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UWM vs. AMAGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UWM and AMAGX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

UWM vs. AMAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Russell2000 (UWM) and Amana Mutual Funds Trust Growth Fund (AMAGX). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
158.36%
302.71%
UWM
AMAGX

Key characteristics

Sharpe Ratio

UWM:

0.44

AMAGX:

0.75

Sortino Ratio

UWM:

0.89

AMAGX:

1.09

Omega Ratio

UWM:

1.11

AMAGX:

1.14

Calmar Ratio

UWM:

0.37

AMAGX:

1.09

Martin Ratio

UWM:

2.12

AMAGX:

3.78

Ulcer Index

UWM:

8.57%

AMAGX:

3.15%

Daily Std Dev

UWM:

41.53%

AMAGX:

15.96%

Max Drawdown

UWM:

-88.21%

AMAGX:

-57.64%

Current Drawdown

UWM:

-34.45%

AMAGX:

-7.28%

Returns By Period

In the year-to-date period, UWM achieves a 13.33% return, which is significantly higher than AMAGX's 11.64% return. Over the past 10 years, UWM has underperformed AMAGX with an annualized return of 7.04%, while AMAGX has yielded a comparatively higher 8.38% annualized return.


UWM

YTD

13.33%

1M

-7.22%

6M

18.57%

1Y

18.20%

5Y*

2.42%

10Y*

7.04%

AMAGX

YTD

11.64%

1M

-3.16%

6M

-3.89%

1Y

13.30%

5Y*

12.72%

10Y*

8.38%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


UWM vs. AMAGX - Expense Ratio Comparison

UWM has a 0.95% expense ratio, which is higher than AMAGX's 0.91% expense ratio.


UWM
ProShares Ultra Russell2000
Expense ratio chart for UWM: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for AMAGX: current value at 0.91% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.91%

Risk-Adjusted Performance

UWM vs. AMAGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Russell2000 (UWM) and Amana Mutual Funds Trust Growth Fund (AMAGX). 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.


Sharpe ratio
The chart of Sharpe ratio for UWM, currently valued at 0.44, compared to the broader market0.002.004.000.440.84
The chart of Sortino ratio for UWM, currently valued at 0.89, compared to the broader market-2.000.002.004.006.008.0010.000.891.20
The chart of Omega ratio for UWM, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.16
The chart of Calmar ratio for UWM, currently valued at 0.37, compared to the broader market0.005.0010.0015.000.371.22
The chart of Martin ratio for UWM, currently valued at 2.12, compared to the broader market0.0020.0040.0060.0080.00100.002.124.17
UWM
AMAGX

The current UWM Sharpe Ratio is 0.44, which is lower than the AMAGX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of UWM and AMAGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.44
0.84
UWM
AMAGX

Dividends

UWM vs. AMAGX - Dividend Comparison

UWM's dividend yield for the trailing twelve months is around 0.71%, more than AMAGX's 0.14% yield.


TTM20232022202120202019201820172016201520142013
UWM
ProShares Ultra Russell2000
0.71%0.34%0.40%0.00%0.07%0.55%0.41%0.11%0.38%0.24%0.11%0.00%
AMAGX
Amana Mutual Funds Trust Growth Fund
0.00%0.16%0.17%0.07%0.22%0.36%0.47%0.49%0.75%0.54%0.37%0.60%

Drawdowns

UWM vs. AMAGX - Drawdown Comparison

The maximum UWM drawdown since its inception was -88.21%, which is greater than AMAGX's maximum drawdown of -57.64%. Use the drawdown chart below to compare losses from any high point for UWM and AMAGX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-34.45%
-7.28%
UWM
AMAGX

Volatility

UWM vs. AMAGX - Volatility Comparison

ProShares Ultra Russell2000 (UWM) has a higher volatility of 12.39% compared to Amana Mutual Funds Trust Growth Fund (AMAGX) at 5.81%. This indicates that UWM's price experiences larger fluctuations and is considered to be riskier than AMAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.39%
5.81%
UWM
AMAGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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