USD vs. CTAS
USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%), while CTAS (Cintas Corporation) is a stock. Over the past 10 years, USD returned 60.21%/yr vs 23.61%/yr for CTAS. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
USD vs. CTAS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, USD achieves a 86.87% return, which is significantly higher than CTAS's -5.80% return. Over the past 10 years, USD has outperformed CTAS with an annualized return of 60.21%, while CTAS has yielded a comparatively lower 23.61% 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%
CTAS
- 1D
- -3.08%
- 1M
- 6.51%
- YTD
- -5.80%
- 6M
- -5.53%
- 1Y
- -19.83%
- 3Y*
- 14.43%
- 5Y*
- 15.92%
- 10Y*
- 23.61%
USD vs. CTAS - 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% |
CTAS Cintas Corporation | -5.80% | 3.78% | 22.24% | 34.82% | 2.97% | 26.51% | 32.74% | 61.73% | 9.04% | 36.32% |
Correlation
The correlation between USD and CTAS is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2007 | 0.50 |
The correlation between USD and CTAS shifts across timeframes, from -0.07 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
USD vs. CTAS — Risk / Return Rank
USD
CTAS
USD vs. CTAS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Semiconductors (USD) and Cintas Corporation (CTAS). 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 | CTAS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.21 | ||
| Sortino ratioReturn per unit of downside risk | +4.39 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 0.84 | +0.57 |
| Calmar ratioReturn relative to maximum drawdown | 6.58 | -0.75 | +7.33 |
| Martin ratioReturn relative to average drawdown | 18.43 | -1.31 | +19.74 |
Loading charts...
Drawdowns
USD vs. CTAS - Drawdown Comparison
The maximum USD drawdown since its inception was -88.63%, which is greater than CTAS's maximum drawdown of -65.32%. Use the drawdown chart below to compare losses from any high point for USD and CTAS.
Loading charts...
Drawdown Indicators
| USD | CTAS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.63% | -65.32% | -23.31% |
Max Drawdown (1Y)Largest decline over 1 year | -31.80% | -27.23% | -4.57% |
Max Drawdown (3Y)Largest decline over 3 years | -64.46% | -27.68% | -36.78% |
Max Drawdown (5Y)Largest decline over 5 years | -77.85% | -27.68% | -50.17% |
Max Drawdown (10Y)Largest decline over 10 years | -77.85% | -48.38% | -29.47% |
Current DrawdownCurrent decline from peak | -13.67% | -21.83% | +8.16% |
Average DrawdownAverage peak-to-trough decline | -32.32% | -15.04% | -17.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.34% | 15.61% | -4.27% |
Volatility
USD vs. CTAS - Volatility Comparison
ProShares Ultra Semiconductors (USD) has a higher volatility of 29.56% compared to Cintas Corporation (CTAS) at 8.54%. This indicates that USD's price experiences larger fluctuations and is considered to be riskier than CTAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| USD | CTAS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 29.56% | 8.54% | +21.02% |
Volatility (6M)Calculated over the trailing 6-month period | 52.44% | 15.74% | +36.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.34% | 20.40% | +44.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 77.19% | 22.60% | +54.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.61% | 26.70% | +42.91% |
Dividends
USD vs. CTAS - Dividend Comparison
USD's dividend yield for the trailing twelve months is around 0.25%, less than CTAS's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTAS Cintas Corporation | 1.02% | 0.89% | 0.80% | 0.83% | 0.93% | 0.77% | 0.99% | 0.95% | 1.22% | 1.04% | 1.15% | 1.15% |
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 CTAS have a correlation of -0.07, 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 CTAS (8.54%). In terms of maximum drawdown, USD dropped -88.63% vs CTAS's -65.32%.
USD currently has the higher Sharpe Ratio (3.20 vs -1.00), 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.
Find the right allocation for USD and CTAS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer