USD vs. CPRT
USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%), while CPRT (Copart, Inc.) is a stock. Over the past 10 years, USD returned 60.21%/yr vs 17.57%/yr for CPRT. At a 0.47 correlation, their price movements are largely independent.
Performance
USD vs. CPRT - Performance Comparison
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Returns By Period
In the year-to-date period, USD achieves a 86.87% return, which is significantly higher than CPRT's -21.46% return. Over the past 10 years, USD has outperformed CPRT with an annualized return of 60.21%, while CPRT has yielded a comparatively lower 17.57% 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%
CPRT
- 1D
- -1.00%
- 1M
- -5.82%
- YTD
- -21.46%
- 6M
- -20.48%
- 1Y
- -36.72%
- 3Y*
- -10.83%
- 5Y*
- -0.30%
- 10Y*
- 17.57%
USD vs. CPRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USD ProShares Ultra Semiconductors | 86.87% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
CPRT Copart, Inc. | -21.46% | -31.78% | 17.12% | 60.95% | -19.68% | 19.15% | 39.93% | 90.33% | 10.63% | 55.89% |
Correlation
The correlation between USD and CPRT is -0.11, 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 | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
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 |
The correlation between USD and CPRT shifts across timeframes, from -0.11 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
USD vs. CPRT — Risk / Return Rank
USD
CPRT
USD vs. CPRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Semiconductors (USD) and Copart, Inc. (CPRT). 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 | CPRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.83 | ||
| Sortino ratioReturn per unit of downside risk | +5.43 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 0.71 | +0.70 |
| Calmar ratioReturn relative to maximum drawdown | 6.58 | -0.98 | +7.56 |
| Martin ratioReturn relative to average drawdown | 18.43 | -1.75 | +20.18 |
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Drawdowns
USD vs. CPRT - Drawdown Comparison
The maximum USD drawdown since its inception was -88.63%, which is greater than CPRT's maximum drawdown of -72.49%. Use the drawdown chart below to compare losses from any high point for USD and CPRT.
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Drawdown Indicators
| USD | CPRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.63% | -72.49% | -16.14% |
Max Drawdown (1Y)Largest decline over 1 year | -31.80% | -39.26% | +7.46% |
Max Drawdown (3Y)Largest decline over 3 years | -64.46% | -52.46% | -12.00% |
Max Drawdown (5Y)Largest decline over 5 years | -77.85% | -52.46% | -25.39% |
Max Drawdown (10Y)Largest decline over 10 years | -77.85% | -52.46% | -25.39% |
Current DrawdownCurrent decline from peak | -13.67% | -51.83% | +38.16% |
Average DrawdownAverage peak-to-trough decline | -32.32% | -16.57% | -15.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.34% | 22.06% | -10.72% |
Volatility
USD vs. CPRT - Volatility Comparison
ProShares Ultra Semiconductors (USD) has a higher volatility of 29.56% compared to Copart, Inc. (CPRT) at 8.74%. This indicates that USD's price experiences larger fluctuations and is considered to be riskier than CPRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USD | CPRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 29.56% | 8.74% | +20.82% |
Volatility (6M)Calculated over the trailing 6-month period | 52.44% | 18.69% | +33.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.34% | 23.70% | +41.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 77.19% | 25.94% | +51.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.61% | 27.43% | +42.18% |
Dividends
USD vs. CPRT - Dividend Comparison
USD's dividend yield for the trailing twelve months is around 0.25%, while CPRT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPRT Copart, Inc. | 0.00% | 0.00% | 0.00% | 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 CPRT have a correlation of -0.11, 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 CPRT (8.74%). In terms of maximum drawdown, USD dropped -88.63% vs CPRT's -72.49%.
USD currently has the higher Sharpe Ratio (3.20 vs -1.63), 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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