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UCO vs. BOIL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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UCO vs. BOIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UCO
ProShares Ultra Bloomberg Crude Oil
103.42%-29.75%5.36%-13.89%39.71%139.26%-92.91%53.83%-43.26%0.34%
BOIL
ProShares Ultra Bloomberg Natural Gas
-29.61%-58.98%-60.75%-92.00%-31.85%23.84%-74.74%-67.70%-20.55%-65.72%

Returns By Period

In the year-to-date period, UCO achieves a 103.42% return, which is significantly higher than BOIL's -29.61% return. Over the past 10 years, UCO has outperformed BOIL with an annualized return of -9.17%, while BOIL has yielded a comparatively lower -55.56% annualized return.


UCO

1D
-8.13%
1M
53.88%
YTD
103.42%
6M
74.82%
1Y
45.23%
3Y*
14.08%
5Y*
22.69%
10Y*
-9.17%

BOIL

1D
0.75%
1M
-1.95%
YTD
-29.61%
6M
-46.25%
1Y
-81.20%
3Y*
-64.52%
5Y*
-62.47%
10Y*
-55.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UCO vs. BOIL - Expense Ratio Comparison

UCO has a 0.95% expense ratio, which is lower than BOIL's 1.31% expense ratio.


Return for Risk

UCO vs. BOIL — Risk / Return Rank

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

UCO
UCO Risk / Return Rank: 4848
Overall Rank
UCO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
UCO Sortino Ratio Rank: 5454
Sortino Ratio Rank
UCO Omega Ratio Rank: 4747
Omega Ratio Rank
UCO Calmar Ratio Rank: 6363
Calmar Ratio Rank
UCO Martin Ratio Rank: 3131
Martin Ratio Rank

BOIL
BOIL Risk / Return Rank: 22
Overall Rank
BOIL Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BOIL Sortino Ratio Rank: 22
Sortino Ratio Rank
BOIL Omega Ratio Rank: 22
Omega Ratio Rank
BOIL Calmar Ratio Rank: 00
Calmar Ratio Rank
BOIL Martin Ratio Rank: 33
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.

UCO vs. BOIL - Risk-Adjusted Trends 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.


UCOBOILDifference

Sharpe ratio

Return per unit of total volatility

0.80

-0.68

+1.47

Sortino ratio

Return per unit of downside risk

1.34

-1.00

+2.34

Omega ratio

Gain probability vs. loss probability

1.17

0.88

+0.29

Calmar ratio

Return relative to maximum drawdown

1.50

-0.99

+2.49

Martin ratio

Return relative to average drawdown

2.52

-1.33

+3.84

UCO vs. BOIL - Sharpe Ratio Comparison

The current UCO Sharpe Ratio is 0.80, 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.


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Sharpe Ratios by Period


UCOBOILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

-0.68

+1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

-0.53

+0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.13

-0.55

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.36

-0.61

+0.26

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.


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.


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Drawdown Indicators


UCOBOILDifference

Max Drawdown

Largest peak-to-trough decline

-99.95%

-100.00%

+0.05%

Max Drawdown (1Y)

Largest decline over 1 year

-34.77%

-81.53%

+46.76%

Max Drawdown (5Y)

Largest decline over 5 years

-67.24%

-99.88%

+32.64%

Max Drawdown (10Y)

Largest decline over 10 years

-98.75%

-99.98%

+1.23%

Current Drawdown

Current decline from peak

-99.37%

-100.00%

+0.63%

Average Drawdown

Average peak-to-trough decline

-85.35%

-93.51%

+8.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.74%

60.91%

-40.17%

Volatility

UCO vs. BOIL - Volatility Comparison

The current volatility for ProShares Ultra Bloomberg Crude Oil (UCO) is 24.72%, while ProShares Ultra Bloomberg Natural Gas (BOIL) has a volatility of 29.44%. 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.


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Volatility by Period


UCOBOILDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.72%

29.44%

-4.72%

Volatility (6M)

Calculated over the trailing 6-month period

40.37%

109.34%

-68.97%

Volatility (1Y)

Calculated over the trailing 1-year period

57.29%

120.51%

-63.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.14%

118.61%

-59.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.30%

101.94%

-30.64%