UPRO vs. BRK-B

In the year-to-date period, UPRO achieves a -26.76% return, which is significantly lower than BRK-B's 17.29% return. Over the past 10 years, UPRO has outperformed BRK-B with an annualized return of 19.13%, while BRK-B has yielded a comparatively lower 14.22% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro S&P 500 (UPRO) and Berkshire Hathaway Inc. (BRK-B). 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.

The current UPRO Sharpe Ratio is 0.13, which is lower than the BRK-B Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of UPRO and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

UPRO's dividend yield for the trailing twelve months is around 1.37%, while BRK-B has not paid dividends to shareholders.

The maximum UPRO drawdown since its inception was -76.82%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for UPRO and BRK-B. For additional features, visit the drawdowns tool.

ProShares UltraPro S&P 500 (UPRO) has a higher volatility of 41.49% compared to Berkshire Hathaway Inc. (BRK-B) at 11.02%. This indicates that UPRO's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.