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SCO vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCO vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Bloomberg Crude Oil (SCO) and United States Gasoline Fund LP (UGA). 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 -59.41% return, which is significantly lower than UGA's 65.71% return. Over the past 10 years, SCO has underperformed UGA with an annualized return of -36.90%, while UGA has yielded a comparatively higher 14.05% annualized return.


SCO

1D
-0.09%
1M
27.56%
YTD
-59.41%
6M
-60.52%
1Y
-46.47%
3Y*
-32.01%
5Y*
-39.29%
10Y*
-36.90%

UGA

1D
2.13%
1M
-11.04%
YTD
65.71%
6M
65.60%
1Y
52.05%
3Y*
17.25%
5Y*
24.13%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCO vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCO
ProShares UltraShort Bloomberg Crude Oil
-59.41%15.90%-19.00%-12.41%-62.59%-72.62%-4.20%-58.50%19.22%-22.40%
UGA
United States Gasoline Fund LP
65.71%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-28.07%1.69%

Correlation

The correlation between SCO and UGA is -0.90, 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

-0.90

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

-0.86

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

-0.86

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

-0.82

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2008

-0.81

The correlation between SCO and UGA has been stable across timeframes, ranging from -0.90 to -0.81 - a consistent structural relationship.

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Return for Risk

SCO vs. UGA — 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: 22
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 4848
Overall Rank
UGA Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 4242
Sortino Ratio Rank
UGA Omega Ratio Rank: 4343
Omega Ratio Rank
UGA Calmar Ratio Rank: 6161
Calmar Ratio Rank
UGA Martin Ratio Rank: 4848
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. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Bloomberg Crude Oil (SCO) and United States Gasoline Fund LP (UGA). 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.


SCOUGADifference
Sharpe ratioReturn per unit of total volatility

-2.38

Sortino ratioReturn per unit of downside risk

-3.24

Omega ratioGain probability vs. loss probability

0.87

1.27

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.66

2.87

-3.53

Martin ratioReturn relative to average drawdown

-1.29

7.80

-9.09

SCO vs. UGA - Sharpe Ratio Comparison

The current SCO Sharpe Ratio is -0.83, which is lower than the UGA Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of SCO and UGA, 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. UGA - Drawdown Comparison

The maximum SCO drawdown since its inception was -99.80%, which is greater than UGA's maximum drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for SCO and UGA.


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Drawdown Indicators


SCOUGADifference

Max Drawdown

Largest peak-to-trough decline

-99.80%

-86.59%

-13.21%

Max Drawdown (1Y)

Largest decline over 1 year

-72.24%

-18.96%

-53.28%

Max Drawdown (3Y)

Largest decline over 3 years

-78.76%

-26.68%

-52.08%

Max Drawdown (5Y)

Largest decline over 5 years

-94.80%

-38.11%

-56.69%

Max Drawdown (10Y)

Largest decline over 10 years

-99.51%

-75.89%

-23.62%

Current Drawdown

Current decline from peak

-99.73%

-17.24%

-82.49%

Average Drawdown

Average peak-to-trough decline

-85.19%

-36.70%

-48.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.61%

6.97%

+29.64%

Volatility

SCO vs. UGA - Volatility Comparison

ProShares UltraShort Bloomberg Crude Oil (SCO) has a higher volatility of 16.80% compared to United States Gasoline Fund LP (UGA) at 10.31%. This indicates that SCO's price experiences larger fluctuations and is considered to be riskier than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCOUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

16.80%

10.31%

+6.49%

Volatility (6M)

Calculated over the trailing 6-month period

47.16%

30.57%

+16.59%

Volatility (1Y)

Calculated over the trailing 1-year period

57.03%

35.23%

+21.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.02%

34.45%

+25.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.92%

37.25%

+34.67%

SCO vs. UGA - Expense Ratio Comparison

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


Dividends

SCO vs. UGA - Dividend Comparison

Neither SCO nor UGA has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SCO and UGA have a correlation of -0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCO has higher volatility (16.80%) compared to UGA (10.31%). In terms of maximum drawdown, SCO dropped -99.80% vs UGA's -86.59%.

On 10-year performance, UGA leads with 14.05% vs -36.90% for SCO. On fees, UGA is cheaper at 0.75% per year. On volatility, UGA has been the lower-risk option at 10.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UGA has performed better with a 14.05% return vs -36.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UGA is cheaper with a 0.75% expense ratio, compared with 0.95% for SCO.

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

SCO tracks Bloomberg Commodity Balanced WTI Crude Oil Index (-200%), while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: ProShares and Concierge Technologies. Their fees differ too: 0.95% for SCO and 0.75% for UGA.

UGA currently has the higher Sharpe Ratio (1.55 vs -0.83), 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

Find the right allocation for SCO and UGA

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