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SCO vs. BOIL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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SCO vs. BOIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCO
ProShares UltraShort Bloomberg Crude Oil
-57.57%15.90%-19.00%-12.41%-62.59%-72.62%-4.20%-58.50%19.22%-22.40%
BOIL
ProShares Ultra Bloomberg Natural Gas
-29.61%-58.98%-60.75%-92.00%-31.85%23.84%-74.74%-67.70%-20.55%-65.72%

Returns By Period

In the year-to-date period, SCO achieves a -57.57% return, which is significantly lower than BOIL's -29.61% return. Over the past 10 years, SCO has outperformed BOIL with an annualized return of -40.15%, while BOIL has yielded a comparatively lower -55.56% annualized return.


SCO

1D
7.91%
1M
-40.99%
YTD
-57.57%
6M
-52.24%
1Y
-50.36%
3Y*
-30.90%
5Y*
-42.55%
10Y*
-40.15%

BOIL

1D
0.75%
1M
-1.95%
YTD
-29.61%
6M
-46.25%
1Y
-81.20%
3Y*
-64.52%
5Y*
-62.47%
10Y*
-55.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCO vs. BOIL - Expense Ratio Comparison

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


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: 11
Overall Rank
SCO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SCO Sortino Ratio Rank: 11
Sortino Ratio Rank
SCO Omega Ratio Rank: 11
Omega Ratio Rank
SCO Calmar Ratio Rank: 11
Calmar Ratio Rank
SCO Martin Ratio Rank: 00
Martin Ratio Rank

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


SCOBOILDifference

Sharpe ratio

Return per unit of total volatility

-0.89

-0.68

-0.21

Sortino ratio

Return per unit of downside risk

-1.34

-1.00

-0.34

Omega ratio

Gain probability vs. loss probability

0.85

0.88

-0.02

Calmar ratio

Return relative to maximum drawdown

-0.80

-0.99

+0.19

Martin ratio

Return relative to average drawdown

-1.92

-1.33

-0.59

SCO vs. BOIL - Sharpe Ratio Comparison

The current SCO Sharpe Ratio is -0.89, which is lower than the BOIL Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of SCO and BOIL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SCOBOILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.89

-0.68

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.72

-0.53

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.56

-0.55

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.37

-0.61

+0.25

Correlation

The correlation between SCO and BOIL is -0.12. 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.


Dividends

SCO vs. BOIL - Dividend Comparison

Neither SCO nor BOIL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SCO vs. BOIL - Drawdown Comparison

The maximum SCO drawdown since its inception was -99.74%, 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

-99.74%

-100.00%

+0.26%

Max Drawdown (1Y)

Largest decline over 1 year

-66.46%

-81.53%

+15.07%

Max Drawdown (5Y)

Largest decline over 5 years

-94.53%

-99.88%

+5.35%

Max Drawdown (10Y)

Largest decline over 10 years

-99.48%

-99.98%

+0.50%

Current Drawdown

Current decline from peak

-99.72%

-100.00%

+0.28%

Average Drawdown

Average peak-to-trough decline

-85.02%

-93.51%

+8.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.57%

60.91%

-33.34%

Volatility

SCO vs. BOIL - Volatility Comparison

The current volatility for ProShares UltraShort Bloomberg Crude Oil (SCO) is 23.33%, while ProShares Ultra Bloomberg Natural Gas (BOIL) has a volatility of 29.44%. 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

23.33%

29.44%

-6.11%

Volatility (6M)

Calculated over the trailing 6-month period

39.96%

109.34%

-69.38%

Volatility (1Y)

Calculated over the trailing 1-year period

56.93%

120.51%

-63.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.10%

118.61%

-59.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.92%

101.94%

-30.02%