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SCO vs. KOLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCO vs. KOLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Bloomberg Crude Oil (SCO) and ProShares UltraShort Bloomberg Natural Gas (KOLD). 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 KOLD's -37.17% return. Over the past 10 years, SCO has underperformed KOLD with an annualized return of -37.19%, while KOLD has yielded a comparatively higher -25.09% 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%

KOLD

1D
-0.18%
1M
-14.27%
YTD
-37.17%
6M
-42.50%
1Y
9.00%
3Y*
-6.55%
5Y*
-38.86%
10Y*
-25.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCO vs. KOLD - 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%
KOLD
ProShares UltraShort Bloomberg Natural Gas
-37.17%-17.48%-11.34%249.82%-88.62%-74.44%22.05%82.94%-46.48%72.02%

Correlation

The correlation between SCO and KOLD is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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. KOLD — 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

KOLD
KOLD Risk / Return Rank: 1313
Overall Rank
KOLD Sharpe Ratio Rank: 99
Sharpe Ratio Rank
KOLD Sortino Ratio Rank: 1818
Sortino Ratio Rank
KOLD Omega Ratio Rank: 1818
Omega Ratio Rank
KOLD Calmar Ratio Rank: 1010
Calmar Ratio Rank
KOLD Martin Ratio Rank: 99
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. KOLD - Risk-Adjusted Trends Comparison

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

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.


SCOKOLDDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-2.04

Omega ratioGain probability vs. loss probability

0.88

1.13

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.62

0.12

-0.75

Martin ratioReturn relative to average drawdown

-1.22

0.24

-1.46

SCO vs. KOLD - Sharpe Ratio Comparison

The current SCO Sharpe Ratio is -0.79, which is lower than the KOLD Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of SCO and KOLD, 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. KOLD - Drawdown Comparison

The maximum SCO drawdown since its inception was -99.80%, roughly equal to the maximum KOLD drawdown of -99.45%. Use the drawdown chart below to compare losses from any high point for SCO and KOLD.


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Drawdown Indicators


SCOKOLDDifference

Max Drawdown

Largest peak-to-trough decline

-99.80%

-99.45%

-0.35%

Max Drawdown (1Y)

Largest decline over 1 year

-72.24%

-72.50%

+0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-78.76%

-84.34%

+5.58%

Max Drawdown (5Y)

Largest decline over 5 years

-94.80%

-98.07%

+3.27%

Max Drawdown (10Y)

Largest decline over 10 years

-99.51%

-99.45%

-0.06%

Current Drawdown

Current decline from peak

-99.72%

-97.43%

-2.29%

Average Drawdown

Average peak-to-trough decline

-85.19%

-69.56%

-15.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.81%

37.81%

-1.00%

Volatility

SCO vs. KOLD - Volatility Comparison

The current volatility for ProShares UltraShort Bloomberg Crude Oil (SCO) is 15.97%, while ProShares UltraShort Bloomberg Natural Gas (KOLD) has a volatility of 23.90%. This indicates that SCO 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.


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Volatility by Period


SCOKOLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.97%

23.90%

-7.93%

Volatility (6M)

Calculated over the trailing 6-month period

47.16%

96.77%

-49.61%

Volatility (1Y)

Calculated over the trailing 1-year period

57.21%

113.49%

-56.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.04%

118.83%

-58.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.95%

101.81%

-29.86%

SCO vs. KOLD - Expense Ratio Comparison

Both SCO and KOLD have an expense ratio of 0.95%.


Dividends

SCO vs. KOLD - Dividend Comparison

Neither SCO nor KOLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SCO and KOLD 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.

KOLD has higher volatility (23.90%) compared to SCO (15.97%). In terms of maximum drawdown, SCO dropped -99.80% vs KOLD's -99.45%.

On 10-year performance, KOLD leads with -25.09% vs -37.19% for SCO. Both ETFs have the same 0.95% expense ratio. 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, KOLD has performed better with a -25.09% return vs -37.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCO and KOLD have the same expense ratio: 0.95% per year.

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

SCO tracks Bloomberg Commodity Balanced WTI Crude Oil Index (-200%), while KOLD tracks Bloomberg Natural Gas Subindex.

KOLD currently has the higher Sharpe Ratio (0.08 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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