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UPRO vs. WGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UPRO vs. WGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro S&P 500 (UPRO) and GeneDx Holdings Corp. (WGS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UPRO achieves a 17.21% return, which is significantly higher than WGS's -55.34% return.


UPRO

1D
-4.27%
1M
-5.38%
YTD
17.21%
6M
13.86%
1Y
62.29%
3Y*
46.23%
5Y*
20.37%
10Y*
30.18%

WGS

1D
4.80%
1M
22.76%
YTD
-55.34%
6M
-57.09%
1Y
-27.14%
3Y*
111.60%
5Y*
-32.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UPRO vs. WGS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
UPRO
ProShares UltraPro S&P 500
17.21%31.88%63.57%68.53%-56.84%98.64%38.04%
WGS
GeneDx Holdings Corp.
-55.34%69.22%2,694.91%-68.41%-94.09%-59.60%12.65%

Correlation

The correlation between UPRO and WGS is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2020

0.35

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Return for Risk

UPRO vs. WGS — Risk / Return Rank

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

UPRO
UPRO Risk / Return Rank: 4949
Overall Rank
UPRO Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
UPRO Sortino Ratio Rank: 4444
Sortino Ratio Rank
UPRO Omega Ratio Rank: 4545
Omega Ratio Rank
UPRO Calmar Ratio Rank: 4949
Calmar Ratio Rank
UPRO Martin Ratio Rank: 5656
Martin Ratio Rank

WGS
WGS Risk / Return Rank: 3232
Overall Rank
WGS Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
WGS Sortino Ratio Rank: 3535
Sortino Ratio Rank
WGS Omega Ratio Rank: 3636
Omega Ratio Rank
WGS Calmar Ratio Rank: 3131
Calmar Ratio Rank
WGS Martin Ratio Rank: 3030
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.

UPRO vs. WGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro S&P 500 (UPRO) and GeneDx Holdings Corp. (WGS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UPROWGSDifference
Sharpe ratioReturn per unit of total volatility

+2.01

Sortino ratioReturn per unit of downside risk

+2.01

Omega ratioGain probability vs. loss probability

1.28

1.02

+0.26

Calmar ratioReturn relative to maximum drawdown

2.34

-0.34

+2.68

Martin ratioReturn relative to average drawdown

9.52

-0.68

+10.20

UPRO vs. WGS - Sharpe Ratio Comparison

The current UPRO Sharpe Ratio is 1.68, which is higher than the WGS Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of UPRO and WGS, 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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Drawdowns

UPRO vs. WGS - Drawdown Comparison

The maximum UPRO drawdown since its inception was -76.82%, smaller than the maximum WGS drawdown of -99.85%. Use the drawdown chart below to compare losses from any high point for UPRO and WGS.


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Drawdown Indicators


UPROWGSDifference

Max Drawdown

Largest peak-to-trough decline

-76.82%

-99.85%

+23.03%

Max Drawdown (1Y)

Largest decline over 1 year

-26.78%

-79.40%

+52.62%

Max Drawdown (3Y)

Largest decline over 3 years

-48.87%

-84.28%

+35.41%

Max Drawdown (5Y)

Largest decline over 5 years

-63.94%

-99.73%

+35.79%

Max Drawdown (10Y)

Largest decline over 10 years

-76.82%

Current Drawdown

Current decline from peak

-10.27%

-93.18%

+82.91%

Average Drawdown

Average peak-to-trough decline

-14.39%

-83.39%

+69.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.57%

39.86%

-33.29%

Volatility

UPRO vs. WGS - Volatility Comparison

The current volatility for ProShares UltraPro S&P 500 (UPRO) is 14.68%, while GeneDx Holdings Corp. (WGS) has a volatility of 22.71%. This indicates that UPRO experiences smaller price fluctuations and is considered to be less risky than WGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UPROWGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.68%

22.71%

-8.03%

Volatility (6M)

Calculated over the trailing 6-month period

29.49%

86.16%

-56.67%

Volatility (1Y)

Calculated over the trailing 1-year period

37.35%

85.76%

-48.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.62%

110.07%

-59.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.79%

107.32%

-53.53%

Dividends

UPRO vs. WGS - Dividend Comparison

UPRO's dividend yield for the trailing twelve months is around 0.74%, while WGS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
UPRO
ProShares UltraPro S&P 500
0.74%0.84%0.93%0.74%0.52%0.06%0.11%0.41%0.63%0.00%0.12%0.34%
WGS
GeneDx Holdings Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UPRO and WGS have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WGS has higher volatility (22.71%) compared to UPRO (14.68%). In terms of maximum drawdown, UPRO dropped -76.82% vs WGS's -99.85%.

UPRO currently has the higher Sharpe Ratio (1.68 vs -0.33), 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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