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UJB vs. TYO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UJB vs. TYO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra High Yield (UJB) and Direxion Daily 7-10 Year Treasury Bear 3X (TYO). The values are adjusted to include any dividend payments, if applicable.

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UJB vs. TYO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UJB
ProShares Ultra High Yield
-1.70%12.22%9.41%17.70%-23.27%6.96%5.19%26.68%-6.08%11.77%
TYO
Direxion Daily 7-10 Year Treasury Bear 3X
3.84%-7.64%18.94%1.06%58.83%7.47%-28.56%-18.71%-1.42%-8.94%

Returns By Period

In the year-to-date period, UJB achieves a -1.70% return, which is significantly lower than TYO's 3.84% return. Over the past 10 years, UJB has outperformed TYO with an annualized return of 6.73%, while TYO has yielded a comparatively lower 1.01% annualized return.


UJB

1D
1.90%
1M
-2.13%
YTD
-1.70%
6M
-0.35%
1Y
8.89%
3Y*
10.23%
5Y*
2.83%
10Y*
6.73%

TYO

1D
-0.22%
1M
8.42%
YTD
3.84%
6M
5.01%
1Y
3.53%
3Y*
8.35%
5Y*
10.58%
10Y*
1.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UJB vs. TYO - Expense Ratio Comparison

UJB has a 1.27% expense ratio, which is higher than TYO's 1.08% expense ratio.


Return for Risk

UJB vs. TYO — Risk / Return Rank

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

UJB
UJB Risk / Return Rank: 5151
Overall Rank
UJB Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
UJB Sortino Ratio Rank: 4848
Sortino Ratio Rank
UJB Omega Ratio Rank: 5353
Omega Ratio Rank
UJB Calmar Ratio Rank: 4848
Calmar Ratio Rank
UJB Martin Ratio Rank: 6161
Martin Ratio Rank

TYO
TYO Risk / Return Rank: 1717
Overall Rank
TYO Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
TYO Sortino Ratio Rank: 1818
Sortino Ratio Rank
TYO Omega Ratio Rank: 1616
Omega Ratio Rank
TYO Calmar Ratio Rank: 1717
Calmar Ratio Rank
TYO Martin Ratio Rank: 1515
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. TYO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra High Yield (UJB) and Direxion Daily 7-10 Year Treasury Bear 3X (TYO). 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.


UJBTYODifference

Sharpe ratio

Return per unit of total volatility

0.82

0.22

+0.60

Sortino ratio

Return per unit of downside risk

1.26

0.43

+0.84

Omega ratio

Gain probability vs. loss probability

1.19

1.05

+0.14

Calmar ratio

Return relative to maximum drawdown

1.16

0.23

+0.93

Martin ratio

Return relative to average drawdown

5.81

0.38

+5.43

UJB vs. TYO - Sharpe Ratio Comparison

The current UJB Sharpe Ratio is 0.82, which is higher than the TYO Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of UJB and TYO, 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


UJBTYODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.22

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.46

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.05

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

-0.35

+0.67

Correlation

The correlation between UJB and TYO is -0.10. 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.


Dividends

UJB vs. TYO - Dividend Comparison

UJB's dividend yield for the trailing twelve months is around 3.44%, more than TYO's 2.93% yield.


TTM20252024202320222021202020192018201720162015
UJB
ProShares Ultra High Yield
3.44%2.61%3.02%3.92%0.05%0.63%2.88%3.95%3.22%2.67%2.35%3.62%
TYO
Direxion Daily 7-10 Year Treasury Bear 3X
2.93%3.69%4.22%3.62%0.09%0.00%0.36%1.58%0.32%0.00%0.00%0.00%

Drawdowns

UJB vs. TYO - Drawdown Comparison

The maximum UJB drawdown since its inception was -40.14%, smaller than the maximum TYO drawdown of -89.25%. Use the drawdown chart below to compare losses from any high point for UJB and TYO.


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Drawdown Indicators


UJBTYODifference

Max Drawdown

Largest peak-to-trough decline

-40.14%

-89.25%

+49.11%

Max Drawdown (1Y)

Largest decline over 1 year

-7.86%

-11.86%

+4.00%

Max Drawdown (5Y)

Largest decline over 5 years

-30.14%

-24.40%

-5.74%

Max Drawdown (10Y)

Largest decline over 10 years

-40.14%

-52.21%

+12.07%

Current Drawdown

Current decline from peak

-2.92%

-78.07%

+75.15%

Average Drawdown

Average peak-to-trough decline

-6.23%

-71.03%

+64.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

7.10%

-5.53%

Volatility

UJB vs. TYO - Volatility Comparison

The current volatility for ProShares Ultra High Yield (UJB) is 4.39%, while Direxion Daily 7-10 Year Treasury Bear 3X (TYO) has a volatility of 5.92%. This indicates that UJB experiences smaller price fluctuations and is considered to be less risky than TYO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UJBTYODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

5.92%

-1.53%

Volatility (6M)

Calculated over the trailing 6-month period

5.63%

9.68%

-4.05%

Volatility (1Y)

Calculated over the trailing 1-year period

10.87%

16.40%

-5.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.63%

23.19%

-8.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.52%

20.22%

-1.70%