PortfoliosLab logoPortfoliosLab logo
USA vs. ROM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USA vs. ROM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Liberty All-Star Equity Fund (USA) and ProShares Ultra Technology (ROM). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

USA vs. ROM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USA
Liberty All-Star Equity Fund
-9.03%0.09%20.81%23.17%-25.20%33.76%12.89%39.70%-5.06%34.66%
ROM
ProShares Ultra Technology
-16.84%35.63%31.65%130.70%-63.86%77.75%80.42%102.10%-9.89%81.11%

Returns By Period

In the year-to-date period, USA achieves a -9.03% return, which is significantly higher than ROM's -16.84% return. Over the past 10 years, USA has underperformed ROM with an annualized return of 11.78%, while ROM has yielded a comparatively higher 31.73% annualized return.


USA

1D
2.59%
1M
-7.35%
YTD
-9.03%
6M
-7.37%
1Y
-5.63%
3Y*
6.73%
5Y*
3.44%
10Y*
11.78%

ROM

1D
8.36%
1M
-8.93%
YTD
-16.84%
6M
-15.35%
1Y
47.16%
3Y*
31.37%
5Y*
14.97%
10Y*
31.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

USA vs. ROM — Risk / Return Rank

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

USA
USA Risk / Return Rank: 2626
Overall Rank
USA Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
USA Sortino Ratio Rank: 2323
Sortino Ratio Rank
USA Omega Ratio Rank: 2323
Omega Ratio Rank
USA Calmar Ratio Rank: 3131
Calmar Ratio Rank
USA Martin Ratio Rank: 2525
Martin Ratio Rank

ROM
ROM Risk / Return Rank: 5757
Overall Rank
ROM Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
ROM Sortino Ratio Rank: 6161
Sortino Ratio Rank
ROM Omega Ratio Rank: 5959
Omega Ratio Rank
ROM Calmar Ratio Rank: 6262
Calmar Ratio Rank
ROM Martin Ratio Rank: 4949
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.

USA vs. ROM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Liberty All-Star Equity Fund (USA) and ProShares Ultra Technology (ROM). 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.


USAROMDifference

Sharpe ratio

Return per unit of total volatility

-0.33

0.88

-1.21

Sortino ratio

Return per unit of downside risk

-0.35

1.49

-1.85

Omega ratio

Gain probability vs. loss probability

0.96

1.21

-0.25

Calmar ratio

Return relative to maximum drawdown

-0.36

1.48

-1.84

Martin ratio

Return relative to average drawdown

-0.98

4.42

-5.40

USA vs. ROM - Sharpe Ratio Comparison

The current USA Sharpe Ratio is -0.33, which is lower than the ROM Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of USA and ROM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


USAROMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.33

0.88

-1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.29

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.64

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.44

-0.11

Correlation

The correlation between USA and ROM is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

USA vs. ROM - Dividend Comparison

USA's dividend yield for the trailing twelve months is around 12.25%, more than ROM's 0.29% yield.


TTM20252024202320222021202020192018201720162015
USA
Liberty All-Star Equity Fund
12.25%10.67%10.22%9.56%12.11%9.67%9.13%9.75%12.64%8.89%9.30%9.53%
ROM
ProShares Ultra Technology
0.29%0.24%0.21%0.01%0.00%0.00%0.05%0.16%0.30%0.08%0.20%0.12%

Drawdowns

USA vs. ROM - Drawdown Comparison

The maximum USA drawdown since its inception was -69.15%, smaller than the maximum ROM drawdown of -83.36%. Use the drawdown chart below to compare losses from any high point for USA and ROM.


Loading graphics...

Drawdown Indicators


USAROMDifference

Max Drawdown

Largest peak-to-trough decline

-69.15%

-83.36%

+14.21%

Max Drawdown (1Y)

Largest decline over 1 year

-15.28%

-32.33%

+17.05%

Max Drawdown (5Y)

Largest decline over 5 years

-34.05%

-67.55%

+33.50%

Max Drawdown (10Y)

Largest decline over 10 years

-47.07%

-67.55%

+20.48%

Current Drawdown

Current decline from peak

-13.91%

-26.67%

+12.76%

Average Drawdown

Average peak-to-trough decline

-11.53%

-21.02%

+9.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.60%

10.81%

-5.21%

Volatility

USA vs. ROM - Volatility Comparison

The current volatility for Liberty All-Star Equity Fund (USA) is 5.54%, while ProShares Ultra Technology (ROM) has a volatility of 16.01%. This indicates that USA experiences smaller price fluctuations and is considered to be less risky than ROM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


USAROMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.54%

16.01%

-10.47%

Volatility (6M)

Calculated over the trailing 6-month period

10.43%

32.95%

-22.52%

Volatility (1Y)

Calculated over the trailing 1-year period

17.34%

53.78%

-36.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.71%

51.32%

-30.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.54%

49.50%

-26.96%