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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 26.96% return, which is significantly higher than WGS's -47.82% return.


UPRO

1D
4.31%
1M
3.94%
6M
21.04%
YTD
26.96%
1Y
60.49%
3Y*
46.49%
5Y*
20.10%
10Y*
28.55%
ALL TIME*
33.42%

WGS

1D
4.22%
1M
0.52%
6M
-31.46%
YTD
-47.82%
1Y
-33.21%
3Y*
111.82%
5Y*
-28.89%
10Y*
ALL TIME*
-23.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$303.16M$293.07M$361.38M
$50.60M$46.48M$61.87M

UPRO vs. WGS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
UPRO
ProShares UltraPro S&P 500
26.96%31.88%63.57%68.53%-56.84%98.64%38.04%
WGS
GeneDx Holdings Corp.
-47.82%69.22%2,694.91%-68.41%-94.09%-59.60%12.65%

Correlation

The correlation between UPRO and WGS is 0.30, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.30

Correlation (3Y)
Balances recent behavior with more history.

0.28

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.35

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

0.34

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Return for Risk

UPRO vs. WGS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

UPRO
UPRO Risk / Return Rank: 6565
Overall Rank
UPRO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
UPRO Sortino Ratio Rank: 6161
Sortino Ratio Rank
UPRO Omega Ratio Rank: 6262
Omega Ratio Rank
UPRO Calmar Ratio Rank: 6363
Calmar Ratio Rank
UPRO Martin Ratio Rank: 7070
Martin Ratio Rank

WGS
WGS Risk / Return Rank: 3030
Overall Rank
WGS Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
WGS Sortino Ratio Rank: 3333
Sortino Ratio Rank
WGS Omega Ratio Rank: 3232
Omega Ratio Rank
WGS Calmar Ratio Rank: 2929
Calmar Ratio Rank
WGS Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

+1.99

Sortino ratioReturn per unit of downside risk

+2.08

Omega ratioGain probability vs. loss probability

1.27

1.00

+0.27

Calmar ratioReturn relative to maximum drawdown

2.27

-0.42

+2.69

Martin ratioReturn relative to average drawdown

8.68

-0.74

+9.42

UPRO vs. WGS - Sharpe Ratio Comparison

The current UPRO Sharpe Ratio is 1.58, which is higher than the WGS Sharpe Ratio of -0.40. 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%

-82.63%

+33.76%

Max Drawdown (5Y)

Largest decline over 5 years

-63.94%

-99.69%

+35.75%

Max Drawdown (10Y)

Largest decline over 10 years

-76.82%

Current Drawdown

Current decline from peak

-2.80%

-92.03%

+89.23%

Average Drawdown

Average peak-to-trough decline

-14.34%

-83.56%

+69.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.99%

44.67%

-37.68%

Volatility

UPRO vs. WGS - Volatility Comparison

The current volatility for ProShares UltraPro S&P 500 (UPRO) is 11.49%, while GeneDx Holdings Corp. (WGS) has a volatility of 20.60%. 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

11.49%

20.60%

-9.11%

Volatility (6M)

Calculated over the trailing 6-month period

30.61%

87.04%

-56.43%

Volatility (1Y)

Calculated over the trailing 1-year period

38.43%

83.41%

-44.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.74%

110.11%

-59.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.81%

106.77%

-52.96%

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 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WGS has higher volatility (20.60%) compared to UPRO (11.49%). In terms of maximum drawdown, UPRO dropped -76.82% vs WGS's -99.85%.

UPRO currently has the higher Sharpe Ratio (1.58 vs -0.40), 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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