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UCO vs. BOIL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UCO and BOIL is 0.12, 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.


-0.50.00.51.00.1

Performance

UCO vs. BOIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Bloomberg Crude Oil (UCO) and ProShares Ultra Bloomberg Natural Gas (BOIL). The values are adjusted to include any dividend payments, if applicable.

-100.00%-99.50%-99.00%-98.50%-98.00%JulyAugustSeptemberOctoberNovemberDecember
-98.59%
-100.00%
UCO
BOIL

Key characteristics

Sharpe Ratio

UCO:

-0.13

BOIL:

-0.68

Sortino Ratio

UCO:

0.12

BOIL:

-0.91

Omega Ratio

UCO:

1.01

BOIL:

0.90

Calmar Ratio

UCO:

-0.06

BOIL:

-0.69

Martin Ratio

UCO:

-0.37

BOIL:

-1.08

Ulcer Index

UCO:

16.33%

BOIL:

63.88%

Daily Std Dev

UCO:

45.14%

BOIL:

100.62%

Max Drawdown

UCO:

-99.95%

BOIL:

-100.00%

Current Drawdown

UCO:

-99.58%

BOIL:

-100.00%

Returns By Period

In the year-to-date period, UCO achieves a -0.46% return, which is significantly higher than BOIL's -69.01% return. Over the past 10 years, UCO has outperformed BOIL with an annualized return of -28.60%, while BOIL has yielded a comparatively lower -60.35% annualized return.


UCO

YTD

-0.46%

1M

-0.50%

6M

-21.32%

1Y

-9.03%

5Y*

-27.01%

10Y*

-28.60%

BOIL

YTD

-69.01%

1M

4.01%

6M

-56.73%

1Y

-68.21%

5Y*

-65.66%

10Y*

-60.35%

Compare stocks, funds, or ETFs

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


UCO vs. BOIL - Expense Ratio Comparison

UCO has a 0.95% 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 UCO: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

Risk-Adjusted Performance

UCO vs. BOIL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Bloomberg Crude Oil (UCO) 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 UCO, currently valued at -0.13, compared to the broader market0.002.004.00-0.13-0.68
The chart of Sortino ratio for UCO, currently valued at 0.12, compared to the broader market-2.000.002.004.006.008.0010.000.12-0.91
The chart of Omega ratio for UCO, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.001.010.90
The chart of Calmar ratio for UCO, currently valued at -0.06, compared to the broader market0.005.0010.0015.00-0.06-0.69
The chart of Martin ratio for UCO, currently valued at -0.37, compared to the broader market0.0020.0040.0060.0080.00100.00-0.37-1.08
UCO
BOIL

The current UCO Sharpe Ratio is -0.13, which is higher than the BOIL Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of UCO 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
-0.13
-0.68
UCO
BOIL

Dividends

UCO vs. BOIL - Dividend Comparison

Neither UCO nor BOIL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UCO vs. BOIL - Drawdown Comparison

The maximum UCO drawdown since its inception was -99.95%, roughly equal to the maximum BOIL drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for UCO and BOIL. For additional features, visit the drawdowns tool.


-100.00%-99.80%-99.60%-99.40%-99.20%-99.00%-98.80%JulyAugustSeptemberOctoberNovemberDecember
-99.16%
-100.00%
UCO
BOIL

Volatility

UCO vs. BOIL - Volatility Comparison

The current volatility for ProShares Ultra Bloomberg Crude Oil (UCO) is 10.36%, while ProShares Ultra Bloomberg Natural Gas (BOIL) has a volatility of 33.63%. This indicates that UCO 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.


10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
10.36%
33.63%
UCO
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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