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

Correlation

The correlation between UCO and SCO is -1.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-1.0

Performance

UCO vs. SCO - Performance Comparison

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

-99.60%-99.40%-99.20%-99.00%-98.80%-98.60%-98.40%JulyAugustSeptemberOctoberNovemberDecember
-99.52%
-98.73%
UCO
SCO

Key characteristics

Sharpe Ratio

UCO:

-0.13

SCO:

-0.21

Sortino Ratio

UCO:

0.12

SCO:

0.00

Omega Ratio

UCO:

1.01

SCO:

1.00

Calmar Ratio

UCO:

-0.06

SCO:

-0.10

Martin Ratio

UCO:

-0.37

SCO:

-0.51

Ulcer Index

UCO:

16.33%

SCO:

18.91%

Daily Std Dev

UCO:

45.14%

SCO:

45.28%

Max Drawdown

UCO:

-99.95%

SCO:

-99.50%

Current Drawdown

UCO:

-99.58%

SCO:

-99.39%

Returns By Period

In the year-to-date period, UCO achieves a -0.46% return, which is significantly higher than SCO's -14.27% return. Over the past 10 years, UCO has outperformed SCO with an annualized return of -28.60%, while SCO has yielded a comparatively lower -30.43% annualized return.


UCO

YTD

-0.46%

1M

-0.50%

6M

-21.32%

1Y

-9.03%

5Y*

-27.01%

10Y*

-28.60%

SCO

YTD

-14.27%

1M

-0.22%

6M

13.28%

1Y

-6.62%

5Y*

-41.03%

10Y*

-30.43%

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. SCO - Expense Ratio Comparison

Both UCO and SCO have an expense ratio of 0.95%.


UCO
ProShares Ultra Bloomberg Crude Oil
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%
Expense ratio chart for SCO: 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. SCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Bloomberg Crude Oil (UCO) and ProShares UltraShort Bloomberg Crude Oil (SCO). 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 market0.002.004.00-0.13-0.21
The chart of Sortino ratio for UCO, currently valued at 0.12, compared to the broader market-2.000.002.004.006.008.0010.000.120.00
The chart of Omega ratio for UCO, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.001.011.00
The chart of Calmar ratio for UCO, currently valued at -0.06, compared to the broader market0.005.0010.0015.00-0.06-0.10
The chart of Martin ratio for UCO, currently valued at -0.37, compared to the broader market0.0020.0040.0060.0080.00100.00-0.37-0.51
UCO
SCO

The current UCO Sharpe Ratio is -0.13, which is higher than the SCO Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of UCO and SCO, 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
-0.21
UCO
SCO

Dividends

UCO vs. SCO - Dividend Comparison

Neither UCO nor SCO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UCO vs. SCO - Drawdown Comparison

The maximum UCO drawdown since its inception was -99.95%, roughly equal to the maximum SCO drawdown of -99.50%. Use the drawdown chart below to compare losses from any high point for UCO and SCO. For additional features, visit the drawdowns tool.


-99.60%-99.50%-99.40%-99.30%JulyAugustSeptemberOctoberNovemberDecember
-99.58%
-99.39%
UCO
SCO

Volatility

UCO vs. SCO - Volatility Comparison

ProShares Ultra Bloomberg Crude Oil (UCO) and ProShares UltraShort Bloomberg Crude Oil (SCO) have volatilities of 10.36% and 10.35%, 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.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.36%
10.35%
UCO
SCO
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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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