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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%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
2.70%
0
SOCL
BOIL

Key characteristics

Sharpe Ratio

SOCL:

0.48

BOIL:

-0.62

Sortino Ratio

SOCL:

0.86

BOIL:

-0.67

Omega Ratio

SOCL:

1.10

BOIL:

0.93

Calmar Ratio

SOCL:

0.22

BOIL:

-0.63

Martin Ratio

SOCL:

1.67

BOIL:

-0.97

Ulcer Index

SOCL:

6.84%

BOIL:

64.54%

Daily Std Dev

SOCL:

23.56%

BOIL:

100.42%

Max Drawdown

SOCL:

-68.70%

BOIL:

-100.00%

Current Drawdown

SOCL:

-43.06%

BOIL:

-99.99%

Returns By Period

In the year-to-date period, SOCL achieves a 9.13% return, which is significantly higher than BOIL's -62.53% return. Over the past 10 years, SOCL has outperformed BOIL with an annualized return of 9.37%, while BOIL has yielded a comparatively lower -58.53% annualized return.


SOCL

YTD

9.13%

1M

5.47%

6M

3.49%

1Y

11.41%

5Y*

5.09%

10Y*

9.37%

BOIL

YTD

-62.53%

1M

17.00%

6M

-42.21%

1Y

-62.72%

5Y*

-64.00%

10Y*

-58.53%

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 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 0.48, compared to the broader market0.002.004.000.48-0.62
The chart of Sortino ratio for SOCL, currently valued at 0.86, compared to the broader market-2.000.002.004.006.008.0010.000.86-0.67
The chart of Omega ratio for SOCL, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.100.93
The chart of Calmar ratio for SOCL, currently valued at 0.22, compared to the broader market0.005.0010.0015.000.22-0.63
The chart of Martin ratio for SOCL, currently valued at 1.67, compared to the broader market0.0020.0040.0060.0080.00100.001.67-0.97
SOCL
BOIL

The current SOCL Sharpe Ratio is 0.48, which is higher than the BOIL Sharpe Ratio of -0.62. 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.48
-0.62
SOCL
BOIL

Dividends

SOCL vs. BOIL - Dividend Comparison

SOCL's dividend yield for the trailing twelve months is around 0.36%, while BOIL has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SOCL
Global X Social Media ETF
0.36%0.61%0.39%0.00%0.00%0.00%0.00%1.49%0.18%0.01%0.05%0.00%
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%JulyAugustSeptemberOctoberNovemberDecember
-43.06%
-99.99%
SOCL
BOIL

Volatility

SOCL vs. BOIL - Volatility Comparison

The current volatility for Global X Social Media ETF (SOCL) is 5.62%, while ProShares Ultra Bloomberg Natural Gas (BOIL) has a volatility of 30.23%. 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%JulyAugustSeptemberOctoberNovemberDecember
5.62%
30.23%
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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