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 54.19%/yr vs 21.10%/yr for COST. Their 0.39 correlation means their historical movements had little consistent relationship.
Performance
USD vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, USD achieves a 50.25% return, which is significantly higher than COST's 10.87% return. Over the past 10 years, USD has outperformed COST with an annualized return of 54.19%, while COST has yielded a comparatively lower 21.10% annualized return.
USD
- 1D
- 1.44%
- 1M
- -16.99%
- 6M
- 34.80%
- YTD
- 50.25%
- 1Y
- 84.35%
- 3Y*
- 87.71%
- 5Y*
- 55.02%
- 10Y*
- 54.19%
- ALL TIME*
- 28.07%
COST
- 1D
- -0.24%
- 1M
- 3.11%
- 6M
- 1.55%
- YTD
- 10.87%
- 1Y
- 2.04%
- 3Y*
- 21.34%
- 5Y*
- 18.51%
- 10Y*
- 21.10%
- ALL TIME*
- 16.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.83B | $2.11B | $2.34B | |
| $68.86M | $72.62M | $95.81M |
USD vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USD ProShares Ultra Semiconductors | 50.25% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
COST Costco Wholesale Corporation | 10.87% | -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 -0.29, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.29 |
Correlation (3Y) Balances recent behavior with more history. | 0.11 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.30 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2007 | 0.39 |
The correlation between USD and COST shifts across timeframes, from -0.29 (1 year) to 0.39 (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.
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.
| USD | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.05 | ||
| Sortino ratioReturn per unit of downside risk | +1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.03 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 0.12 | +2.03 |
| Martin ratioReturn relative to average drawdown | 6.21 | 0.26 | +5.95 |
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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 | -39.33% | -16.57% | -22.76% |
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 | -30.59% | -12.88% | -17.71% |
Average DrawdownAverage peak-to-trough decline | -32.23% | -13.36% | -18.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.62% | 7.81% | +5.81% |
Volatility
USD vs. COST - Volatility Comparison
ProShares Ultra Semiconductors (USD) has a higher volatility of 28.19% compared to Costco Wholesale Corporation (COST) at 7.34%. 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 | 28.19% | 7.34% | +20.85% |
Volatility (6M)Calculated over the trailing 6-month period | 61.13% | 15.13% | +46.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 73.80% | 19.96% | +53.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.73% | 22.93% | +55.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.38% | 22.03% | +48.35% |
Dividends
USD vs. COST - Dividend Comparison
USD's dividend yield for the trailing twelve months is around 0.39%, less than COST's 0.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.72% | 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 | 0.39% | 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 -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (28.19%) compared to COST (7.34%). In terms of maximum drawdown, USD dropped -88.63% vs COST's -53.39%.
USD currently has the higher Sharpe Ratio (1.15 vs 0.10), 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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