67.66%35.63%31.65%130.70%-63.86%77.75%80.42%102.10%-9.89%81.11%
YCS
ProShares UltraShort Yen
7.88%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%-1.49%-6.57%

Correlation

The correlation between ROM and YCS is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.06

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

0.05

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

0.01

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

0.10

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2008

0.17

The correlation between ROM and YCS shifts across timeframes, from -0.06 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ROM vs. YCS — Risk / Return Rank

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

ROM
ROM Risk / Return Rank: 8080
Overall Rank
ROM Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ROM Sortino Ratio Rank: 7676
Sortino Ratio Rank
ROM Omega Ratio Rank: 7878
Omega Ratio Rank
ROM Calmar Ratio Rank: 8484
Calmar Ratio Rank
ROM Martin Ratio Rank: 7272
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 6969
Overall Rank
YCS Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 5757
Sortino Ratio Rank
YCS Omega Ratio Rank: 6767
Omega Ratio Rank
YCS Calmar Ratio Rank: 8383
Calmar Ratio Rank
YCS Martin Ratio Rank: 7373
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. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Technology (ROM) and ProShares UltraShort Yen (YCS). 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.


ROMYCSDifference
Sharpe ratioReturn per unit of total volatility

+0.95

Sortino ratioReturn per unit of downside risk

+0.56

Omega ratioGain probability vs. loss probability

1.41

1.37

+0.05

Calmar ratioReturn relative to maximum drawdown

4.15

4.05

+0.09

Martin ratioReturn relative to average drawdown

12.28

12.65

-0.37

ROM vs. YCS - Sharpe Ratio Comparison

The current ROM Sharpe Ratio is 2.93, which is higher than the YCS Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of ROM and YCS, 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. YCS - Drawdown Comparison

The maximum ROM drawdown since its inception was -83.36%, which is greater than YCS's maximum drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for ROM and YCS.


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Drawdown Indicators


ROMYCSDifference

Max Drawdown

Largest peak-to-trough decline

-83.36%

-49.56%

-33.80%

Max Drawdown (1Y)

Largest decline over 1 year

-32.33%

-8.30%

-24.03%

Max Drawdown (3Y)

Largest decline over 3 years

-48.10%

-23.05%

-25.05%

Max Drawdown (5Y)

Largest decline over 5 years

-67.55%

-27.32%

-40.23%

Max Drawdown (10Y)

Largest decline over 10 years

-67.55%

-27.32%

-40.23%

Current Drawdown

Current decline from peak

-7.56%

-0.27%

-7.29%

Average Drawdown

Average peak-to-trough decline

-20.86%

-19.89%

-0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.89%

2.65%

+8.24%

Volatility

ROM vs. YCS - Volatility Comparison

ProShares Ultra Technology (ROM) has a higher volatility of 23.16% compared to ProShares UltraShort Yen (YCS) at 2.18%. This indicates that ROM's price experiences larger fluctuations and is considered to be riskier than YCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ROMYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.16%

2.18%

+20.98%

Volatility (6M)

Calculated over the trailing 6-month period

38.71%

12.25%

+26.46%

Volatility (1Y)

Calculated over the trailing 1-year period

45.83%

17.05%

+28.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.28%

21.10%

+31.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.18%

18.98%

+31.20%

ROM vs. YCS - Expense Ratio Comparison

ROM has a 0.95% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

ROM vs. YCS - Dividend Comparison

ROM's dividend yield for the trailing twelve months is around 0.15%, while YCS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ROM
ProShares Ultra Technology
0.15%0.24%0.21%0.01%0.00%0.00%0.05%0.16%0.30%0.08%0.20%0.12%
YCS
ProShares UltraShort Yen
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 YCS have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ROM has higher volatility (23.16%) compared to YCS (2.18%). In terms of maximum drawdown, ROM dropped -83.36% vs YCS's -49.56%.

On 10-year performance, ROM leads with 42.53% vs 12.96% for YCS. On fees, ROM is cheaper at 0.95% per year. On volatility, YCS has been the lower-risk option at 2.18%. 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 42.53% return vs 12.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ROM is cheaper with a 0.95% expense ratio, compared with 1.00% for YCS.

ROM has the higher dividend yield at 0.15%, compared with 0.00% for YCS.

ROM is categorized as Leveraged Equities, while YCS is Leveraged Currency. ROM tracks Dow Jones U.S. Technology Index (200%), while YCS tracks USD/JPY Exchange Rate (-200%). Their fees differ too: 0.95% for ROM and 1.00% for YCS.

ROM currently has the higher Sharpe Ratio (2.93 vs 1.98), 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.

Portfolio Optimizer

Find the right allocation for ROM and YCS

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