UYG vs. BRK-B
Compare and contrast key facts about ProShares Ultra Financials (UYG) and Berkshire Hathaway Inc. (BRK-B).
UYG is a passively managed fund by ProShares that tracks the performance of the Dow Jones U.S. Financials Index (200%). It was launched on Jan 30, 2007.
Performance
UYG vs. BRK-B - Performance Comparison
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UYG vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UYG ProShares Ultra Financials | -19.81% | 19.77% | 55.71% | 22.14% | -32.11% | 76.26% | -20.32% | 66.15% | -22.61% | 39.28% |
BRK-B Berkshire Hathaway Inc. | -4.80% | 10.89% | 27.09% | 15.46% | 3.31% | 28.95% | 2.37% | 10.93% | 3.01% | 21.62% |
Returns By Period
In the year-to-date period, UYG achieves a -19.81% return, which is significantly lower than BRK-B's -4.80% return. Over the past 10 years, UYG has outperformed BRK-B with an annualized return of 16.07%, while BRK-B has yielded a comparatively lower 12.78% annualized return.
UYG
- 1D
- -0.02%
- 1M
- -7.05%
- YTD
- -19.81%
- 6M
- -16.54%
- 1Y
- -7.79%
- 3Y*
- 25.32%
- 5Y*
- 11.21%
- 10Y*
- 16.07%
BRK-B
- 1D
- -0.15%
- 1M
- -0.35%
- YTD
- -4.80%
- 6M
- -3.95%
- 1Y
- -10.22%
- 3Y*
- 15.72%
- 5Y*
- 13.13%
- 10Y*
- 12.78%
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Return for Risk
UYG vs. BRK-B — Risk / Return Rank
UYG
BRK-B
UYG vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Financials (UYG) and Berkshire Hathaway Inc. (BRK-B). 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.
| UYG | BRK-B | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.20 | -0.56 | +0.36 |
Sortino ratioReturn per unit of downside risk | -0.02 | -0.65 | +0.63 |
Omega ratioGain probability vs. loss probability | 1.00 | 0.91 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | -0.28 | -0.68 | +0.40 |
Martin ratioReturn relative to average drawdown | -0.81 | -1.16 | +0.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UYG | BRK-B | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.20 | -0.56 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.77 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.66 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.48 | -0.49 |
Correlation
The correlation between UYG and BRK-B is 0.72, 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.
Dividends
UYG vs. BRK-B - Dividend Comparison
UYG's dividend yield for the trailing twelve months is around 14.57%, while BRK-B has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UYG ProShares Ultra Financials | 14.57% | 11.72% | 0.51% | 0.79% | 0.77% | 9.39% | 0.66% | 0.90% | 1.28% | 0.56% | 0.76% | 0.72% |
BRK-B Berkshire Hathaway 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% |
Drawdowns
UYG vs. BRK-B - Drawdown Comparison
The maximum UYG drawdown since its inception was -97.90%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for UYG and BRK-B.
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Drawdown Indicators
| UYG | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.90% | -53.86% | -44.04% |
Max Drawdown (1Y)Largest decline over 1 year | -28.91% | -14.95% | -13.96% |
Max Drawdown (5Y)Largest decline over 5 years | -47.77% | -26.58% | -21.19% |
Max Drawdown (10Y)Largest decline over 10 years | -69.98% | -29.57% | -40.41% |
Current DrawdownCurrent decline from peak | -24.26% | -11.36% | -12.90% |
Average DrawdownAverage peak-to-trough decline | -63.77% | -11.07% | -52.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.20% | 8.72% | +1.48% |
Volatility
UYG vs. BRK-B - Volatility Comparison
ProShares Ultra Financials (UYG) has a higher volatility of 9.56% compared to Berkshire Hathaway Inc. (BRK-B) at 4.33%. This indicates that UYG's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UYG | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.56% | 4.33% | +5.23% |
Volatility (6M)Calculated over the trailing 6-month period | 23.03% | 11.14% | +11.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.60% | 18.30% | +20.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.15% | 17.20% | +18.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.07% | 19.45% | +21.62% |