PortfoliosLab logoPortfoliosLab logo
UCO vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UCO vs. UGA - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, UCO achieves a 142.55% return, which is significantly higher than UGA's 75.83% return. Over the past 10 years, UCO has underperformed UGA with an annualized return of -11.55%, while UGA has yielded a comparatively higher 14.46% annualized return.


UCO

1D
2.52%
1M
0.21%
YTD
142.55%
6M
133.13%
1Y
118.05%
3Y*
24.78%
5Y*
21.76%
10Y*
-11.55%

UGA

1D
1.74%
1M
-8.95%
YTD
75.83%
6M
64.53%
1Y
82.09%
3Y*
22.29%
5Y*
25.18%
10Y*
14.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCO vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UCO
ProShares Ultra Bloomberg Crude Oil
142.55%-29.75%5.36%-13.89%39.71%139.26%-92.91%53.83%-43.26%0.34%
UGA
United States Gasoline Fund LP
75.83%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-28.07%1.69%

Correlation

The correlation between UCO and UGA is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.87

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

0.86

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

0.82

Correlation (All Time)
Calculated using the full available price history since Nov 26, 2008

0.81

The correlation between UCO and UGA has been stable across timeframes, ranging from 0.81 to 0.91 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

UCO vs. UGA — Risk / Return Rank

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

UCO
UCO Risk / Return Rank: 5656
Overall Rank
UCO Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
UCO Sortino Ratio Rank: 4949
Sortino Ratio Rank
UCO Omega Ratio Rank: 5050
Omega Ratio Rank
UCO Calmar Ratio Rank: 7474
Calmar Ratio Rank
UCO Martin Ratio Rank: 4444
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 7171
Overall Rank
UGA Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 5858
Sortino Ratio Rank
UGA Omega Ratio Rank: 6161
Omega Ratio Rank
UGA Calmar Ratio Rank: 9191
Calmar Ratio Rank
UGA Martin Ratio Rank: 7474
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. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Bloomberg Crude Oil (UCO) and United States Gasoline Fund LP (UGA). 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.


UCOUGADifference

Sharpe ratio

Return per unit of total volatility

2.08

2.35

-0.27

Sortino ratio

Return per unit of downside risk

2.43

2.78

-0.35

Omega ratio

Gain probability vs. loss probability

1.32

1.38

-0.06

Calmar ratio

Return relative to maximum drawdown

3.78

5.82

-2.04

Martin ratio

Return relative to average drawdown

7.17

14.25

-7.08

UCO vs. UGA - Sharpe Ratio Comparison

The current UCO Sharpe Ratio is 2.08, which is comparable to the UGA Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of UCO and UGA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


UCOUGADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

2.35

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.74

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.16

0.39

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.34

0.12

-0.46

Drawdowns

UCO vs. UGA - Drawdown Comparison

The maximum UCO drawdown since its inception was -99.95%, which is greater than UGA's maximum drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for UCO and UGA.


Loading charts...

Drawdown Indicators


UCOUGADifference

Max Drawdown

Largest peak-to-trough decline

-99.95%

-86.59%

-13.36%

Max Drawdown (1Y)

Largest decline over 1 year

-34.77%

-14.88%

-19.89%

Max Drawdown (3Y)

Largest decline over 3 years

-50.38%

-26.68%

-23.70%

Max Drawdown (5Y)

Largest decline over 5 years

-67.24%

-38.11%

-29.13%

Max Drawdown (10Y)

Largest decline over 10 years

-98.75%

-75.89%

-22.86%

Current Drawdown

Current decline from peak

-99.25%

-12.18%

-87.07%

Average Drawdown

Average peak-to-trough decline

-85.48%

-36.77%

-48.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.32%

6.08%

+12.24%

Volatility

UCO vs. UGA - Volatility Comparison

ProShares Ultra Bloomberg Crude Oil (UCO) has a higher volatility of 22.10% compared to United States Gasoline Fund LP (UGA) at 12.41%. This indicates that UCO's price experiences larger fluctuations and is considered to be riskier than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


UCOUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

22.10%

12.41%

+9.69%

Volatility (6M)

Calculated over the trailing 6-month period

46.40%

30.41%

+15.99%

Volatility (1Y)

Calculated over the trailing 1-year period

57.35%

35.21%

+22.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.77%

34.38%

+25.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.36%

37.27%

+34.09%

UCO vs. UGA - Expense Ratio Comparison

UCO has a 0.95% expense ratio, which is higher than UGA's 0.75% expense ratio.


Dividends

UCO vs. UGA - Dividend Comparison

Neither UCO nor UGA has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, UCO and UGA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

UCO has higher volatility (22.10%) compared to UGA (12.41%). In terms of maximum drawdown, UCO dropped -99.95% vs UGA's -86.59%.

On 10-year performance, UGA leads with 14.46% vs -11.55% for UCO. On fees, UGA is cheaper at 0.75% per year. On volatility, UGA has been the lower-risk option at 12.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UGA has performed better with a 14.46% return vs -11.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UGA is cheaper with a 0.75% expense ratio, compared with 0.95% for UCO.

UCO and UGA have nearly identical dividend yields, around 0.00%.

UCO is categorized as Leveraged Commodities, while UGA is Oil & Gas. UCO tracks Dow Jones-UBS Crude Oil Sub-Index (200%), while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: ProShares and Concierge Technologies. Their fees differ too: 0.95% for UCO and 0.75% for UGA.

UGA currently has the higher Sharpe Ratio (2.35 vs 2.08), 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 UCO and UGA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer