SPXC vs. UPRO

In the year-to-date period, SPXC achieves a 42.11% return, which is significantly lower than UPRO's 68.34% return. Over the past 10 years, SPXC has underperformed UPRO with an annualized return of 20.90%, while UPRO has yielded a comparatively higher 23.70% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for SPX Corporation (SPXC) and ProShares UltraPro S&P 500 (UPRO). 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.

The current SPXC Sharpe Ratio is 1.31, which is lower than the UPRO Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of SPXC and UPRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SPXC has not paid dividends to shareholders, while UPRO's dividend yield for the trailing twelve months is around 0.62%.

The maximum SPXC drawdown since its inception was -81.12%, which is greater than UPRO's maximum drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for SPXC and UPRO. For additional features, visit the drawdowns tool.

SPX Corporation (SPXC) and ProShares UltraPro S&P 500 (UPRO) have volatilities of 11.14% and 11.50%, 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.