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SKYU vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SKYU vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Nasdaq Cloud Computing ETF (SKYU) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SKYU achieves a -12.74% return, which is significantly higher than UVXY's -24.94% return.


SKYU

1D
-3.96%
1M
-12.28%
YTD
-12.74%
6M
-15.69%
1Y
0.09%
3Y*
26.71%
5Y*
-6.58%
10Y*

UVXY

1D
-2.46%
1M
-14.14%
YTD
-24.94%
6M
-26.89%
1Y
-71.73%
3Y*
-62.37%
5Y*
-66.99%
10Y*
-73.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SKYU vs. UVXY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SKYU
ProShares Ultra Nasdaq Cloud Computing ETF
-12.74%2.76%65.79%105.76%-75.95%6.83%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-24.94%-65.32%-50.90%-87.70%-44.81%-87.73%

Correlation

The correlation between SKYU and UVXY is -0.43, 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

-0.43

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

-0.56

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

-0.57

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2021

-0.56

The correlation between SKYU and UVXY shifts across timeframes, from -0.57 (5 years) to -0.43 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SKYU vs. UVXY — Risk / Return Rank

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

SKYU
SKYU Risk / Return Rank: 1010
Overall Rank
SKYU Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SKYU Sortino Ratio Rank: 1111
Sortino Ratio Rank
SKYU Omega Ratio Rank: 1111
Omega Ratio Rank
SKYU Calmar Ratio Rank: 99
Calmar Ratio Rank
SKYU Martin Ratio Rank: 99
Martin Ratio Rank

UVXY
UVXY Risk / Return Rank: 22
Overall Rank
UVXY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 22
Sortino Ratio Rank
UVXY Omega Ratio Rank: 22
Omega Ratio Rank
UVXY Calmar Ratio Rank: 00
Calmar Ratio Rank
UVXY Martin Ratio Rank: 22
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. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Nasdaq Cloud Computing ETF (SKYU) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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.


SKYUUVXYDifference
Sharpe ratioReturn per unit of total volatility

+0.85

Sortino ratioReturn per unit of downside risk

+1.94

Omega ratioGain probability vs. loss probability

1.05

0.83

+0.22

Calmar ratioReturn relative to maximum drawdown

0.00

-0.99

+0.99

Martin ratioReturn relative to average drawdown

0.00

-1.43

+1.43

SKYU vs. UVXY - Sharpe Ratio Comparison

The current SKYU Sharpe Ratio is 0.00, which is higher than the UVXY Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of SKYU and UVXY, 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

SKYU vs. UVXY - Drawdown Comparison

The maximum SKYU drawdown since its inception was -83.01%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SKYU and UVXY.


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Drawdown Indicators


SKYUUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-83.01%

-100.00%

+16.99%

Max Drawdown (1Y)

Largest decline over 1 year

-50.23%

-72.74%

+22.51%

Max Drawdown (3Y)

Largest decline over 3 years

-55.71%

-94.91%

+39.20%

Max Drawdown (5Y)

Largest decline over 5 years

-83.01%

-99.71%

+16.70%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-43.81%

-100.00%

+56.19%

Average Drawdown

Average peak-to-trough decline

-49.00%

-98.75%

+49.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.70%

50.54%

-25.84%

Volatility

SKYU vs. UVXY - Volatility Comparison

ProShares Ultra Nasdaq Cloud Computing ETF (SKYU) and ProShares Ultra VIX Short-Term Futures ETF (UVXY) have volatilities of 26.41% and 25.55%, 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


SKYUUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.41%

25.55%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

48.23%

66.08%

-17.85%

Volatility (1Y)

Calculated over the trailing 1-year period

57.35%

84.93%

-27.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.19%

103.95%

-41.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.12%

112.35%

-51.23%

SKYU vs. UVXY - Expense Ratio Comparison

Both SKYU and UVXY have an expense ratio of 0.95%.


Dividends

SKYU vs. UVXY - Dividend Comparison

SKYU's dividend yield for the trailing twelve months is around 0.94%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024
SKYU
ProShares Ultra Nasdaq Cloud Computing ETF
0.94%0.56%0.21%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
0.00%0.00%0.00%

Frequently Asked Questions


SKYU and UVXY have a correlation of -0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SKYU has higher volatility (26.41%) compared to UVXY (25.55%). In terms of maximum drawdown, SKYU dropped -83.01% vs UVXY's -100.00%.

On 5-year performance, SKYU leads with -6.58% vs -66.99% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, UVXY has been the lower-risk option at 25.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SKYU has performed better with a -6.58% return vs -66.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SKYU and UVXY have the same expense ratio: 0.95% per year.

SKYU has the higher dividend yield at 0.94%, compared with 0.00% for UVXY.

SKYU is categorized as Leveraged Equities, while UVXY is Volatility. SKYU tracks ISE Cloud Computing Index (200%), while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%).

SKYU currently has the higher Sharpe Ratio (0.00 vs -0.85), 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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