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SCO vs. BOIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCO vs. BOIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Bloomberg Crude Oil (SCO) and ProShares Ultra Bloomberg Natural Gas (BOIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCO achieves a -58.29% return, which is significantly lower than BOIL's -38.08% return. Over the past 10 years, SCO has outperformed BOIL with an annualized return of -37.19%, while BOIL has yielded a comparatively lower -57.64% annualized return.


SCO

1D
2.76%
1M
28.62%
YTD
-58.29%
6M
-57.59%
1Y
-44.99%
3Y*
-32.52%
5Y*
-38.26%
10Y*
-37.19%

BOIL

1D
0.18%
1M
11.30%
YTD
-38.08%
6M
-35.19%
1Y
-76.58%
3Y*
-65.93%
5Y*
-65.65%
10Y*
-57.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCO vs. BOIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCO
ProShares UltraShort Bloomberg Crude Oil
-58.29%15.90%-19.00%-12.41%-62.59%-72.62%-4.20%-58.50%19.22%-22.40%
BOIL
ProShares Ultra Bloomberg Natural Gas
-38.08%-58.98%-60.75%-92.00%-31.85%23.84%-74.74%-67.70%-20.55%-65.72%

Correlation

The correlation between SCO and BOIL is -0.22, 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

-0.22

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

-0.13

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

-0.14

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

-0.13

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2011

-0.12

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Return for Risk

SCO vs. BOIL — Risk / Return Rank

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

SCO
SCO Risk / Return Rank: 33
Overall Rank
SCO Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SCO Sortino Ratio Rank: 33
Sortino Ratio Rank
SCO Omega Ratio Rank: 33
Omega Ratio Rank
SCO Calmar Ratio Rank: 44
Calmar Ratio Rank
SCO Martin Ratio Rank: 33
Martin Ratio Rank

BOIL
BOIL Risk / Return Rank: 22
Overall Rank
BOIL Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BOIL Sortino Ratio Rank: 33
Sortino Ratio Rank
BOIL Omega Ratio Rank: 33
Omega Ratio Rank
BOIL Calmar Ratio Rank: 00
Calmar Ratio Rank
BOIL 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.

SCO vs. BOIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Bloomberg Crude Oil (SCO) and ProShares Ultra Bloomberg Natural Gas (BOIL). 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.


SCOBOILDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

0.88

0.89

0.00

Calmar ratioReturn relative to maximum drawdown

-0.62

-0.98

+0.36

Martin ratioReturn relative to average drawdown

-1.22

-1.35

+0.13

SCO vs. BOIL - Sharpe Ratio Comparison

The current SCO Sharpe Ratio is -0.79, which is comparable to the BOIL Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of SCO and BOIL, 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

SCO vs. BOIL - Drawdown Comparison

The maximum SCO drawdown since its inception was -99.80%, roughly equal to the maximum BOIL drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SCO and BOIL.


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Drawdown Indicators


SCOBOILDifference

Max Drawdown

Largest peak-to-trough decline

-99.80%

-100.00%

+0.20%

Max Drawdown (1Y)

Largest decline over 1 year

-72.24%

-78.06%

+5.82%

Max Drawdown (3Y)

Largest decline over 3 years

-78.76%

-96.86%

+18.10%

Max Drawdown (5Y)

Largest decline over 5 years

-94.80%

-99.91%

+5.11%

Max Drawdown (10Y)

Largest decline over 10 years

-99.51%

-99.99%

+0.48%

Current Drawdown

Current decline from peak

-99.72%

-100.00%

+0.28%

Average Drawdown

Average peak-to-trough decline

-85.19%

-93.58%

+8.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.81%

59.95%

-23.14%

Volatility

SCO vs. BOIL - Volatility Comparison

The current volatility for ProShares UltraShort Bloomberg Crude Oil (SCO) is 15.97%, while ProShares Ultra Bloomberg Natural Gas (BOIL) has a volatility of 23.27%. This indicates that SCO experiences smaller price fluctuations and is considered to be less risky than BOIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCOBOILDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.97%

23.27%

-7.30%

Volatility (6M)

Calculated over the trailing 6-month period

47.16%

104.92%

-57.76%

Volatility (1Y)

Calculated over the trailing 1-year period

57.21%

113.57%

-56.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.04%

118.96%

-58.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.95%

101.84%

-29.89%

SCO vs. BOIL - Expense Ratio Comparison

SCO has a 0.95% expense ratio, which is lower than BOIL's 1.31% expense ratio.


Dividends

SCO vs. BOIL - Dividend Comparison

Neither SCO nor BOIL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SCO and BOIL have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BOIL has higher volatility (23.27%) compared to SCO (15.97%). In terms of maximum drawdown, SCO dropped -99.80% vs BOIL's -100.00%.

On 10-year performance, SCO leads with -37.19% vs -57.64% for BOIL. On fees, SCO is cheaper at 0.95% per year. On volatility, SCO has been the lower-risk option at 15.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SCO has performed better with a -37.19% return vs -57.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCO is cheaper with a 0.95% expense ratio, compared with 1.31% for BOIL.

SCO and BOIL have nearly identical dividend yields, around 0.00%.

SCO tracks Bloomberg Commodity Balanced WTI Crude Oil Index (-200%), while BOIL tracks Bloomberg Natural Gas Subindex. Their fees differ too: 0.95% for SCO and 1.31% for BOIL.

BOIL currently has the higher Sharpe Ratio (-0.68 vs -0.79), 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

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