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RPAR vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RPAR vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RPAR Risk Parity ETF (RPAR) and ProShares UltraShort Yen (YCS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with RPAR having a 7.53% return and YCS slightly lower at 7.17%.


RPAR

1D
-0.47%
1M
1.78%
YTD
7.53%
6M
7.10%
1Y
21.22%
3Y*
9.22%
5Y*
1.76%
10Y*

YCS

1D
0.17%
1M
4.42%
YTD
7.17%
6M
10.05%
1Y
32.82%
3Y*
19.84%
5Y*
23.54%
10Y*
12.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RPAR vs. YCS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
RPAR
RPAR Risk Parity ETF
7.53%17.91%0.06%6.03%-22.82%7.56%19.40%0.11%
YCS
ProShares UltraShort Yen
7.17%9.04%35.41%28.70%29.09%22.38%-11.18%-0.88%

Correlation

The correlation between RPAR and YCS is -0.46, 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

-0.46

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

-0.41

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

-0.41

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2019

-0.38

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Return for Risk

RPAR vs. YCS — Risk / Return Rank

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

RPAR
RPAR Risk / Return Rank: 5757
Overall Rank
RPAR Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
RPAR Sortino Ratio Rank: 6161
Sortino Ratio Rank
RPAR Omega Ratio Rank: 6060
Omega Ratio Rank
RPAR Calmar Ratio Rank: 5252
Calmar Ratio Rank
RPAR Martin Ratio Rank: 5151
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 6161
Overall Rank
YCS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 4949
Sortino Ratio Rank
YCS Omega Ratio Rank: 5656
Omega Ratio Rank
YCS Calmar Ratio Rank: 7878
Calmar Ratio Rank
YCS Martin Ratio Rank: 6767
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.

RPAR vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RPAR Risk Parity ETF (RPAR) 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.


RPARYCSDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.46

Omega ratioGain probability vs. loss probability

1.37

1.35

+0.02

Calmar ratioReturn relative to maximum drawdown

2.63

3.97

-1.34

Martin ratioReturn relative to average drawdown

8.71

12.40

-3.69

RPAR vs. YCS - Sharpe Ratio Comparison

The current RPAR Sharpe Ratio is 2.09, which is comparable to the YCS Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of RPAR 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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Sharpe Ratios by Period


RPARYCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

1.92

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

1.12

-0.98

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.33

+0.03

Drawdowns

RPAR vs. YCS - Drawdown Comparison

The maximum RPAR drawdown since its inception was -30.16%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for RPAR and YCS.


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Drawdown Indicators


RPARYCSDifference

Max Drawdown

Largest peak-to-trough decline

-30.16%

-49.56%

+19.40%

Max Drawdown (1Y)

Largest decline over 1 year

-8.10%

-8.30%

+0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-13.20%

-23.05%

+9.85%

Max Drawdown (5Y)

Largest decline over 5 years

-30.16%

-27.32%

-2.84%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

Current Drawdown

Current decline from peak

-2.64%

0.00%

-2.64%

Average Drawdown

Average peak-to-trough decline

-11.61%

-19.93%

+8.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.66%

-0.22%

Volatility

RPAR vs. YCS - Volatility Comparison

RPAR Risk Parity ETF (RPAR) has a higher volatility of 3.56% compared to ProShares UltraShort Yen (YCS) at 2.75%. This indicates that RPAR'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


RPARYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.56%

2.75%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

8.37%

12.32%

-3.95%

Volatility (1Y)

Calculated over the trailing 1-year period

10.20%

17.27%

-7.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.40%

21.10%

-8.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.69%

19.01%

-6.32%

RPAR vs. YCS - Expense Ratio Comparison

RPAR has a 0.51% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

RPAR vs. YCS - Dividend Comparison

RPAR's dividend yield for the trailing twelve months is around 2.07%, while YCS has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
RPAR
RPAR Risk Parity ETF
2.07%2.55%2.51%3.16%4.01%2.02%0.76%0.23%
YCS
ProShares UltraShort Yen
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RPAR and YCS have a correlation of -0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RPAR has higher volatility (3.56%) compared to YCS (2.75%). In terms of maximum drawdown, RPAR dropped -30.16% vs YCS's -49.56%.

On 5-year performance, YCS leads with 23.54% vs 1.76% for RPAR. On fees, RPAR is cheaper at 0.51% per year. On volatility, YCS has been the lower-risk option at 2.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, YCS has performed better with a 23.54% return vs 1.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RPAR is cheaper with a 0.51% expense ratio, compared with 1.00% for YCS.

RPAR has the higher dividend yield at 2.07%, compared with 0.00% for YCS.

RPAR is categorized as Hedge Fund, while YCS is Leveraged Currency. They also come from different issuers: Toroso Investments and ProShares. Their fees differ too: 0.51% for RPAR and 1.00% for YCS.

RPAR currently has the higher Sharpe Ratio (2.09 vs 1.92), 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 RPAR and YCS

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