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USA vs. ROM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between USA and ROM is 0.79, 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.


-0.50.00.51.0
Correlation: 0.8

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.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%NovemberDecember2025FebruaryMarchApril
313.55%
2,423.96%
USA
ROM

Key characteristics

Sharpe Ratio

USA:

0.17

ROM:

-0.05

Sortino Ratio

USA:

0.37

ROM:

0.35

Omega Ratio

USA:

1.05

ROM:

1.05

Calmar Ratio

USA:

0.18

ROM:

-0.06

Martin Ratio

USA:

0.68

ROM:

-0.16

Ulcer Index

USA:

4.62%

ROM:

16.86%

Daily Std Dev

USA:

18.33%

ROM:

60.13%

Max Drawdown

USA:

-69.05%

ROM:

-83.36%

Current Drawdown

USA:

-10.09%

ROM:

-31.97%

Returns By Period

In the year-to-date period, USA achieves a -4.90% return, which is significantly higher than ROM's -24.83% return. Over the past 10 years, USA has underperformed ROM with an annualized return of 11.49%, while ROM has yielded a comparatively higher 26.21% annualized return.


USA

YTD

-4.90%

1M

-3.21%

6M

-6.04%

1Y

4.56%

5Y*

14.97%

10Y*

11.49%

ROM

YTD

-24.83%

1M

-8.36%

6M

-24.56%

1Y

-2.96%

5Y*

25.59%

10Y*

26.21%

*Annualized

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Risk-Adjusted Performance

USA vs. ROM — Risk-Adjusted Performance Rank

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

USA
The Risk-Adjusted Performance Rank of USA is 5555
Overall Rank
The Sharpe Ratio Rank of USA is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of USA is 4848
Sortino Ratio Rank
The Omega Ratio Rank of USA is 4848
Omega Ratio Rank
The Calmar Ratio Rank of USA is 6262
Calmar Ratio Rank
The Martin Ratio Rank of USA is 6161
Martin Ratio Rank

ROM
The Risk-Adjusted Performance Rank of ROM is 2121
Overall Rank
The Sharpe Ratio Rank of ROM is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of ROM is 3030
Sortino Ratio Rank
The Omega Ratio Rank of ROM is 2929
Omega Ratio Rank
The Calmar Ratio Rank of ROM is 1515
Calmar Ratio Rank
The Martin Ratio Rank of ROM is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

USA vs. ROM - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for USA, currently valued at 0.17, compared to the broader market-2.00-1.000.001.002.003.00
USA: 0.17
ROM: -0.05
The chart of Sortino ratio for USA, currently valued at 0.37, compared to the broader market-6.00-4.00-2.000.002.004.00
USA: 0.37
ROM: 0.35
The chart of Omega ratio for USA, currently valued at 1.05, compared to the broader market0.501.001.502.00
USA: 1.05
ROM: 1.05
The chart of Calmar ratio for USA, currently valued at 0.18, compared to the broader market0.001.002.003.004.005.00
USA: 0.18
ROM: -0.06
The chart of Martin ratio for USA, currently valued at 0.68, compared to the broader market-5.000.005.0010.0015.0020.00
USA: 0.68
ROM: -0.16

The current USA Sharpe Ratio is 0.17, which is higher than the ROM Sharpe Ratio of -0.05. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.17
-0.05
USA
ROM

Dividends

USA vs. ROM - Dividend Comparison

USA's dividend yield for the trailing twelve months is around 10.79%, more than ROM's 0.29% yield.


TTM20242023202220212020201920182017201620152014
USA
Liberty All-Star Equity Fund
10.79%10.22%9.56%12.11%9.67%9.26%9.88%12.81%9.01%9.43%9.66%6.61%
ROM
ProShares Ultra Technology
0.29%0.21%0.01%0.00%0.00%0.05%0.16%0.30%0.08%0.20%0.12%0.24%

Drawdowns

USA vs. ROM - Drawdown Comparison

The maximum USA drawdown since its inception was -69.05%, 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. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.09%
-31.97%
USA
ROM

Volatility

USA vs. ROM - Volatility Comparison

The current volatility for Liberty All-Star Equity Fund (USA) is 11.99%, while ProShares Ultra Technology (ROM) has a volatility of 37.17%. 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.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
11.99%
37.17%
USA
ROM