PortfoliosLab logoPortfoliosLab logo
UBOT vs. USOY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBOT vs. USOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) and Defiance Oil Enhanced Options Income ETF (USOY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, UBOT achieves a 16.93% return, which is significantly lower than USOY's 62.18% return.


UBOT

1D
-1.65%
1M
9.27%
YTD
16.93%
6M
21.77%
1Y
49.20%
3Y*
12.40%
5Y*
-6.34%
10Y*

USOY

1D
1.45%
1M
-3.43%
YTD
62.18%
6M
59.35%
1Y
57.29%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBOT vs. USOY - Yearly Performance Comparison


Correlation

The correlation between UBOT and USOY is -0.28, 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

-0.28

Correlation (All Time)
Calculated using the full available price history since May 13, 2024

-0.07

Over the past year, the inverse relationship between UBOT and USOY has strengthened: their correlation has moved from -0.07 to -0.28, meaning they now move in opposite directions more often than their long-term average.

Compare stocks, funds, or ETFs

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


Return for Risk

UBOT vs. USOY — Risk / Return Rank

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

UBOT
UBOT Risk / Return Rank: 2929
Overall Rank
UBOT Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
UBOT Sortino Ratio Rank: 3030
Sortino Ratio Rank
UBOT Omega Ratio Rank: 2828
Omega Ratio Rank
UBOT Calmar Ratio Rank: 2828
Calmar Ratio Rank
UBOT Martin Ratio Rank: 3030
Martin Ratio Rank

USOY
USOY Risk / Return Rank: 5656
Overall Rank
USOY Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
USOY Sortino Ratio Rank: 4646
Sortino Ratio Rank
USOY Omega Ratio Rank: 5555
Omega Ratio Rank
USOY Calmar Ratio Rank: 7878
Calmar Ratio Rank
USOY Martin Ratio Rank: 4646
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.

UBOT vs. USOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) and Defiance Oil Enhanced Options Income ETF (USOY). 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.


UBOTUSOYDifference
Sharpe ratioReturn per unit of total volatility

-0.86

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.19

1.35

-0.15

Calmar ratioReturn relative to maximum drawdown

1.38

4.03

-2.65

Martin ratioReturn relative to average drawdown

4.39

7.74

-3.35

UBOT vs. USOY - Sharpe Ratio Comparison

The current UBOT Sharpe Ratio is 1.04, which is lower than the USOY Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of UBOT and USOY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


UBOTUSOYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

1.89

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.99

-1.05

Drawdowns

UBOT vs. USOY - Drawdown Comparison

The maximum UBOT drawdown since its inception was -86.01%, which is greater than USOY's maximum drawdown of -17.46%. Use the drawdown chart below to compare losses from any high point for UBOT and USOY.


Loading charts...

Drawdown Indicators


UBOTUSOYDifference

Max Drawdown

Largest peak-to-trough decline

-86.01%

-17.46%

-68.55%

Max Drawdown (1Y)

Largest decline over 1 year

-35.90%

-14.29%

-21.61%

Max Drawdown (3Y)

Largest decline over 3 years

-51.64%

Max Drawdown (5Y)

Largest decline over 5 years

-82.90%

Current Drawdown

Current decline from peak

-43.38%

-5.11%

-38.27%

Average Drawdown

Average peak-to-trough decline

-49.53%

-6.47%

-43.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.24%

7.42%

+3.82%

Volatility

UBOT vs. USOY - Volatility Comparison

Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) has a higher volatility of 15.45% compared to Defiance Oil Enhanced Options Income ETF (USOY) at 11.62%. This indicates that UBOT's price experiences larger fluctuations and is considered to be riskier than USOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


UBOTUSOYDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.45%

11.62%

+3.83%

Volatility (6M)

Calculated over the trailing 6-month period

36.47%

27.18%

+9.29%

Volatility (1Y)

Calculated over the trailing 1-year period

47.78%

30.44%

+17.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.94%

26.13%

+26.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.46%

26.13%

+37.33%

UBOT vs. USOY - Expense Ratio Comparison

UBOT has a 1.29% expense ratio, which is higher than USOY's 1.22% expense ratio.


Dividends

UBOT vs. USOY - Dividend Comparison

UBOT's dividend yield for the trailing twelve months is around 0.80%, less than USOY's 54.16% yield.


PositionTTM20252024202320222021202020192018
UBOT
Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares
0.80%0.78%1.45%0.65%0.00%2.25%15.83%0.55%0.33%
USOY
Defiance Oil Enhanced Options Income ETF
54.16%104.32%48.60%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UBOT and USOY have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UBOT has higher volatility (15.45%) compared to USOY (11.62%). In terms of maximum drawdown, UBOT dropped -86.01% vs USOY's -17.46%.

On 1-year performance, USOY leads with 57.29% vs 49.20% for UBOT. On fees, USOY is cheaper at 1.22% per year. On volatility, USOY has been the lower-risk option at 11.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, USOY has performed better with a 57.29% return vs 49.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USOY is cheaper with a 1.22% expense ratio, compared with 1.29% for UBOT.

USOY has the higher dividend yield at 54.16%, compared with 0.80% for UBOT.

UBOT is categorized as Robotics, while USOY is Derivative Income. They also come from different issuers: Direxion and Defiance. Their fees differ too: 1.29% for UBOT and 1.22% for USOY.

USOY currently has the higher Sharpe Ratio (1.89 vs 1.04), 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

Find the right allocation for UBOT and USOY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer