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ROSS vs. KOLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ROSSKOLD

Correlation

-0.50.00.51.0-0.1

The correlation between ROSS and KOLD is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

ROSS vs. KOLD - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember0
23.64%
ROSS
KOLD

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Risk-Adjusted Performance

ROSS vs. KOLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ross Acquisition Corp II (ROSS) and ProShares UltraShort Bloomberg Natural Gas (KOLD). 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.


ROSS
Sharpe ratio
The chart of Sharpe ratio for ROSS, currently valued at 1.01, compared to the broader market-4.00-2.000.002.004.001.01
Sortino ratio
The chart of Sortino ratio for ROSS, currently valued at 1.53, compared to the broader market-4.00-2.000.002.004.006.001.53
Omega ratio
The chart of Omega ratio for ROSS, currently valued at 1.40, compared to the broader market0.501.001.502.001.40
Calmar ratio
The chart of Calmar ratio for ROSS, currently valued at 2.92, compared to the broader market0.002.004.006.002.92
Martin ratio
The chart of Martin ratio for ROSS, currently valued at 5.57, compared to the broader market0.0010.0020.0030.005.57
KOLD
Sharpe ratio
The chart of Sharpe ratio for KOLD, currently valued at 1.40, compared to the broader market-4.00-2.000.002.004.001.40
Sortino ratio
The chart of Sortino ratio for KOLD, currently valued at 2.02, compared to the broader market-4.00-2.000.002.004.006.002.02
Omega ratio
The chart of Omega ratio for KOLD, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for KOLD, currently valued at 1.52, compared to the broader market0.002.004.006.001.52
Martin ratio
The chart of Martin ratio for KOLD, currently valued at 5.40, compared to the broader market0.0010.0020.0030.005.40

ROSS vs. KOLD - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.01
1.40
ROSS
KOLD

Dividends

ROSS vs. KOLD - Dividend Comparison

Neither ROSS nor KOLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ROSS vs. KOLD - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.36%
-78.95%
ROSS
KOLD

Volatility

ROSS vs. KOLD - Volatility Comparison

The current volatility for Ross Acquisition Corp II (ROSS) is 0.00%, while ProShares UltraShort Bloomberg Natural Gas (KOLD) has a volatility of 28.76%. This indicates that ROSS experiences smaller price fluctuations and is considered to be less risky than KOLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember0
28.76%
ROSS
KOLD