Correlation
The correlation between UGE and COST is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
UGE vs. COST
Compare and contrast key facts about ProShares Ultra Consumer Goods (UGE) and Costco Wholesale Corporation (COST).
UGE is a passively managed fund by ProShares that tracks the performance of the Dow Jones U.S. Consumer Goods Index (200%). It was launched on Jan 30, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UGE or COST.
Performance
UGE vs. COST - Performance Comparison
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Key characteristics
UGE:
0.54
COST:
1.29
UGE:
0.87
COST:
1.81
UGE:
1.11
COST:
1.24
UGE:
0.30
COST:
1.65
UGE:
1.71
COST:
4.74
UGE:
7.87%
COST:
6.04%
UGE:
26.96%
COST:
22.13%
UGE:
-71.36%
COST:
-53.39%
UGE:
-35.68%
COST:
-3.28%
Returns By Period
In the year-to-date period, UGE achieves a 7.93% return, which is significantly lower than COST's 13.80% return. Over the past 10 years, UGE has underperformed COST with an annualized return of 9.80%, while COST has yielded a comparatively higher 24.24% annualized return.
UGE
7.93%
3.41%
-2.89%
11.24%
-1.27%
13.36%
9.80%
COST
13.80%
4.25%
7.29%
29.10%
32.50%
29.64%
24.24%
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Risk-Adjusted Performance
UGE vs. COST — Risk-Adjusted Performance Rank
UGE
COST
UGE vs. COST - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Consumer Goods (UGE) and Costco Wholesale Corporation (COST). 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.
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Dividends
UGE vs. COST - Dividend Comparison
UGE's dividend yield for the trailing twelve months is around 1.52%, more than COST's 0.46% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UGE ProShares Ultra Consumer Goods | 1.52% | 1.43% | 1.19% | 0.74% | 0.20% | 0.41% | 0.87% | 0.76% | 0.68% | 0.76% | 0.60% | 0.55% |
COST Costco Wholesale Corporation | 0.46% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
Drawdowns
UGE vs. COST - Drawdown Comparison
The maximum UGE drawdown since its inception was -71.36%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for UGE and COST.
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Volatility
UGE vs. COST - Volatility Comparison
ProShares Ultra Consumer Goods (UGE) has a higher volatility of 7.62% compared to Costco Wholesale Corporation (COST) at 5.12%. This indicates that UGE's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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