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SOCL vs. BOIL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SOCL and BOIL is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

SOCL vs. BOIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Social Media ETF (SOCL) and ProShares Ultra Bloomberg Natural Gas (BOIL). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%150.00%200.00%250.00%SeptemberOctoberNovemberDecember2025February
238.19%
-99.99%
SOCL
BOIL

Key characteristics

Sharpe Ratio

SOCL:

0.75

BOIL:

-0.40

Sortino Ratio

SOCL:

1.21

BOIL:

0.00

Omega Ratio

SOCL:

1.14

BOIL:

1.00

Calmar Ratio

SOCL:

0.33

BOIL:

-0.42

Martin Ratio

SOCL:

2.51

BOIL:

-0.88

Ulcer Index

SOCL:

6.84%

BOIL:

47.53%

Daily Std Dev

SOCL:

22.85%

BOIL:

104.84%

Max Drawdown

SOCL:

-68.70%

BOIL:

-100.00%

Current Drawdown

SOCL:

-37.19%

BOIL:

-99.99%

Returns By Period

In the year-to-date period, SOCL achieves a 14.56% return, which is significantly higher than BOIL's 7.20% return. Over the past 10 years, SOCL has outperformed BOIL with an annualized return of 10.39%, while BOIL has yielded a comparatively lower -56.71% annualized return.


SOCL

YTD

14.56%

1M

13.91%

6M

24.79%

1Y

21.74%

5Y*

6.10%

10Y*

10.39%

BOIL

YTD

7.20%

1M

4.38%

6M

14.20%

1Y

-34.49%

5Y*

-60.46%

10Y*

-56.71%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SOCL vs. BOIL - Expense Ratio Comparison

SOCL has a 0.65% expense ratio, which is lower than BOIL's 1.31% expense ratio.


BOIL
ProShares Ultra Bloomberg Natural Gas
Expense ratio chart for BOIL: current value at 1.31% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.31%
Expense ratio chart for SOCL: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Risk-Adjusted Performance

SOCL vs. BOIL — Risk-Adjusted Performance Rank

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

SOCL
The Risk-Adjusted Performance Rank of SOCL is 2626
Overall Rank
The Sharpe Ratio Rank of SOCL is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of SOCL is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SOCL is 2727
Omega Ratio Rank
The Calmar Ratio Rank of SOCL is 1818
Calmar Ratio Rank
The Martin Ratio Rank of SOCL is 2828
Martin Ratio Rank

BOIL
The Risk-Adjusted Performance Rank of BOIL is 44
Overall Rank
The Sharpe Ratio Rank of BOIL is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of BOIL is 55
Sortino Ratio Rank
The Omega Ratio Rank of BOIL is 55
Omega Ratio Rank
The Calmar Ratio Rank of BOIL is 11
Calmar Ratio Rank
The Martin Ratio Rank of BOIL 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.

SOCL vs. BOIL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Social Media ETF (SOCL) and ProShares Ultra Bloomberg Natural Gas (BOIL). 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.


Sharpe ratio
The chart of Sharpe ratio for SOCL, currently valued at 0.75, compared to the broader market0.002.004.000.75-0.40
The chart of Sortino ratio for SOCL, currently valued at 1.21, compared to the broader market0.005.0010.001.210.00
The chart of Omega ratio for SOCL, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.00
The chart of Calmar ratio for SOCL, currently valued at 0.33, compared to the broader market0.005.0010.0015.0020.000.33-0.42
The chart of Martin ratio for SOCL, currently valued at 2.51, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.51-0.88
SOCL
BOIL

The current SOCL Sharpe Ratio is 0.75, which is higher than the BOIL Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of SOCL and BOIL, 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-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
0.75
-0.40
SOCL
BOIL

Dividends

SOCL vs. BOIL - Dividend Comparison

SOCL's dividend yield for the trailing twelve months is around 0.21%, while BOIL has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SOCL
Global X Social Media ETF
0.21%0.25%0.61%0.39%0.00%0.00%0.00%0.00%1.49%0.18%0.01%0.05%
BOIL
ProShares Ultra Bloomberg Natural Gas
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SOCL vs. BOIL - Drawdown Comparison

The maximum SOCL drawdown since its inception was -68.70%, smaller than the maximum BOIL drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SOCL and BOIL. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%SeptemberOctoberNovemberDecember2025February
-37.19%
-99.99%
SOCL
BOIL

Volatility

SOCL vs. BOIL - Volatility Comparison

The current volatility for Global X Social Media ETF (SOCL) is 5.92%, while ProShares Ultra Bloomberg Natural Gas (BOIL) has a volatility of 39.75%. This indicates that SOCL experiences smaller price fluctuations and is considered to be less risky than BOIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
5.92%
39.75%
SOCL
BOIL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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