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SCO vs. DGP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCO vs. DGP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Bloomberg Crude Oil (SCO) and DB Gold Double Long Exchange Traded Notes (DGP). The values are adjusted to include any dividend payments, if applicable.

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SCO vs. DGP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCO
ProShares UltraShort Bloomberg Crude Oil
-55.18%15.90%-19.00%-12.41%-62.59%-72.62%-4.20%-58.50%19.22%-22.40%
DGP
DB Gold Double Long Exchange Traded Notes
16.89%141.40%53.16%16.97%-5.54%-11.29%45.29%32.27%-7.48%24.20%

Returns By Period

In the year-to-date period, SCO achieves a -55.18% return, which is significantly lower than DGP's 16.89% return. Over the past 10 years, SCO has underperformed DGP with an annualized return of -39.82%, while DGP has yielded a comparatively higher 22.78% annualized return.


SCO

1D
5.65%
1M
-31.91%
YTD
-55.18%
6M
-50.11%
1Y
-47.55%
3Y*
-29.63%
5Y*
-41.92%
10Y*
-39.82%

DGP

1D
2.85%
1M
-21.64%
YTD
16.89%
6M
41.16%
1Y
107.27%
3Y*
64.55%
5Y*
39.08%
10Y*
22.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCO vs. DGP - Expense Ratio Comparison

SCO has a 0.95% expense ratio, which is higher than DGP's 0.75% expense ratio.


Return for Risk

SCO vs. DGP — 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: 22
Omega Ratio Rank
SCO Calmar Ratio Rank: 22
Calmar Ratio Rank
SCO Martin Ratio Rank: 11
Martin Ratio Rank

DGP
DGP Risk / Return Rank: 8686
Overall Rank
DGP Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DGP Sortino Ratio Rank: 8585
Sortino Ratio Rank
DGP Omega Ratio Rank: 8282
Omega Ratio Rank
DGP Calmar Ratio Rank: 8888
Calmar Ratio Rank
DGP Martin Ratio Rank: 8888
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. DGP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Bloomberg Crude Oil (SCO) and DB Gold Double Long Exchange Traded Notes (DGP). 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.


SCODGPDifference

Sharpe ratio

Return per unit of total volatility

-0.84

1.95

-2.79

Sortino ratio

Return per unit of downside risk

-1.20

2.32

-3.52

Omega ratio

Gain probability vs. loss probability

0.87

1.33

-0.46

Calmar ratio

Return relative to maximum drawdown

-0.72

2.92

-3.64

Martin ratio

Return relative to average drawdown

-1.71

11.08

-12.79

SCO vs. DGP - Sharpe Ratio Comparison

The current SCO Sharpe Ratio is -0.84, which is lower than the DGP Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of SCO and DGP, 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


SCODGPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.84

1.95

-2.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.71

1.02

-1.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.55

0.65

-1.21

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.36

0.31

-0.67

Correlation

The correlation between SCO and DGP is -0.16. 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. DGP - Dividend Comparison

Neither SCO nor DGP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SCO vs. DGP - Drawdown Comparison

The maximum SCO drawdown since its inception was -99.74%, which is greater than DGP's maximum drawdown of -75.31%. Use the drawdown chart below to compare losses from any high point for SCO and DGP.


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Drawdown Indicators


SCODGPDifference

Max Drawdown

Largest peak-to-trough decline

-99.74%

-75.31%

-24.43%

Max Drawdown (1Y)

Largest decline over 1 year

-66.46%

-36.58%

-29.88%

Max Drawdown (5Y)

Largest decline over 5 years

-94.53%

-51.24%

-43.29%

Max Drawdown (10Y)

Largest decline over 10 years

-99.48%

-51.24%

-48.24%

Current Drawdown

Current decline from peak

-99.70%

-22.22%

-77.48%

Average Drawdown

Average peak-to-trough decline

-85.03%

-41.24%

-43.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.84%

9.64%

+18.20%

Volatility

SCO vs. DGP - Volatility Comparison

ProShares UltraShort Bloomberg Crude Oil (SCO) and DB Gold Double Long Exchange Traded Notes (DGP) have volatilities of 24.45% and 24.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCODGPDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.45%

24.21%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

40.35%

48.07%

-7.72%

Volatility (1Y)

Calculated over the trailing 1-year period

57.03%

55.32%

+1.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.08%

38.34%

+20.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.93%

34.93%

+37.00%