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UCC vs. FAS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UCC vs. FAS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Consumer Services (UCC) and Direxion Daily Financial Bull 3X Shares (FAS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UCC achieves a -8.62% return, which is significantly higher than FAS's -13.50% return. Over the past 10 years, UCC has underperformed FAS with an annualized return of 13.99%, while FAS has yielded a comparatively higher 21.20% annualized return.


UCC

1D
0.57%
1M
-4.37%
YTD
-8.62%
6M
-10.29%
1Y
12.48%
3Y*
14.37%
5Y*
-0.24%
10Y*
13.99%

FAS

1D
4.15%
1M
10.95%
YTD
-13.50%
6M
-13.89%
1Y
7.93%
3Y*
38.21%
5Y*
7.30%
10Y*
21.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCC vs. FAS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UCC
ProShares Ultra Consumer Services
-8.62%2.21%44.24%61.67%-57.59%20.92%46.55%53.76%-4.94%42.05%
FAS
Direxion Daily Financial Bull 3X Shares
-13.50%21.48%84.47%14.92%-43.19%116.59%-34.97%113.04%-33.84%67.37%

Correlation

The correlation between UCC and FAS is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.54

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

0.56

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

0.64

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2008

0.64

The correlation between UCC and FAS has been stable across timeframes, ranging from 0.54 to 0.64 - a consistent structural relationship.

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Return for Risk

UCC vs. FAS — Risk / Return Rank

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

UCC
UCC Risk / Return Rank: 1414
Overall Rank
UCC Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
UCC Sortino Ratio Rank: 1515
Sortino Ratio Rank
UCC Omega Ratio Rank: 1515
Omega Ratio Rank
UCC Calmar Ratio Rank: 1414
Calmar Ratio Rank
UCC Martin Ratio Rank: 1414
Martin Ratio Rank

FAS
FAS Risk / Return Rank: 1111
Overall Rank
FAS Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
FAS Sortino Ratio Rank: 1111
Sortino Ratio Rank
FAS Omega Ratio Rank: 1212
Omega Ratio Rank
FAS Calmar Ratio Rank: 1010
Calmar Ratio Rank
FAS Martin Ratio Rank: 1010
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.

UCC vs. FAS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Consumer Services (UCC) and Direxion Daily Financial Bull 3X Shares (FAS). 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.


UCCFASDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.08

1.04

+0.03

Calmar ratioReturn relative to maximum drawdown

0.35

0.03

+0.32

Martin ratioReturn relative to average drawdown

0.97

0.08

+0.89

UCC vs. FAS - Sharpe Ratio Comparison

The current UCC Sharpe Ratio is 0.28, which is higher than the FAS Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of UCC and FAS, 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

UCC vs. FAS - Drawdown Comparison

The maximum UCC drawdown since its inception was -83.05%, smaller than the maximum FAS drawdown of -91.61%. Use the drawdown chart below to compare losses from any high point for UCC and FAS.


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Drawdown Indicators


UCCFASDifference

Max Drawdown

Largest peak-to-trough decline

-83.05%

-91.61%

+8.56%

Max Drawdown (1Y)

Largest decline over 1 year

-29.14%

-40.88%

+11.74%

Max Drawdown (3Y)

Largest decline over 3 years

-48.01%

-43.10%

-4.91%

Max Drawdown (5Y)

Largest decline over 5 years

-61.77%

-66.88%

+5.11%

Max Drawdown (10Y)

Largest decline over 10 years

-61.77%

-85.99%

+24.22%

Current Drawdown

Current decline from peak

-18.41%

-20.63%

+2.22%

Average Drawdown

Average peak-to-trough decline

-21.80%

-31.12%

+9.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.45%

17.97%

-7.52%

Volatility

UCC vs. FAS - Volatility Comparison

ProShares Ultra Consumer Services (UCC) and Direxion Daily Financial Bull 3X Shares (FAS) have volatilities of 12.41% and 12.45%, 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


UCCFASDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.41%

12.45%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

27.05%

33.46%

-6.41%

Volatility (1Y)

Calculated over the trailing 1-year period

36.41%

43.61%

-7.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.70%

55.59%

-11.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.68%

61.33%

-20.65%

UCC vs. FAS - Expense Ratio Comparison

UCC has a 0.95% expense ratio, which is lower than FAS's 1.00% expense ratio.


Dividends

UCC vs. FAS - Dividend Comparison

UCC's dividend yield for the trailing twelve months is around 1.18%, less than FAS's 9.64% yield.


PositionTTM20252024202320222021202020192018201720162015
FAS
Direxion Daily Financial Bull 3X Shares
9.64%8.21%0.76%1.77%0.91%0.60%0.47%0.62%1.43%0.11%0.00%0.00%
UCC
ProShares Ultra Consumer Services
1.18%1.10%0.17%0.04%0.25%0.00%0.02%0.17%0.18%0.14%0.21%0.14%

Frequently Asked Questions


UCC and FAS have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FAS has higher volatility (12.45%) compared to UCC (12.41%). In terms of maximum drawdown, UCC dropped -83.05% vs FAS's -91.61%.

On 10-year performance, FAS leads with 21.20% vs 13.99% for UCC. On fees, UCC is cheaper at 0.95% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FAS has performed better with a 21.20% return vs 13.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UCC is cheaper with a 0.95% expense ratio, compared with 1.00% for FAS.

FAS has the higher dividend yield at 9.64%, compared with 1.18% for UCC.

UCC tracks Dow Jones U.S. Consumer Services Index (200%), while FAS tracks Russell 1000 Financial Services Index (300%). They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for UCC and 1.00% for FAS.

UCC currently has the higher Sharpe Ratio (0.28 vs 0.03), 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 UCC and FAS

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