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SKYU vs. KORU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SKYU vs. KORU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Nasdaq Cloud Computing ETF (SKYU) and Direxion Daily South Korea Bull 3X Shares (KORU). The values are adjusted to include any dividend payments, if applicable.

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SKYU vs. KORU - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SKYU
ProShares Ultra Nasdaq Cloud Computing ETF
-30.59%2.76%65.79%105.76%-75.95%7.15%
KORU
Direxion Daily South Korea Bull 3X Shares
68.52%432.73%-62.18%28.61%-70.16%-51.35%

Returns By Period

In the year-to-date period, SKYU achieves a -30.59% return, which is significantly lower than KORU's 68.52% return.


SKYU

1D
1.85%
1M
-1.21%
YTD
-30.59%
6M
-36.73%
1Y
-1.52%
3Y*
23.32%
5Y*
-8.28%
10Y*

KORU

1D
7.69%
1M
-47.68%
YTD
68.52%
6M
174.68%
1Y
673.62%
3Y*
54.87%
5Y*
-4.56%
10Y*
3.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SKYU vs. KORU - Expense Ratio Comparison

SKYU has a 0.95% expense ratio, which is lower than KORU's 1.29% expense ratio.


Return for Risk

SKYU vs. KORU — Risk / Return Rank

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

SKYU
SKYU Risk / Return Rank: 1313
Overall Rank
SKYU Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SKYU Sortino Ratio Rank: 1616
Sortino Ratio Rank
SKYU Omega Ratio Rank: 1515
Omega Ratio Rank
SKYU Calmar Ratio Rank: 1212
Calmar Ratio Rank
SKYU Martin Ratio Rank: 1212
Martin Ratio Rank

KORU
KORU Risk / Return Rank: 9898
Overall Rank
KORU Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
KORU Sortino Ratio Rank: 9797
Sortino Ratio Rank
KORU Omega Ratio Rank: 9696
Omega Ratio Rank
KORU Calmar Ratio Rank: 9999
Calmar Ratio Rank
KORU Martin Ratio Rank: 9898
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.

SKYU vs. KORU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Nasdaq Cloud Computing ETF (SKYU) and Direxion Daily South Korea Bull 3X Shares (KORU). 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.


SKYUKORUDifference

Sharpe ratio

Return per unit of total volatility

-0.03

6.40

-6.42

Sortino ratio

Return per unit of downside risk

0.39

3.79

-3.41

Omega ratio

Gain probability vs. loss probability

1.05

1.54

-0.49

Calmar ratio

Return relative to maximum drawdown

0.02

11.58

-11.57

Martin ratio

Return relative to average drawdown

0.04

41.52

-41.48

SKYU vs. KORU - Sharpe Ratio Comparison

The current SKYU Sharpe Ratio is -0.03, which is lower than the KORU Sharpe Ratio of 6.40. The chart below compares the historical Sharpe Ratios of SKYU and KORU, 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


SKYUKORUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.03

6.40

-6.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

-0.06

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.14

-0.02

-0.12

Correlation

The correlation between SKYU and KORU is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SKYU vs. KORU - Dividend Comparison

SKYU's dividend yield for the trailing twelve months is around 1.01%, more than KORU's 0.55% yield.


TTM202520242023202220212020201920182017
SKYU
ProShares Ultra Nasdaq Cloud Computing ETF
1.01%0.56%0.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KORU
Direxion Daily South Korea Bull 3X Shares
0.55%0.89%4.10%2.55%0.48%0.76%0.01%0.93%1.40%3.59%

Drawdowns

SKYU vs. KORU - Drawdown Comparison

The maximum SKYU drawdown since its inception was -83.01%, smaller than the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for SKYU and KORU.


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Drawdown Indicators


SKYUKORUDifference

Max Drawdown

Largest peak-to-trough decline

-83.01%

-95.79%

+12.78%

Max Drawdown (1Y)

Largest decline over 1 year

-48.85%

-61.39%

+12.54%

Max Drawdown (5Y)

Largest decline over 5 years

-83.01%

-93.54%

+10.53%

Max Drawdown (10Y)

Largest decline over 10 years

-95.79%

Current Drawdown

Current decline from peak

-55.30%

-53.60%

-1.70%

Average Drawdown

Average peak-to-trough decline

-49.36%

-58.03%

+8.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.57%

17.13%

+3.44%

Volatility

SKYU vs. KORU - Volatility Comparison

The current volatility for ProShares Ultra Nasdaq Cloud Computing ETF (SKYU) is 16.10%, while Direxion Daily South Korea Bull 3X Shares (KORU) has a volatility of 59.12%. This indicates that SKYU experiences smaller price fluctuations and is considered to be less risky than KORU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SKYUKORUDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.10%

59.12%

-43.02%

Volatility (6M)

Calculated over the trailing 6-month period

38.96%

93.35%

-54.39%

Volatility (1Y)

Calculated over the trailing 1-year period

59.55%

106.33%

-46.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.36%

78.49%

-18.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.41%

76.33%

-15.92%