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UCC vs. NRGU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UCC vs. NRGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Consumer Services (UCC) and MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU). 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 -8.01% return, which is significantly lower than NRGU's 129.31% return.


UCC

1D
-1.54%
1M
-2.42%
YTD
-8.01%
6M
-8.22%
1Y
8.56%
3Y*
18.68%
5Y*
0.42%
10Y*
14.02%

NRGU

1D
2.53%
1M
-6.67%
YTD
129.31%
6M
97.01%
1Y
156.99%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCC vs. NRGU - Yearly Performance Comparison


Correlation

The correlation between UCC and NRGU is -0.12, 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

-0.12

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2025

0.07

The correlation between UCC and NRGU shifts across timeframes, from -0.12 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UCC vs. NRGU — Risk / Return Rank

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

UCC
UCC Risk / Return Rank: 1313
Overall Rank
UCC Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
UCC Sortino Ratio Rank: 1313
Sortino Ratio Rank
UCC Omega Ratio Rank: 1313
Omega Ratio Rank
UCC Calmar Ratio Rank: 1212
Calmar Ratio Rank
UCC Martin Ratio Rank: 1313
Martin Ratio Rank

NRGU
NRGU Risk / Return Rank: 5858
Overall Rank
NRGU Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
NRGU Sortino Ratio Rank: 4848
Sortino Ratio Rank
NRGU Omega Ratio Rank: 4848
Omega Ratio Rank
NRGU Calmar Ratio Rank: 7777
Calmar Ratio Rank
NRGU Martin Ratio Rank: 5656
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. NRGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Consumer Services (UCC) and MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU). 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.


UCCNRGUDifference
Sharpe ratioReturn per unit of total volatility

-1.87

Sortino ratioReturn per unit of downside risk

-1.84

Omega ratioGain probability vs. loss probability

1.07

1.30

-0.24

Calmar ratioReturn relative to maximum drawdown

0.30

3.95

-3.66

Martin ratioReturn relative to average drawdown

0.85

9.88

-9.03

UCC vs. NRGU - Sharpe Ratio Comparison

The current UCC Sharpe Ratio is 0.24, which is lower than the NRGU Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of UCC and NRGU, 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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Sharpe Ratios by Period


UCCNRGUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

2.11

-1.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.45

-0.12

Drawdowns

UCC vs. NRGU - Drawdown Comparison

The maximum UCC drawdown since its inception was -83.05%, which is greater than NRGU's maximum drawdown of -57.50%. Use the drawdown chart below to compare losses from any high point for UCC and NRGU.


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Drawdown Indicators


UCCNRGUDifference

Max Drawdown

Largest peak-to-trough decline

-83.05%

-57.50%

-25.55%

Max Drawdown (1Y)

Largest decline over 1 year

-29.14%

-39.95%

+10.81%

Max Drawdown (3Y)

Largest decline over 3 years

-48.01%

Max Drawdown (5Y)

Largest decline over 5 years

-61.77%

Max Drawdown (10Y)

Largest decline over 10 years

-61.77%

Current Drawdown

Current decline from peak

-17.87%

-20.91%

+3.04%

Average Drawdown

Average peak-to-trough decline

-21.81%

-25.42%

+3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.10%

15.96%

-5.86%

Volatility

UCC vs. NRGU - Volatility Comparison

The current volatility for ProShares Ultra Consumer Services (UCC) is 10.35%, while MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU) has a volatility of 31.63%. This indicates that UCC experiences smaller price fluctuations and is considered to be less risky than NRGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UCCNRGUDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.35%

31.63%

-21.28%

Volatility (6M)

Calculated over the trailing 6-month period

26.42%

61.27%

-34.85%

Volatility (1Y)

Calculated over the trailing 1-year period

36.21%

75.15%

-38.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.60%

89.15%

-45.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.62%

89.15%

-48.53%

UCC vs. NRGU - Expense Ratio Comparison

Both UCC and NRGU have an expense ratio of 0.95%.


Dividends

UCC vs. NRGU - Dividend Comparison

UCC's dividend yield for the trailing twelve months is around 1.18%, while NRGU has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
NRGU
MicroSectors U.S. Big Oil Index 3X Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%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 NRGU have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NRGU has higher volatility (31.63%) compared to UCC (10.35%). In terms of maximum drawdown, UCC dropped -83.05% vs NRGU's -57.50%.

On 1-year performance, NRGU leads with 156.99% vs 8.56% for UCC. Both ETFs have the same 0.95% expense ratio. On volatility, UCC has been the lower-risk option at 10.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, NRGU has performed better with a 156.99% return vs 8.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UCC and NRGU have the same expense ratio: 0.95% per year.

UCC has the higher dividend yield at 1.18%, compared with 0.00% for NRGU.

UCC tracks Dow Jones U.S. Consumer Services Index (200%), while NRGU tracks Solactive MicroSectors U.S. Big Oil Index (-300%). They also come from different issuers: ProShares and BMO.

NRGU currently has the higher Sharpe Ratio (2.11 vs 0.24), 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.

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