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SCO vs. KOLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCO and KOLD is -0.30. 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.


-0.50.00.51.0
Correlation: -0.3

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.

-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%NovemberDecember2025FebruaryMarchApril
-96.63%
-83.48%
SCO
KOLD

Key characteristics

Sharpe Ratio

SCO:

0.53

KOLD:

-0.50

Sortino Ratio

SCO:

1.09

KOLD:

-0.24

Omega Ratio

SCO:

1.13

KOLD:

0.97

Calmar Ratio

SCO:

0.26

KOLD:

-0.55

Martin Ratio

SCO:

1.75

KOLD:

-1.26

Ulcer Index

SCO:

14.94%

KOLD:

43.09%

Daily Std Dev

SCO:

49.56%

KOLD:

108.00%

Max Drawdown

SCO:

-99.50%

KOLD:

-99.45%

Current Drawdown

SCO:

-99.33%

KOLD:

-96.52%

Returns By Period

In the year-to-date period, SCO achieves a 16.43% return, which is significantly higher than KOLD's -29.69% return. Over the past 10 years, SCO has underperformed KOLD with an annualized return of -29.07%, while KOLD has yielded a comparatively higher -21.10% annualized return.


SCO

YTD

16.43%

1M

13.87%

6M

13.28%

1Y

27.84%

5Y*

-53.54%

10Y*

-29.07%

KOLD

YTD

-29.69%

1M

32.91%

6M

-54.00%

1Y

-57.81%

5Y*

-42.64%

10Y*

-21.10%

*Annualized

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SCO vs. KOLD - Expense Ratio Comparison

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


Expense ratio chart for SCO: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCO: 0.95%
Expense ratio chart for KOLD: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KOLD: 0.95%

Risk-Adjusted Performance

SCO vs. KOLD — Risk-Adjusted Performance Rank

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

SCO
The Risk-Adjusted Performance Rank of SCO is 5757
Overall Rank
The Sharpe Ratio Rank of SCO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SCO is 6969
Sortino Ratio Rank
The Omega Ratio Rank of SCO is 6262
Omega Ratio Rank
The Calmar Ratio Rank of SCO is 4242
Calmar Ratio Rank
The Martin Ratio Rank of SCO is 5555
Martin Ratio Rank

KOLD
The Risk-Adjusted Performance Rank of KOLD is 55
Overall Rank
The Sharpe Ratio Rank of KOLD is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of KOLD is 99
Sortino Ratio Rank
The Omega Ratio Rank of KOLD is 99
Omega Ratio Rank
The Calmar Ratio Rank of KOLD is 11
Calmar Ratio Rank
The Martin Ratio Rank of KOLD is 33
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCO vs. KOLD - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for SCO, currently valued at 0.53, compared to the broader market-1.000.001.002.003.004.00
SCO: 0.53
KOLD: -0.50
The chart of Sortino ratio for SCO, currently valued at 1.09, compared to the broader market-2.000.002.004.006.008.00
SCO: 1.09
KOLD: -0.24
The chart of Omega ratio for SCO, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
SCO: 1.13
KOLD: 0.97
The chart of Calmar ratio for SCO, currently valued at 0.26, compared to the broader market0.002.004.006.008.0010.0012.00
SCO: 0.26
KOLD: -0.55
The chart of Martin ratio for SCO, currently valued at 1.75, compared to the broader market0.0020.0040.0060.00
SCO: 1.75
KOLD: -1.26

The current SCO Sharpe Ratio is 0.53, which is higher than the KOLD Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of SCO and KOLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.53
-0.50
SCO
KOLD

Dividends

SCO vs. KOLD - Dividend Comparison

Neither SCO nor KOLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SCO vs. KOLD - Drawdown Comparison

The maximum SCO drawdown since its inception was -99.50%, 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. For additional features, visit the drawdowns tool.


-100.00%-98.00%-96.00%-94.00%-92.00%-90.00%NovemberDecember2025FebruaryMarchApril
-99.13%
-96.52%
SCO
KOLD

Volatility

SCO vs. KOLD - Volatility Comparison

The current volatility for ProShares UltraShort Bloomberg Crude Oil (SCO) is 23.53%, while ProShares UltraShort Bloomberg Natural Gas (KOLD) has a volatility of 34.73%. 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.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
23.53%
34.73%
SCO
KOLD