USD vs. COST
USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%), while COST (Costco Wholesale Corporation) is a stock. Over the past 10 years, USD returned 59.63%/yr vs 22.25%/yr for COST. At a 0.40 correlation, their price movements are largely independent.
Performance
USD vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, USD achieves a 81.60% return, which is significantly higher than COST's 13.35% return. Over the past 10 years, USD has outperformed COST with an annualized return of 59.63%, while COST has yielded a comparatively lower 22.25% annualized return.
USD
- 1D
- 7.41%
- 1M
- -0.05%
- YTD
- 81.60%
- 6M
- 69.12%
- 1Y
- 218.18%
- 3Y*
- 115.96%
- 5Y*
- 65.20%
- 10Y*
- 59.63%
COST
- 1D
- 0.30%
- 1M
- -3.37%
- YTD
- 13.35%
- 6M
- 10.14%
- 1Y
- -3.42%
- 3Y*
- 25.18%
- 5Y*
- 22.05%
- 10Y*
- 22.25%
USD vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USD ProShares Ultra Semiconductors | 81.60% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
COST Costco Wholesale Corporation | 13.35% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between USD and COST is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2007 | 0.40 |
The correlation between USD and COST shifts across timeframes, from -0.22 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
USD vs. COST — Risk / Return Rank
USD
COST
USD vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Semiconductors (USD) and Costco Wholesale Corporation (COST). 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.
| USD | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.61 | ||
| Sortino ratioReturn per unit of downside risk | +3.28 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 0.98 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 6.91 | -0.22 | +7.13 |
| Martin ratioReturn relative to average drawdown | 19.73 | -0.51 | +20.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| USD | COST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.43 | -0.18 | +3.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.98 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | 1.02 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.59 | -0.11 |
Drawdowns
USD vs. COST - Drawdown Comparison
The maximum USD drawdown since its inception was -88.63%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for USD and COST.
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Drawdown Indicators
| USD | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.63% | -53.39% | -35.24% |
Max Drawdown (1Y)Largest decline over 1 year | -31.80% | -15.38% | -16.42% |
Max Drawdown (3Y)Largest decline over 3 years | -64.46% | -20.74% | -43.72% |
Max Drawdown (5Y)Largest decline over 5 years | -77.85% | -31.40% | -46.45% |
Max Drawdown (10Y)Largest decline over 10 years | -77.85% | -31.40% | -46.45% |
Current DrawdownCurrent decline from peak | -16.10% | -10.93% | -5.17% |
Average DrawdownAverage peak-to-trough decline | -32.34% | -13.36% | -18.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.11% | 7.15% | +3.96% |
Volatility
USD vs. COST - Volatility Comparison
ProShares Ultra Semiconductors (USD) has a higher volatility of 28.47% compared to Costco Wholesale Corporation (COST) at 7.71%. This indicates that USD's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USD | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.47% | 7.71% | +20.76% |
Volatility (6M)Calculated over the trailing 6-month period | 50.89% | 14.53% | +36.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.16% | 18.79% | +45.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 77.00% | 22.71% | +54.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.51% | 21.95% | +47.56% |
Dividends
USD vs. COST - Dividend Comparison
USD's dividend yield for the trailing twelve months is around 0.25%, less than COST's 0.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
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 COST have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (28.47%) compared to COST (7.71%). In terms of maximum drawdown, USD dropped -88.63% vs COST's -53.39%.
USD currently has the higher Sharpe Ratio (3.43 vs -0.18), 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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