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UJB vs. NVDQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UJB vs. NVDQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra High Yield (UJB) and T-Rex 2X Inverse NVIDIA Daily Target ETF (NVDQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UJB achieves a 0.81% return, which is significantly higher than NVDQ's -36.13% return.


UJB

1D
-0.45%
1M
0.33%
YTD
0.81%
6M
1.28%
1Y
8.44%
3Y*
11.49%
5Y*
3.01%
10Y*
6.36%

NVDQ

1D
7.09%
1M
-18.40%
YTD
-36.13%
6M
-41.91%
1Y
-68.82%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UJB vs. NVDQ - Yearly Performance Comparison


2026 (YTD)202520242023
UJB
ProShares Ultra High Yield
0.81%12.22%9.41%18.36%
NVDQ
T-Rex 2X Inverse NVIDIA Daily Target ETF
-36.13%-74.63%-93.80%-30.70%

Correlation

The correlation between UJB and NVDQ is -0.27, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.27

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2023

-0.32

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Return for Risk

UJB vs. NVDQ — Risk / Return Rank

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

UJB
UJB Risk / Return Rank: 3535
Overall Rank
UJB Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
UJB Sortino Ratio Rank: 3232
Sortino Ratio Rank
UJB Omega Ratio Rank: 3232
Omega Ratio Rank
UJB Calmar Ratio Rank: 3434
Calmar Ratio Rank
UJB Martin Ratio Rank: 4444
Martin Ratio Rank

NVDQ
NVDQ Risk / Return Rank: 11
Overall Rank
NVDQ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
NVDQ Sortino Ratio Rank: 11
Sortino Ratio Rank
NVDQ Omega Ratio Rank: 11
Omega Ratio Rank
NVDQ Calmar Ratio Rank: 11
Calmar Ratio Rank
NVDQ Martin Ratio Rank: 22
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.

UJB vs. NVDQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra High Yield (UJB) and T-Rex 2X Inverse NVIDIA Daily Target ETF (NVDQ). 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.


UJBNVDQDifference
Sharpe ratioReturn per unit of total volatility

+2.18

Sortino ratioReturn per unit of downside risk

+3.56

Omega ratioGain probability vs. loss probability

1.22

0.80

+0.42

Calmar ratioReturn relative to maximum drawdown

1.69

-0.94

+2.63

Martin ratioReturn relative to average drawdown

7.20

-1.42

+8.62

UJB vs. NVDQ - Sharpe Ratio Comparison

The current UJB Sharpe Ratio is 1.16, which is higher than the NVDQ Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of UJB and NVDQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


UJBNVDQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

-1.02

+2.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

-0.89

+1.22

Drawdowns

UJB vs. NVDQ - Drawdown Comparison

The maximum UJB drawdown since its inception was -40.14%, smaller than the maximum NVDQ drawdown of -99.45%. Use the drawdown chart below to compare losses from any high point for UJB and NVDQ.


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Drawdown Indicators


UJBNVDQDifference

Max Drawdown

Largest peak-to-trough decline

-40.14%

-99.45%

+59.31%

Max Drawdown (1Y)

Largest decline over 1 year

-5.01%

-73.67%

+68.66%

Max Drawdown (3Y)

Largest decline over 3 years

-9.47%

Max Drawdown (5Y)

Largest decline over 5 years

-30.14%

Max Drawdown (10Y)

Largest decline over 10 years

-40.14%

Current Drawdown

Current decline from peak

-0.85%

-99.35%

+98.50%

Average Drawdown

Average peak-to-trough decline

-6.17%

-88.21%

+82.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

48.57%

-47.40%

Volatility

UJB vs. NVDQ - Volatility Comparison

The current volatility for ProShares Ultra High Yield (UJB) is 2.29%, while T-Rex 2X Inverse NVIDIA Daily Target ETF (NVDQ) has a volatility of 25.84%. This indicates that UJB experiences smaller price fluctuations and is considered to be less risky than NVDQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UJBNVDQDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.29%

25.84%

-23.55%

Volatility (6M)

Calculated over the trailing 6-month period

5.76%

51.78%

-46.02%

Volatility (1Y)

Calculated over the trailing 1-year period

7.29%

67.86%

-60.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.67%

95.52%

-80.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.28%

95.52%

-77.24%

UJB vs. NVDQ - Expense Ratio Comparison

UJB has a 0.95% expense ratio, which is lower than NVDQ's 1.05% expense ratio.


Dividends

UJB vs. NVDQ - Dividend Comparison

UJB's dividend yield for the trailing twelve months is around 3.35%, more than NVDQ's 0.41% yield.


PositionTTM20252024202320222021202020192018201720162015
NVDQ
T-Rex 2X Inverse NVIDIA Daily Target ETF
0.41%0.26%4.59%11.60%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UJB
ProShares Ultra High Yield
3.35%2.61%3.02%3.92%0.05%0.63%2.88%3.95%3.22%2.67%2.35%3.62%

Frequently Asked Questions


UJB and NVDQ have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVDQ has higher volatility (25.84%) compared to UJB (2.29%). In terms of maximum drawdown, UJB dropped -40.14% vs NVDQ's -99.45%.

On 1-year performance, UJB leads with 8.44% vs -68.82% for NVDQ. On fees, UJB is cheaper at 0.95% per year. On volatility, UJB has been the lower-risk option at 2.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, UJB has performed better with a 8.44% return vs -68.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UJB is cheaper with a 0.95% expense ratio, compared with 1.05% for NVDQ.

UJB has the higher dividend yield at 3.35%, compared with 0.41% for NVDQ.

UJB is categorized as Leveraged Bonds, while NVDQ is Inverse Equities. They also come from different issuers: ProShares and T-Rex. Their fees differ too: 0.95% for UJB and 1.05% for NVDQ.

UJB currently has the higher Sharpe Ratio (1.16 vs -1.02), 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.

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