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USD vs. VRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USD vs. VRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Semiconductors (USD) and Vertiv Holdings Co. (VRT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with USD having a 81.60% return and VRT slightly higher at 85.57%.


USD

1D
7.41%
1M
-0.05%
YTD
81.60%
6M
69.12%
1Y
218.18%
3Y*
115.96%
5Y*
65.20%
10Y*
59.63%

VRT

1D
0.02%
1M
-11.59%
YTD
85.57%
6M
61.97%
1Y
160.87%
3Y*
142.34%
5Y*
62.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD vs. VRT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
USD
ProShares Ultra Semiconductors
81.60%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-33.51%
VRT
Vertiv Holdings Co.
85.57%42.80%136.82%251.81%-45.25%33.80%69.36%12.55%1.03%

Correlation

The correlation between USD and VRT is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2018

0.54

The correlation between USD and VRT shifts across timeframes, from 0.54 (all time) to 0.67 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

USD vs. VRT — 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: 9595
Sharpe Ratio Rank
USD Sortino Ratio Rank: 7979
Sortino Ratio Rank
USD Omega Ratio Rank: 8181
Omega Ratio Rank
USD Calmar Ratio Rank: 9494
Calmar Ratio Rank
USD Martin Ratio Rank: 9191
Martin Ratio Rank

VRT
VRT Risk / Return Rank: 9393
Overall Rank
VRT Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
VRT Sortino Ratio Rank: 9191
Sortino Ratio Rank
VRT Omega Ratio Rank: 9090
Omega Ratio Rank
VRT Calmar Ratio Rank: 9595
Calmar Ratio Rank
VRT Martin Ratio Rank: 9595
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. VRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Semiconductors (USD) and Vertiv Holdings Co. (VRT). 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.


USDVRTDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.43

1.41

+0.03

Calmar ratioReturn relative to maximum drawdown

6.91

6.53

+0.38

Martin ratioReturn relative to average drawdown

19.73

18.20

+1.53

USD vs. VRT - Sharpe Ratio Comparison

The current USD Sharpe Ratio is 3.43, which is comparable to the VRT Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of USD and VRT, 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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Sharpe Ratios by Period


USDVRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.43

2.79

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

1.03

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

1.00

-0.53

Drawdowns

USD vs. VRT - Drawdown Comparison

The maximum USD drawdown since its inception was -88.63%, which is greater than VRT's maximum drawdown of -71.24%. Use the drawdown chart below to compare losses from any high point for USD and VRT.


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Drawdown Indicators


USDVRTDifference

Max Drawdown

Largest peak-to-trough decline

-88.63%

-71.24%

-17.39%

Max Drawdown (1Y)

Largest decline over 1 year

-31.80%

-24.78%

-7.02%

Max Drawdown (3Y)

Largest decline over 3 years

-64.46%

-61.28%

-3.18%

Max Drawdown (5Y)

Largest decline over 5 years

-77.85%

-71.24%

-6.61%

Max Drawdown (10Y)

Largest decline over 10 years

-77.85%

Current Drawdown

Current decline from peak

-16.10%

-20.11%

+4.01%

Average Drawdown

Average peak-to-trough decline

-32.34%

-16.22%

-16.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.11%

8.89%

+2.22%

Volatility

USD vs. VRT - Volatility Comparison

ProShares Ultra Semiconductors (USD) has a higher volatility of 28.47% compared to Vertiv Holdings Co. (VRT) at 16.60%. This indicates that USD's price experiences larger fluctuations and is considered to be riskier than VRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USDVRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.47%

16.60%

+11.87%

Volatility (6M)

Calculated over the trailing 6-month period

50.89%

45.55%

+5.34%

Volatility (1Y)

Calculated over the trailing 1-year period

64.16%

58.11%

+6.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.00%

61.81%

+15.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.51%

54.61%

+14.90%

Dividends

USD vs. VRT - Dividend Comparison

USD's dividend yield for the trailing twelve months is around 0.25%, more than VRT's 0.07% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VRT
Vertiv Holdings Co.
0.07%0.11%0.10%0.05%0.07%0.04%0.05%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


USD and VRT have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USD has higher volatility (28.47%) compared to VRT (16.60%). In terms of maximum drawdown, USD dropped -88.63% vs VRT's -71.24%.

USD currently has the higher Sharpe Ratio (3.43 vs 2.79), 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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