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USD vs. BKNG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USD vs. BKNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Semiconductors (USD) and Booking Holdings Inc. (BKNG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USD achieves a 86.87% return, which is significantly higher than BKNG's -22.63% return. Over the past 10 years, USD has outperformed BKNG with an annualized return of 60.21%, while BKNG has yielded a comparatively lower 12.44% annualized return.


USD

1D
2.08%
1M
-6.17%
YTD
86.87%
6M
97.77%
1Y
222.89%
3Y*
111.11%
5Y*
65.02%
10Y*
60.21%

BKNG

1D
0.83%
1M
7.04%
YTD
-22.63%
6M
-21.85%
1Y
-21.52%
3Y*
17.23%
5Y*
12.82%
10Y*
12.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD vs. BKNG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD
ProShares Ultra Semiconductors
86.87%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-26.88%81.72%
BKNG
Booking Holdings Inc.
-22.63%8.59%41.31%76.02%-16.00%7.72%8.45%19.24%-0.88%18.53%

Correlation

The correlation between USD and BKNG is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.34

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

0.42

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2007

0.47

Over the past year, the correlation between USD and BKNG has dropped to 0.13 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.

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Return for Risk

USD vs. BKNG — Risk / Return Rank

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

USD
USD Risk / Return Rank: 8888
Overall Rank
USD Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
USD Sortino Ratio Rank: 7979
Sortino Ratio Rank
USD Omega Ratio Rank: 8181
Omega Ratio Rank
USD Calmar Ratio Rank: 9595
Calmar Ratio Rank
USD Martin Ratio Rank: 9191
Martin Ratio Rank

BKNG
BKNG Risk / Return Rank: 1313
Overall Rank
BKNG Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
BKNG Sortino Ratio Rank: 1313
Sortino Ratio Rank
BKNG Omega Ratio Rank: 1414
Omega Ratio Rank
BKNG Calmar Ratio Rank: 1616
Calmar Ratio Rank
BKNG Martin Ratio Rank: 1010
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.

USD vs. BKNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Semiconductors (USD) and Booking Holdings Inc. (BKNG). 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.


USDBKNGDifference
Sharpe ratioReturn per unit of total volatility

+3.95

Sortino ratioReturn per unit of downside risk

+3.98

Omega ratioGain probability vs. loss probability

1.41

0.89

+0.53

Calmar ratioReturn relative to maximum drawdown

6.58

-0.72

+7.30

Martin ratioReturn relative to average drawdown

18.43

-1.36

+19.79

USD vs. BKNG - Sharpe Ratio Comparison

The current USD Sharpe Ratio is 3.20, which is higher than the BKNG Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of USD and BKNG, 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

USD vs. BKNG - Drawdown Comparison

The maximum USD drawdown since its inception was -88.63%, smaller than the maximum BKNG drawdown of -99.32%. Use the drawdown chart below to compare losses from any high point for USD and BKNG.


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Drawdown Indicators


USDBKNGDifference

Max Drawdown

Largest peak-to-trough decline

-88.63%

-99.32%

+10.69%

Max Drawdown (1Y)

Largest decline over 1 year

-31.80%

-33.35%

+1.55%

Max Drawdown (3Y)

Largest decline over 3 years

-64.46%

-33.35%

-31.11%

Max Drawdown (5Y)

Largest decline over 5 years

-77.85%

-39.53%

-38.32%

Max Drawdown (10Y)

Largest decline over 10 years

-77.85%

-47.77%

-30.08%

Current Drawdown

Current decline from peak

-13.67%

-28.50%

+14.83%

Average Drawdown

Average peak-to-trough decline

-32.32%

-47.05%

+14.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.34%

17.53%

-6.19%

Volatility

USD vs. BKNG - Volatility Comparison

ProShares Ultra Semiconductors (USD) has a higher volatility of 29.56% compared to Booking Holdings Inc. (BKNG) at 6.54%. This indicates that USD's price experiences larger fluctuations and is considered to be riskier than BKNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USDBKNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.56%

6.54%

+23.02%

Volatility (6M)

Calculated over the trailing 6-month period

52.44%

26.83%

+25.61%

Volatility (1Y)

Calculated over the trailing 1-year period

65.34%

31.94%

+33.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.19%

32.26%

+44.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.61%

32.45%

+37.16%

Dividends

USD vs. BKNG - Dividend Comparison

USD's dividend yield for the trailing twelve months is around 0.25%, less than BKNG's 0.97% yield.


PositionTTM20252024202320222021202020192018201720162015
BKNG
Booking Holdings Inc.
0.97%0.72%0.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USD
ProShares Ultra Semiconductors
0.25%0.39%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%0.46%0.39%

Frequently Asked Questions


USD and BKNG have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USD has higher volatility (29.56%) compared to BKNG (6.54%). In terms of maximum drawdown, USD dropped -88.63% vs BKNG's -99.32%.

USD currently has the higher Sharpe Ratio (3.20 vs -0.75), 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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