UPRO vs. BRK-B
Compare and contrast key facts about ProShares UltraPro S&P 500 (UPRO) and Berkshire Hathaway Inc. (BRK-B).
UPRO is a passively managed fund by ProShares that tracks the performance of the S&P 500 Index (300%). It was launched on Jun 23, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UPRO or BRK-B.
Key characteristics
| UPRO | BRK-B | |
|---|---|---|
| YTD Return | 71.69% | 31.13% |
| 1Y Return | 101.47% | 31.09% |
| 3Y Return (Ann) | 9.33% | 18.05% |
| 5Y Return (Ann) | 24.84% | 16.35% |
| 10Y Return (Ann) | 24.66% | 12.42% |
| Sharpe Ratio | 2.84 | 2.23 |
| Sortino Ratio | 3.19 | 3.13 |
| Omega Ratio | 1.44 | 1.40 |
| Calmar Ratio | 2.63 | 4.22 |
| Martin Ratio | 17.02 | 11.05 |
| Ulcer Index | 6.04% | 2.90% |
| Daily Std Dev | 36.17% | 14.34% |
| Max Drawdown | -76.82% | -53.86% |
| Current Drawdown | -2.79% | -2.27% |
Correlation
The correlation between UPRO and BRK-B is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
UPRO vs. BRK-B - Performance Comparison
In the year-to-date period, UPRO achieves a 71.69% return, which is significantly higher than BRK-B's 31.13% return. Over the past 10 years, UPRO has outperformed BRK-B with an annualized return of 24.66%, while BRK-B has yielded a comparatively lower 12.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
UPRO vs. BRK-B - Risk-Adjusted Performance Comparison
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.
Dividends
UPRO vs. BRK-B - Dividend Comparison
UPRO's dividend yield for the trailing twelve months is around 0.73%, while BRK-B has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UPRO ProShares UltraPro S&P 500 | 0.73% | 0.74% | 0.52% | 0.06% | 0.11% | 0.53% | 0.63% | 0.00% | 0.12% | 0.34% | 0.22% | 0.07% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
UPRO vs. BRK-B - Drawdown Comparison
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.
Volatility
UPRO vs. BRK-B - Volatility Comparison
ProShares UltraPro S&P 500 (UPRO) has a higher volatility of 11.51% compared to Berkshire Hathaway Inc. (BRK-B) at 6.60%. 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.