USD vs. ORLY
USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%), while ORLY (O'Reilly Automotive, Inc.) is a stock. Over the past 10 years, USD returned 60.21%/yr vs 18.05%/yr for ORLY. At a 0.33 correlation, their price movements are largely independent.
Performance
USD vs. ORLY - 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 ORLY's -0.21% return. Over the past 10 years, USD has outperformed ORLY with an annualized return of 60.21%, while ORLY has yielded a comparatively lower 18.05% 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%
ORLY
- 1D
- 1.02%
- 1M
- 1.49%
- YTD
- -0.21%
- 6M
- -3.28%
- 1Y
- 1.23%
- 3Y*
- 14.22%
- 5Y*
- 20.62%
- 10Y*
- 18.05%
USD vs. ORLY - 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% |
ORLY O'Reilly Automotive, Inc. | -0.21% | 15.38% | 24.81% | 12.56% | 19.51% | 56.05% | 3.27% | 27.28% | 43.15% | -13.60% |
Correlation
The correlation between USD and ORLY is -0.21, 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 | -0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2007 | 0.33 |
The correlation between USD and ORLY shifts across timeframes, from -0.21 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
USD vs. ORLY — Risk / Return Rank
USD
ORLY
USD vs. ORLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Semiconductors (USD) and O'Reilly Automotive, Inc. (ORLY). 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 | ORLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.20 | ||
| Sortino ratioReturn per unit of downside risk | +2.88 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.02 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 6.58 | -0.00 | +6.58 |
| Martin ratioReturn relative to average drawdown | 18.43 | -0.00 | +18.43 |
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Drawdowns
USD vs. ORLY - Drawdown Comparison
The maximum USD drawdown since its inception was -88.63%, which is greater than ORLY's maximum drawdown of -65.42%. Use the drawdown chart below to compare losses from any high point for USD and ORLY.
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Drawdown Indicators
| USD | ORLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.63% | -65.42% | -23.21% |
Max Drawdown (1Y)Largest decline over 1 year | -31.80% | -20.02% | -11.78% |
Max Drawdown (3Y)Largest decline over 3 years | -64.46% | -20.02% | -44.44% |
Max Drawdown (5Y)Largest decline over 5 years | -77.85% | -23.03% | -54.82% |
Max Drawdown (10Y)Largest decline over 10 years | -77.85% | -42.00% | -35.85% |
Current DrawdownCurrent decline from peak | -13.67% | -15.58% | +1.91% |
Average DrawdownAverage peak-to-trough decline | -32.32% | -10.78% | -21.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.34% | 10.77% | +0.57% |
Volatility
USD vs. ORLY - Volatility Comparison
ProShares Ultra Semiconductors (USD) has a higher volatility of 29.56% compared to O'Reilly Automotive, Inc. (ORLY) at 6.52%. This indicates that USD's price experiences larger fluctuations and is considered to be riskier than ORLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USD | ORLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 29.56% | 6.52% | +23.04% |
Volatility (6M)Calculated over the trailing 6-month period | 52.44% | 17.78% | +34.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.34% | 22.82% | +42.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 77.19% | 22.63% | +54.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.61% | 26.52% | +43.09% |
Dividends
USD vs. ORLY - Dividend Comparison
USD's dividend yield for the trailing twelve months is around 0.25%, while ORLY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORLY O'Reilly Automotive, 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 ORLY have a correlation of -0.21, 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 ORLY (6.52%). In terms of maximum drawdown, USD dropped -88.63% vs ORLY's -65.42%.
USD currently has the higher Sharpe Ratio (3.20 vs -0.00), 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.
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