UYG vs. BRK-B

In the year-to-date period, UYG achieves a -4.87% return, which is significantly lower than BRK-B's 17.14% return. Both investments have delivered pretty close results over the past 10 years, with UYG having a 14.18% annualized return and BRK-B not far behind at 14.09%.

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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.

The current UYG Sharpe Ratio is 0.65, which is lower than the BRK-B Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of UYG and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

UYG's dividend yield for the trailing twelve months is around 0.82%, while BRK-B has not paid dividends to shareholders.

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. For additional features, visit the drawdowns tool.

ProShares Ultra Financials (UYG) has a higher volatility of 27.34% compared to Berkshire Hathaway Inc. (BRK-B) at 10.99%. 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.