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USD vs. CPRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USD vs. CPRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Semiconductors (USD) and Copart, Inc. (CPRT). 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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD vs. CPRT - 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%
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

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

CPRT
CPRT Risk / Return Rank: 22
Overall Rank
CPRT Sharpe Ratio Rank: 00
Sharpe Ratio Rank
CPRT Sortino Ratio Rank: 11
Sortino Ratio Rank
CPRT Omega Ratio Rank: 22
Omega Ratio Rank
CPRT Calmar Ratio Rank: 22
Calmar Ratio Rank
CPRT Martin Ratio Rank: 33
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. 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.


USDCPRTDifference
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

USD vs. CPRT - Sharpe Ratio Comparison

The current USD Sharpe Ratio is 3.20, which is higher than the CPRT Sharpe Ratio of -1.63. The chart below compares the historical Sharpe Ratios of USD and CPRT, 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. 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


USDCPRTDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-13.67%

-51.83%

+38.16%

Average Drawdown

Average peak-to-trough decline

-32.32%

-16.57%

-15.75%

Ulcer Index

Depth 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


USDCPRTDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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